Title of article
Improvement on Chi-Squared Approximation by Monotone Transformation
Author/Authors
Fujisawa، نويسنده , , Hironori، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1997
Pages
6
From page
84
To page
89
Abstract
It is well known that Bartlett adjustment yields an improvement on the chi-squared approximations to the likelihood ratio test statistics. However, it is not possible to obtain such an improvement for some test statistics. Typical examples are the score test statistic and HotellingʹsT2-statistic. The purpose of the present paper is to give a general method for improving on the chi-squared approximation. The method suggested is based on a monotone transformation.
Keywords
Barlett adjustment , Chi-squared approximation , asymptotic expansion
Journal title
Journal of Multivariate Analysis
Serial Year
1997
Journal title
Journal of Multivariate Analysis
Record number
1557417
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