Convergence of the gram-charier expansion of the signed log likelihood ratio

Ryuei Nishii

doi:10.1080/03610929408831405

Convergence of the gram-charier expansion of the signed log likelihood ratio

Ryuei Nishii

Research output: Contribution to journal › Article › peer-review

Abstract

The signed log likelihood ratio appears in testing hypothesis on the mean against a one-sided alternative. In this article we shall show that this statistic is a good normalizing transformation. It is shown that the density of the signed log likelihood ratio has an absolutely convergent Gram-Charier expansion. This theorem, based on the saddlepoint technique, is valid for an exponential family under certain conditions.

Original language	English
Pages (from-to)	2605-2614
Number of pages	10
Journal	Communications in Statistics - Theory and Methods
Volume	23
Issue number	9
DOIs	https://doi.org/10.1080/03610929408831405
Publication status	Published - Jan 1 1994
Externally published	Yes

All Science Journal Classification (ASJC) codes

Statistics and Probability

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10.1080/03610929408831405

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Convergence of the gram-charier expansion of the signed log likelihood ratio

Abstract

All Science Journal Classification (ASJC) codes

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