
Authors:

Jensen, Jens Ledet^{2}

Affiliations:

^{1} Department of Mathematics, Science and Technology, Aarhus University
^{2} Department of Mathematics, Science and Technology, Aarhus University

DOI:

10.1093/biomet/73.3.567

Abstract:

When testing an affine hypothesis in an exponential family the 'ideal' procedure is to calculate the exact similar test, or an approximation to this, based on the conditional distribution given the minimal sufficient statistic under the null hypothesis. By contrast to this there is a 'primitive' approach in which the marginal distribution of a test statistic considered and any nuisance parameter appearing in the test statistic is replaced by an estimate. We show here that when using standardized likelihood ratio statistics the 'primitive' procedure is in fact an 'ideal' procedure to order O(n 3/2). As an example we consider inference for the mean of a log normal distribution in detail. © 1986 Biometrika Trust.

Type:

Journal article

Language:

English

Published in:

Biometrika, 1986, Vol 73, Issue 3, p. 567572

Main Research Area:

Science/technology

Publication Status:

Published

Review type:

Peer Review

Submission year:

1986

Scientific Level:

Scientific

ID:

2185902667