Accession Number:

ADA059404

Title:

An Invariance Principle for Progressively Truncated Likelihood Ratio Statistics.

Descriptive Note:

Interim rept.,

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF BIOSTATISTICS

Personal Author(s):

Report Date:

1978-01-01

Pagination or Media Count:

18.0

Abstract:

In the context of time-sequential tests based on likelihood ratio statistics, weak convergence in the Skorokhod as well as the sup-norm metric of progressively truncated likelihood ratio statistics to appropriate Wiener processes is established through the construction of a continuous time-parameter martingale process. The case of local contiguous alternatives is also treated. The results are extended to the multiparameter case as well. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE