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ISSN:2394-3661 | Crossref DOI | SJIF: 5.138 | PIF: 3.854

International Journal of Engineering and Applied Sciences

(An ISO 9001:2008 Certified Online and Print Journal)

The determination of the critical value of the likelihood ratio test

( Volume 5 Issue 10,October 2018 ) OPEN ACCESS
Author(s):

Hongliang Kang

Abstract:

This paper studies the likelihood ratio test critical values determined by the three methods. The first one is to build the likelihood than a function of the relationship  between statistics and distribution of the known statistics, by a critical value of the known statistics, according to the function relation, indirectly calculated likelihood ratio statistic critical value; secondly, using Monte Carlo simulation; third, when the sample size n is large, the likelihood ratio statistics limit distribution approximation is given. Based on the three kinds of methods to solve the likelihood ratio test statistic distribution is unknown and in practical computation is difficult to determine the critical value.

DOI DOI :

https://dx.doi.org/10.31873/IJEAS.5.10.12

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