Publication Type:
other

Publication Year:

Publication Bibliography:

Computation of distribution functions from likelihood information near observed data
(with D.F. Andrews, and D.A.S. Fraser)
Journal of Statistical Planning and Inference , 134(1), 2005, pp. 180-193
Abstract: Likelihood is widely used in statistical applications, both for the full parameter by obvious direct calculation and for component interest parameters by recent asymptotic theory. Often, however, we want more detailed information concerning an inference procedure, information such as say the distribution function of a measure of departure which would then permit power calculations or a detailed display of p-values for a range of parameter values. We investigate how such distribution function approximations can be obtained from minimal information concerning the likelihood function, a minimum that is often available in many applications. The resulting expressions clearly indicate the source of the various ingredients from likelihood, and they also provide a basis for understanding how non-normality of the likelihood function affects related p-values. Moreover they provide the basis for removing a computational singularity that arises near the maximum likelihood value when recently developed significance function formulas are used.
[go to paper]

Publication Reference Link:

Break down of publication data into fields

Publication Title:

Author Name:

Co-Author Name(s):

c
d

Conference Title:

Report Title:

Title of Paper:

Chapter Title:

Title of Journal:

Title of Book:

Conference Name:

City and Province/State/Country:

Editor's Name (if different from Author's Name):

Volume and Issue:

ISBN/Catalogue No:

Publisher:

City:

Page Number(s):

Publication Type:

Publication Category: