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Article: Likelihood ratio test for the spacing between two adjacent location parameters

TitleLikelihood ratio test for the spacing between two adjacent location parameters
Authors
KeywordsLikelihood ratio test
Location parameters
Monotone likelihood ratio
Ranked parameters
Spacing
Issue Date1996
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/stapro
Citation
Statistics And Probability Letters, 1996, v. 26 n. 1, p. 43-49 How to Cite?
AbstractSuppose Y i is an estimator or sufficient statistic for a location parameter θ i (i = 1, . . ., k) of a location family. Let θ (i)≤θ0 (2)≤ ⋯ ≤θ (k) be the ordered parameters. This paper deals with the likelihood ratio test for the hypothesis H 0: θ (k-t+1) - θ (k-t)≤Δ versus H 1: θ (k-t-1) - θ (k-t) > Δ, where θ (k-t+1) - θ (k-t) is the spacing between two adjacent location parameters. It is shown that if the density function of the location family has monotone likelihood ratio, the likelihood ratio test statistic is the corresponding sample spacing. However, this result may not be true for other spacings like the range θ (k) - θ (1).
Persistent Identifierhttp://hdl.handle.net/10722/82660
ISSN
2015 Impact Factor: 0.506
2015 SCImago Journal Rankings: 0.720
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorYu, PLHen_HK
dc.contributor.authorLam, Ken_HK
dc.date.accessioned2010-09-06T08:31:57Z-
dc.date.available2010-09-06T08:31:57Z-
dc.date.issued1996en_HK
dc.identifier.citationStatistics And Probability Letters, 1996, v. 26 n. 1, p. 43-49en_HK
dc.identifier.issn0167-7152en_HK
dc.identifier.urihttp://hdl.handle.net/10722/82660-
dc.description.abstractSuppose Y i is an estimator or sufficient statistic for a location parameter θ i (i = 1, . . ., k) of a location family. Let θ (i)≤θ0 (2)≤ ⋯ ≤θ (k) be the ordered parameters. This paper deals with the likelihood ratio test for the hypothesis H 0: θ (k-t+1) - θ (k-t)≤Δ versus H 1: θ (k-t-1) - θ (k-t) > Δ, where θ (k-t+1) - θ (k-t) is the spacing between two adjacent location parameters. It is shown that if the density function of the location family has monotone likelihood ratio, the likelihood ratio test statistic is the corresponding sample spacing. However, this result may not be true for other spacings like the range θ (k) - θ (1).en_HK
dc.languageengen_HK
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/staproen_HK
dc.relation.ispartofStatistics and Probability Lettersen_HK
dc.rightsStatistics & Probability Letters. Copyright © Elsevier BV.en_HK
dc.subjectLikelihood ratio testen_HK
dc.subjectLocation parametersen_HK
dc.subjectMonotone likelihood ratioen_HK
dc.subjectRanked parametersen_HK
dc.subjectSpacingen_HK
dc.titleLikelihood ratio test for the spacing between two adjacent location parametersen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0167-7152&volume=26&issue=1&spage=43&epage=49&date=1996&atitle=Likelihood+ratio+test+for+the+spacing+between+two+adjacent+location+parametersen_HK
dc.identifier.emailYu, PLH: plhyu@hkucc.hku.hken_HK
dc.identifier.authorityYu, PLH=rp00835en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1016/0167-7152(94)00250-9en_HK
dc.identifier.scopuseid_2-s2.0-0029688397en_HK
dc.identifier.hkuros10723en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0029688397&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume26en_HK
dc.identifier.issue1en_HK
dc.identifier.spage43en_HK
dc.identifier.epage49en_HK
dc.identifier.isiWOS:A1996UA28200006-
dc.publisher.placeNetherlandsen_HK
dc.identifier.scopusauthoridYu, PLH=7403599794en_HK
dc.identifier.scopusauthoridLam, K=36492945700en_HK

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