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Biometrika 1971 58(2):349-356; doi:10.1093/biomet/58.2.349
© 1971 by Biometrika Trust
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Percentile approximations for a class of likelihood ratio criteria

A. W. DAVIS

C.S.I.R.O., Adelaide, and University of North Carolina Chapel Hill

The general asymptotic series developed by Box (1949) for the distributions of a large class of likelihood ratio criteria has been widely used to obtain good approximations to these distributions. A direct percentile approximation based upon this expansion, bearing a relationship to it similar to that of the Cornish-Fisher expansion to Edgeworth's series is given.

Key Words: Asymptotic expansions • Box's expansion • Chi-squared distribution • Cornish-Fisher expansion • Cumulant generating function • Likelihood ratio test • Multivariate statistics • Percentage point approximation • Wilks's criterion


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