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Computation of Power Loss in Likelihood Ratio Tests for Probability Densities Extended by Lehmann Alternatives

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  • Gallindo, Lucas

Abstract

We compute the loss of power in likelihood ratio tests when we test the original parameter of a probability density extended by the first Lehmann alternative.

Suggested Citation

  • Gallindo, Lucas, 2007. "Computation of Power Loss in Likelihood Ratio Tests for Probability Densities Extended by Lehmann Alternatives," OSF Preprints pkcnb, Center for Open Science.
    • Handle: RePEc:osf:osfxxx:pkcnb
    DOI: 10.31219/osf.io/pkcnb
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    References listed on IDEAS

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    1. Eguchi, Shinto & Copas, John, 2006. "Interpreting Kullback-Leibler divergence with the Neyman-Pearson lemma," Journal of Multivariate Analysis, Elsevier, vol. 97(9), pages 2034-2040, October.
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