Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions

1986 ◽  
Vol 14 (1) ◽  
pp. 55-59 ◽  
Author(s):  
T. W. Anderson ◽  
Huang Hsu ◽  
Kai-Tai Fang
Keyword(s):  
Maximum Likelihood ◽  
Likelihood Ratio ◽  
Maximum Likelihood Estimates ◽  
Elliptically Contoured Distributions ◽  
Elliptically Contoured

Testing and Estimation in the Block Compound Symmetry Problem

1982 ◽  
Vol 7 (1) ◽  
pp. 3-18 ◽  
Author(s):  
Ted H. Szatrowski
Keyword(s):  
Maximum Likelihood ◽  
Likelihood Ratio ◽  
Likelihood Ratio Statistic ◽  
Null Distribution ◽  
Covariance Matrices ◽  
Maximum Likelihood Estimates ◽  
Testing Problem ◽  
Compound Symmetry ◽  
Estimation Problems ◽  
Symmetry Problem

Known results for testing and estimation problems for patterned means and covariance matrices with explicit linear maximum likelihood estimates are applied to the block compound symmetry problem. New results given include the constants for G.P.E. Box’s approximate null distribution of the likelihood ratio statistic. These techniques are applied to the analysis of an educational testing problem.

scholarly journals Directional Selection and the Site-Frequency Spectrum

Genetics ◽  
2001 ◽  
Vol 159 (4) ◽  
pp. 1779-1788 ◽  
Author(s):  
Carlos D Bustamante ◽  
John Wakeley ◽  
Stanley Sawyer ◽  
Daniel L Hartl
Keyword(s):  
Maximum Likelihood ◽  
High Power ◽  
Negative Selection ◽  
Likelihood Estimation ◽  
Directional Selection ◽  
Likelihood Ratio Tests ◽  
Maximum Likelihood Estimates ◽  
Likelihood Methods ◽  
Ancestral States ◽  
Asymptotic Variances

Abstract In this article we explore statistical properties of the maximum-likelihood estimates (MLEs) of the selection and mutation parameters in a Poisson random field population genetics model of directional selection at DNA sites. We derive the asymptotic variances and covariance of the MLEs and explore the power of the likelihood ratio tests (LRT) of neutrality for varying levels of mutation and selection as well as the robustness of the LRT to deviations from the assumption of free recombination among sites. We also discuss the coverage of confidence intervals on the basis of two standard-likelihood methods. We find that the LRT has high power to detect deviations from neutrality and that the maximum-likelihood estimation performs very well when the ancestral states of all mutations in the sample are known. When the ancestral states are not known, the test has high power to detect deviations from neutrality for negative selection but not for positive selection. We also find that the LRT is not robust to deviations from the assumption of independence among sites.

Sign in / Sign up

Export Citation Format

Share Document