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Likelihood Ratio Test

The document describes the likelihood ratio test, which is used to compare the fit of two models to a set of data. It presents the test statistic as the ratio of the maximized likelihoods of the two models. This ratio follows a chi-squared distribution if the null hypothesis is true. The test can be used to choose between nested models by comparing the test statistic to the critical value from the chi-squared distribution.

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Rasyid Ridha
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331 views

Likelihood Ratio Test

The document describes the likelihood ratio test, which is used to compare the fit of two models to a set of data. It presents the test statistic as the ratio of the maximized likelihoods of the two models. This ratio follows a chi-squared distribution if the null hypothesis is true. The test can be used to choose between nested models by comparing the test statistic to the critical value from the chi-squared distribution.

Uploaded by

Rasyid Ridha
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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