Open AccessASYMPTOTIC NONNULL DISTRIBUTION OF LRC FOR TESTING $H:\mu=\mu_0$; $E=\sigma^2 I_p$ IN GAUSSIAN POPULATION
Author(s) -
Daya K. Nagar,
Arjun K. Gupta
Publication year - 1994
Publication title -
tamkang journal of mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.324
H-Index - 18
eISSN - 0049-2930
pISSN - 2073-9826
DOI - 10.5556/j.tkjm.25.1994.4465
Subject(s) - sigma , mathematics , population , distribution (mathematics) , gaussian , statistics , statistic , asymptotic distribution , combinatorics , discrete mathematics , physics , mathematical analysis , demography , quantum mechanics , estimator , sociology
In this paper asymptotic expansions of the nonnull distribution of the likelihood ratio statistic for testing $H:\mu=\mu_0$; $E=\sigma^2 I_p$, against alternatives which are close to $H$, for Gaussian population, have been derived.