Likelihood ratio test for the spacing between two adjacent location parameters

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Abstract

Suppose Yi is an estimator or sufficient statistic for a location parameter θi (i = 1, . . ., k) of a location family. Let θ(i)≤θ0(2)≤ ⋯ ≤θ(k) be the ordered parameters. This paper deals with the likelihood ratio test for the hypothesis H0: θ(k-t+1) - θ(k-t)≤Δ versus H1: θ(k-t-1) - θ(k-t) > Δ, where θ(k-t+1) - θ(k-t) is the spacing between two adjacent location parameters. It is shown that if the density function of the location family has monotone likelihood ratio, the likelihood ratio test statistic is the corresponding sample spacing. However, this result may not be true for other spacings like the range θ(k) - θ(1). Copyright © 1996 Published by Elsevier B.V.
Original languageEnglish
Pages (from-to)43-49
JournalStatistics and Probability Letters
Volume26
Issue number1
DOIs
Publication statusPublished - Jan 1996

Citation

Yu, P. L. H., & Lam, K. (1996). Likelihood ratio test for the spacing between two adjacent location parameters. Statistics and Probability Letters, 26(1), 43-49. doi: 10.1016/0167-7152(94)00250-9

Keywords

  • Likelihood ratio test
  • Monotone likelihood ratio
  • Ranked parameters
  • Location parameters
  • Spacing

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