Asymptotic power comparison of the chi-square and likelihood ratio tests |
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Authors: | Kenneth H Sutrick |
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Institution: | (1) Murray State University, Murray, USA |
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Abstract: | Summary A Hoeffding-type power comparison is made between the likelihood ratio and chi-square tests for a simple hypothesis in a multinomial.
The power comparison is based on the fact that under an alternative hypothesis the distribution of the test statistic can
be approximated by a normal distribution. The theory of large deviations is used to match the significance levels.
This research was partially supported by the National Science Foundation Grant No. GP-33697X2, U.S. Energy Research and Development
Agency Grant 7064100, Environmental Protection Agency Grant R805379-01-0 and U.S. Public Health Service Grant USPHS ES01299-15,
at the University of California-Berkeley. |
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Keywords: | Fixed null and alternative alpha goes to zero normal approximation theory of large deviations |
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