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Distribution of Likelihood Criteria and Box Approximation

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Multivariate Statistical Modeling and Data Analysis

Part of the book series: Theory and Decision Library ((TDLB,volume 8))

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Abstract

In this paper, the exact distribution of a random variable whose moments are a certain function of gamma functions (Box, 1949), has been derived. It is shown that Box’s asymptotic expansion can be obtained from this exact distribution by collecting terms of the same order. From the point of view of computation, the derived series has a distinct advantage over the results of Box since the coefficients satisfy a recurrence relation.

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References

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Author information

Authors and Affiliations

  1. Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, Ohio, 43403-0221, Japan

    A. K. Gupta

  2. Bell Communications Research, 6 Corporate Place, Piscataway, New Jersey, 08854, USA

    J. Tang

Authors
  1. A. K. Gupta
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  2. J. Tang
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Editor information

Editors and Affiliations

  1. Department of Mathematics, University of Virginia, Charlottesville, Virginia, USA

    H. Bozdogan

  2. Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, Ohio, USA

    A. K. Gupta

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© 1987 D. Reidel Publishing Company, Dordrecht, Holland

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Gupta, A.K., Tang, J. (1987). Distribution of Likelihood Criteria and Box Approximation. In: Bozdogan, H., Gupta, A.K. (eds) Multivariate Statistical Modeling and Data Analysis. Theory and Decision Library, vol 8. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-3977-6_8

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  • DOI: https://doi.org/10.1007/978-94-009-3977-6_8

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-8264-8

  • Online ISBN: 978-94-009-3977-6

  • eBook Packages: Springer Book Archive

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