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The power of the likelihood ratio test for additional information in a multivariate linear model

  • Yasunori Fujikoshi
Article

Summary

This paper deals with the likelihood ratio test for additional information in a multivariate linear model. It is shown that the power of the likelihood ratio test procedure has a monotonicity property. Asymptotic approximations for the power are also obtained.

AMS 1970 subject classifications

Primary 62H15 Secondary 62H10 

Key words and phrases

Power of likelihood ratio test additional information asymptotic expansions nonnull distribution multivariate linear model 

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Copyright information

© The Institute of Statistical Mathematics, Tokyo 1981

Authors and Affiliations

  • Yasunori Fujikoshi
    • 1
  1. 1.Hiroshima UniversityHiroshimaJapan

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