On likelihood ratio tests

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dc.creatorLehmann, Erich L.
dc.date2006-10-27
dc.date.accessioned2026-07-07T08:08:17Z
dc.date.available2026-07-07T08:08:17Z
dc.descriptionLikelihood ratio tests are intuitively appealing. Nevertheless, a number of examples are known in which they perform very poorly. The present paper discusses a large class of situations in which this is the case, and analyzes just how intuition misleads us; it also presents an alternative approach which in these situations is optimal.
dc.descriptionPublished at http://dx.doi.org/10.1214/074921706000000356 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0610835
dc.identifierhttp://arxiv.org/abs/math/0610835
dc.identifierIMS Lecture Notes--Monograph Series 2006, Vol. 49, 1-8
dc.identifierdoi:10.1214/074921706000000356
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131211
dc.subjectStatistics Theory
dc.subject62F03 (Primary)
dc.titleOn likelihood ratio tests
dc.typetext

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