Skip Navigation

Biometrika 1974 61(2):291-298; doi:10.1093/biomet/61.2.291
© 1974 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by CHANT, D.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

On asymptotic tests of composite hypotheses in nonstandard conditions

D. CHANT

Department of Statistics, The Australian National University Canberra

The relationship between optimal C({alpha}) tests of composite hypotheses and tests based on maximum likelihood estimators is discussed. It it shown that the two procedures are asymptotically equivalent if the vector parameter specified by the null hypothesis is interior to an open set in parameter space. Then considering these same tests when the parameter is on the boundary of a closed parameter space, the asymptotic distributional form of the maximum likelihood estimators is established under the null hypothesis. The nonequiva-lence of optimal C({alpha}) and maximum likelihood tests in this boundary situation is discussed.

Key Words: Asymptotic distribution • Maximum likelihood test • Optimal C-alpha • tests


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?


This article has been cited by other articles:


Home page
 Statistical ModellingHome page
R Gueorguieva
A multivariate generalized linear mixed model for joint modelling of clustered outcomes in the exponential family
Statistical Modeling, October 1, 2001; 1(3): 177 - 193.
[Abstract] [PDF]


Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.