Power of the likelihood ratio test on the mean vector of the multivariate normal distribution with missing observations

Donald F. Morrison, Dinesh S. Bhoj

Research output: Contribution to journalArticlepeer-review

10 Scopus citations

Abstract

SUMMARY: The noncentral distribution of the generalized likelihood ratio statistic for testing hypotheses on the mean vector of a multivariate normal population is derived when a subset of the variates does not have observations on some sampling units, and is used to derive the power of the test for particular values of the noncentrality parameter. The accuracy of the results is assessed by comparing them with the known power when the sample is complete.

Original languageEnglish (US)
Pages (from-to)365-368
Number of pages4
JournalBiometrika
Volume60
Issue number2
DOIs
StatePublished - Aug 1 1973

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Mathematics(all)
  • Agricultural and Biological Sciences (miscellaneous)
  • Agricultural and Biological Sciences(all)
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

Keywords

  • Generalized likelihood ratio test
  • Missing data
  • Power of likelihood ratio test
  • Tests on multinormal mean veotors

Fingerprint Dive into the research topics of 'Power of the likelihood ratio test on the mean vector of the multivariate normal distribution with missing observations'. Together they form a unique fingerprint.

Cite this