A modified likelihood ratio test for a mean vector with monotone missing data

2017 ◽  
Vol 37 (1-2) ◽  
pp. 39
Author(s):  
Takashi Seo ◽  
Muni S. Srivastava ◽  
Ayaka Yagi
Keyword(s):  
Missing Data ◽  
Likelihood Ratio ◽  
Likelihood Ratio Test ◽  
Ratio Test ◽  
Modified Likelihood Ratio Test ◽  
Modified Likelihood ◽  
Mean Vector

scholarly journals Modified Likelihood Ratio Test for Sub-mean Vectors with Two-step Monotone Missing Data in Two-sample Problem

2021 ◽  
Vol 50 (1) ◽  
pp. 88-104
Author(s):  
Tamae Kawasaki ◽  
Takashi Seo
Keyword(s):  
Missing Data ◽  
Likelihood Ratio ◽  
Likelihood Ratio Test ◽  
Null Distribution ◽  
Linear Interpolation ◽  
Ratio Test ◽  
Data Set ◽  
Chi Squared ◽  
Mean Vectors ◽  
Modified Likelihood

This article deals with the problem of testing for two normal sub-mean vectors when the data set have two-step monotone missing observations. Under the assumptions that the population covariance matrices are equal, we obtain the likelihood ratio test (LRT) statistic. Furthermore, an asymptotic expansion for the null distribution of the LRT statistic is derived under the two-step monotone missing data by the perturbation method. Using the result, we propose two improved statistics with good chi-squared approximation. One is the modified LRT statistic by Bartlett correction,and the other is the modified LRT statistic using the modification coefficient by linear interpolation. The accuracy of the approximations are investigated by using a Monte Carlo simulation. The proposed methods are illustrated using an example.

scholarly journals Modified likelihood ratio test for homogeneity in a mixture of von Mises distributions

2008 ◽  
Vol 138 (3) ◽  
pp. 667-681 ◽  
Author(s):  
Yuejiao Fu ◽  
Jiahua Chen ◽  
Pengfei Li
Keyword(s):  
Likelihood Ratio ◽  
Likelihood Ratio Test ◽  
Ratio Test ◽  
Modified Likelihood Ratio Test ◽  
Modified Likelihood ◽  
Von Mises
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