Likelihood Computations without Bartlett Identities.

Abstract

The signed square root statistic R typically has cumulants on the form cum(p)(R) = theta(2,p) + n(-p/2)Kp + O(n(-(p+2)/2)). This paper shows how to compute Kp without invoking the Bartlett identities. As an application, we show how the family of alternatives influences the coverage accuracy of R, and in particular that a bad choice of family can lead to arbitrary undercoverage for confidence intervals based on R.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1996
Accession Number
ADA321081

Entities

People

  • Per A. Mykland

Organizations

  • University of Chicago

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Accuracy
  • Asymptotic Normality
  • Asymptotic Series
  • Coefficients
  • Computations
  • Convergence
  • Identities
  • Intervals
  • Markov Chains
  • Military Research
  • Notation
  • Random Variables
  • Square Roots
  • Standards
  • Statistics
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

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  • Oceanography.