Skip to content
Q107Section III (Statistics)107 of 145

Wilks's theorem: −2log⁡λ⟶dχ12-2\log\lambda\overset{d}{\longrightarrow}\chi^2_1 under H0H_0

Consider the problem of testing H0:θ=θ0H_0:\theta=\theta_0 against H1:θ≠θ0H_1:\theta\ne\theta_0, where θ0\theta_0 is a specified value of θ\theta, the parameter of a one-parameter Cram'er family. If λ(x)\lambda(x) is the likelihood ratio statistic based on sample of size nn,

Options

Pick an option to check your answer.