[R] Off topic -2 Ln Lambda and Chi square
Conrad Halling
conrad.halling at bifx.org
Tue Jul 12 16:45:20 CEST 2005
This is a theorem for maximum likelihood tests. See:
Theorem 12.2 (presented without proof), page 391, in "John E. Freund's
Mathematical Statistics with Applications", Seventh Edition, by Irwin
Miller and Marylees Miller. Upper Saddle River, N.J.: Pearson Prentice
Hall, 2004.
Theorem 12.2: For large n, the distribution of -2 ln Lambda
approaches, under very general conditions, the chi-square distribution
with 1 degree of freedom.
Theorem 6.3.1 (given with a proof), p. 335, in "Introduction to
Mathematical Statistics", Sixth Edition, by RV Hogg, JW McKean, and AT
Craig. 2005. Upper Saddle River, New Jersey: Pearson Prentice Hall.
Proofs are also given in:
Testing Statistical Hypotheses, Second Edition, by E. L. Lehmann. New
York: John Wiley and Sons, Inc., 1986
and
Mathematical Statistics, by S. S. Wilkes. New York: John Wiley and Sons,
Inc., 1962.
-- Conrad
Laura Holt wrote:
>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!
>
>Sincerely,
>Laura Holt
>mailto: lauraholt_983 at hotmail.com
>
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--
Conrad Halling
conrad.halling at bifx.org
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