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Power of the likelihood ratio test on the mean vector of the multivariate normal distribution with missing observations
Journal article   Peer reviewed

Power of the likelihood ratio test on the mean vector of the multivariate normal distribution with missing observations

DONALD F Morrison and DINESH S Bhoj
Biometrika, Vol.60(2), pp.365-368
08/1973

Abstract

Generalized likelihood ratio test Missing data Power of likelihood ratio test Tests on multinormal mean veotors
SUMMARY The noncentral distribution of the generalized likelihood ratio statistic for testing hypotheses on the mean vector of a multivariate normal population is derived when a subset of the variates does not have observations on some sampling units, and is used to derive the power of the test for particular values of the noncentrality parameter. The accuracy of the results is assessed by comparing them with the known power when the sample is complete.

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