A Study on Volume of Difference of Two Joint pdf′s, Focused on the Relation to Normal Theory LR Tests

- Journal title : Communications for Statistical Applications and Methods
- Volume 10, Issue 3, 2003, pp.749-764
- Publisher : The Korean Statistical Society
- DOI : 10.5351/CKSS.2003.10.3.749

Title & Authors

A Study on Volume of Difference of Two Joint pdf′s, Focused on the Relation to Normal Theory LR Tests

Lee, Kwangjin;

Lee, Kwangjin;

Abstract

In this paper we explain that normal theory likelihood-ratio tests(z, t, . F) for mean(s) or variance(s) can be geometrically related to volume of difference of two joint pdf's. One is an estimated joint pdf under null parameter space and the other is an estimated joint pdf under full parameter space . For explanations, ‘distance between two distributions’ is defined. We study properties of it, and derive some results on the distance between two multivariate normal distributions.

Keywords

distance between two distributions;z, t, , F-tests;ANOVA;LR-test;

Language

Korean

References

1.

Introduction to the Theory of Statistics (3rd Edition), 1974.

2.

Aspects of Multivariate Statistical Theory, 1982.