On likelihood ratio tests
Statistics Theory
2007-06-13 v1 Statistics Theory
Abstract
Likelihood ratio tests are intuitively appealing. Nevertheless, a number of examples are known in which they perform very poorly. The present paper discusses a large class of situations in which this is the case, and analyzes just how intuition misleads us; it also presents an alternative approach which in these situations is optimal.
Keywords
Cite
@article{arxiv.math/0610835,
title = {On likelihood ratio tests},
author = {Erich L. Lehmann},
journal= {arXiv preprint arXiv:math/0610835},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/074921706000000356 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)