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Biometrika 1988 75(2):374-378; doi:10.1093/biomet/75.2.374
© 1988 by Biometrika Trust
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MISCELLANEA

On the level-error after Bartlett adjustment of the likelihood ratio statistic

O. E. BARNDORFF-NIELSEN and PETER HALL

Department of Theoretical Statistics, Institute of Mathematics, Aarhus University DK-8000 Aarhus, Denmark
Department of Statistics, Australian National University Canberra, ACT 2601, Australia

It is well that Bartlett adjustment reduces level-error of the likelihood ratio statistic from order n–1 to order n–3/2. In the present note we show that level-error of the adjusted statistic is actually order n–2.

Key Words: Bartlett adjustment • Cumulant • Edgeworth expansion • Leve-error


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