[R] Off topic -2 Ln Lambda and Chi square
andy_liaw at merck.com
Mon Jul 11 17:18:55 CEST 2005
If you meant the lambda as the likelihood ratio test statistic, the
asymptotic chi-squared distribution comes from the asymptotic normality of
the MLEs. The proof is in a paper by Abraham Wald in 1943. See Stuart &
Ord (Kendall's Advanced Statistics) for discussion (e.g., vol. 2, 5th
> From: Laura Holt
> Dear R :
> Sorry for the off topic question, but does anyone know the
> reference for
> the -2 Ln Lambda following a Chi Square distribution, please?
> Possibly one of Bartlett's?
> Thanks in advance!
> Laura Holt
> mailto: lauraholt_983 at hotmail.com
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide!
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