Kybernetika 31 no. 2, 189-206, 1995

On d-optimality of the LR tests

František Rublík

Abstract:

The lower asymptotic distributional bound of the level attained is attained in the case of the likelihood ratio statistics. The regularity conditions on which the proofs are based are verified for the non-singular normal, the multinomial and the Poisson distribution.

Classification:

62H15, 62F05