Ontology highlight
ABSTRACT:
SUBMITTER: Li X
PROVIDER: S-EPMC5865707 | biostudies-literature | 2018 Feb
REPOSITORIES: biostudies-literature
Li Xiaoou X Liu Jingchen J Ying Zhiliang Z
Annals of statistics 20180222 1
The asymptotic efficiency of a generalized likelihood ratio test proposed by Cox is studied under the large deviations framework for error probabilities developed by Chernoff. In particular, two separate parametric families of hypotheses are considered (Cox, 1961, 1962). The significance level is set such that the maximal type I and type II error probabilities for the generalized likelihood ratio test decay exponentially fast with the same rate. We derive the analytic form of such a rate that is ...[more]