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

Title & Authors
A Study on Volume of Difference of Two Joint pdf′s, Focused on the Relation to Normal Theory LR Tests
Lee, Kwangjin;

Abstract
In this paper we explain that normal theory likelihood-ratio tests(z, t, $\small{x^2}$. 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 $\small{\omega}$ and the other is an estimated joint pdf under full parameter space $\small{\Omega}$. 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, $\small{x^2}$, F-tests;ANOVA;LR-test;
Language
Korean
Cited by
References
1.
Introduction to the Theory of Statistics (3rd Edition), 1974.

2.
Aspects of Multivariate Statistical Theory, 1982.