Repeated likelihood ratio tests
Repeated likelihood ratio tests
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重复似然比检验
DOI：
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发表时间：
1979
期刊：
影响因子：
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通讯作者：
M. Woodroofe
中科院分区：
文献类型：
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作者：
M. Woodroofe
总结我们研究了随着时间的推移重复进行似然比检验的实际显著性水平。我们提出了一个一般的方法，估计实际的显着性水平时，从一个指数的家庭抽样，并将其应用到问题的检验假设的均值，方差，相关性和失败率。我们的研究结果证实并扩展了早期作者的研究结果，即实际显著性水平可能会超过标称值数倍。
SUMMARY We study the actual significance level which results from performing repeated likelihood ratio tests over time. We present a general method for estimating the actual significance level when sampling from an exponential family, and apply it to problems of testing hypotheses about means, variance, correlations and failure rates. Our results confirm and extend those of earlier authors that the actual significance level may exceed the nominal one by several times.