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.