In this paper, asymptotic expansions of the distribution of the likelihood ratio statistic for testing sphericity in a crowth curve model have been derived in the null and nonnull cases when the alternatives are dose ...In this paper, asymptotic expansions of the distribution of the likelihood ratio statistic for testing sphericity in a crowth curve model have been derived in the null and nonnull cases when the alternatives are dose to the null hypothesis. These expansions are given in series form of beta distributions.展开更多
Suppose that several different imperfect instruments and one perfect instrument are independently used to measure some characteristics of a population. Thus, measurements of two or more sets of samples with varying ac...Suppose that several different imperfect instruments and one perfect instrument are independently used to measure some characteristics of a population. Thus, measurements of two or more sets of samples with varying accuracies are obtained. Statistical inference should be based on the pooled samples. In this article, the authors also assumes that all the imperfect instruments are unbiased. They consider the problem of combining this information to make statistical tests for parameters more relevant. They define the empirical likelihood ratio functions and obtain their asymptotic distributions in the presence of measurement error.展开更多
In normal theory exploratory factor analysis, likelihood ratio (LR) statistic plays an important role in evaluating the goodness-of-fit of the model. In this paper, we derive an approximation of the LR statistic. The ...In normal theory exploratory factor analysis, likelihood ratio (LR) statistic plays an important role in evaluating the goodness-of-fit of the model. In this paper, we derive an approximation of the LR statistic. The approximation is then used to show explicitly that the expectation of the LR statistic agrees with the degrees of freedom of the asymptotic chi-square distribution.展开更多
While the conventional forensic scientists routinely validate and express the results of their investigations quantitatively using statistical measures from probability theory,digital forensics examiners rarely if eve...While the conventional forensic scientists routinely validate and express the results of their investigations quantitatively using statistical measures from probability theory,digital forensics examiners rarely if ever do so.In this paper,we review some of the quantitative tools and techniques which are available for use in digital forensic investigations,including Bayesian networks,complexity theory,information theory and probability theory,and indicate how they may be used to obtain likelihood ratios or odds ratios for the relative plausibility of alternative explanations for the creation of the recovered digital evidence.The potential benefits of such quantitative measures for modern digital forensics are also outlined.展开更多
Fisher [1] proposed a simple method to combine p-values from independent investigations without using detailed information of the original data. In recent years, likelihood-based asymptotic methods have been developed...Fisher [1] proposed a simple method to combine p-values from independent investigations without using detailed information of the original data. In recent years, likelihood-based asymptotic methods have been developed to produce highly accurate p-values. These likelihood-based methods generally required the likelihood function and the standardized maximum likelihood estimates departure calculated in the canonical parameter scale. In this paper, a method is proposed to obtain a p-value by combining the likelihood functions and the standardized maximum likelihood estimates departure of independent investigations for testing a scalar parameter of interest. Examples are presented to illustrate the application of the proposed method and simulation studies are performed to compare the accuracy of the proposed method with Fisher’s method.展开更多
Inference for the difference of two independent normal means has been widely studied in staitstical literature. In this paper, we consider the case that the variances are unknown but with a known relationship between ...Inference for the difference of two independent normal means has been widely studied in staitstical literature. In this paper, we consider the case that the variances are unknown but with a known relationship between them. This situation arises frequently in practice, for example, when two instruments report averaged responses of the same object based on a different number of replicates, the ratio of the variances of the response is then known, and is the ratio of the number of replicates going into each response. A likelihood based method is proposed. Simulation results show that the proposed method is very accurate even when the sample sizes are small. Moreover, the proposed method can be extended to the case that the ratio of the variances is unknown.展开更多
Multivariate likelihood ratio order of order statistics conditioned on both the right tail and the left tail are built. These results strengthen and generalize those conclusions in terms of the univariate likelihood r...Multivariate likelihood ratio order of order statistics conditioned on both the right tail and the left tail are built. These results strengthen and generalize those conclusions in terms of the univariate likelihood ratio order by Khaledi and Shaked （2007）, Li and Zhao （2006）, Hu, et al. （2006）, and Hu, Jin, and Khaledi （2007）.展开更多
文摘In this paper, asymptotic expansions of the distribution of the likelihood ratio statistic for testing sphericity in a crowth curve model have been derived in the null and nonnull cases when the alternatives are dose to the null hypothesis. These expansions are given in series form of beta distributions.
基金This work is supported by NNSF of China (10571093)
文摘Suppose that several different imperfect instruments and one perfect instrument are independently used to measure some characteristics of a population. Thus, measurements of two or more sets of samples with varying accuracies are obtained. Statistical inference should be based on the pooled samples. In this article, the authors also assumes that all the imperfect instruments are unbiased. They consider the problem of combining this information to make statistical tests for parameters more relevant. They define the empirical likelihood ratio functions and obtain their asymptotic distributions in the presence of measurement error.
文摘In normal theory exploratory factor analysis, likelihood ratio (LR) statistic plays an important role in evaluating the goodness-of-fit of the model. In this paper, we derive an approximation of the LR statistic. The approximation is then used to show explicitly that the expectation of the LR statistic agrees with the degrees of freedom of the asymptotic chi-square distribution.
文摘While the conventional forensic scientists routinely validate and express the results of their investigations quantitatively using statistical measures from probability theory,digital forensics examiners rarely if ever do so.In this paper,we review some of the quantitative tools and techniques which are available for use in digital forensic investigations,including Bayesian networks,complexity theory,information theory and probability theory,and indicate how they may be used to obtain likelihood ratios or odds ratios for the relative plausibility of alternative explanations for the creation of the recovered digital evidence.The potential benefits of such quantitative measures for modern digital forensics are also outlined.
文摘Fisher [1] proposed a simple method to combine p-values from independent investigations without using detailed information of the original data. In recent years, likelihood-based asymptotic methods have been developed to produce highly accurate p-values. These likelihood-based methods generally required the likelihood function and the standardized maximum likelihood estimates departure calculated in the canonical parameter scale. In this paper, a method is proposed to obtain a p-value by combining the likelihood functions and the standardized maximum likelihood estimates departure of independent investigations for testing a scalar parameter of interest. Examples are presented to illustrate the application of the proposed method and simulation studies are performed to compare the accuracy of the proposed method with Fisher’s method.
文摘Inference for the difference of two independent normal means has been widely studied in staitstical literature. In this paper, we consider the case that the variances are unknown but with a known relationship between them. This situation arises frequently in practice, for example, when two instruments report averaged responses of the same object based on a different number of replicates, the ratio of the variances of the response is then known, and is the ratio of the number of replicates going into each response. A likelihood based method is proposed. Simulation results show that the proposed method is very accurate even when the sample sizes are small. Moreover, the proposed method can be extended to the case that the ratio of the variances is unknown.
基金supported by the National Natural Science Foundation of China(Grant No.72161009)the Natural Science Foundation of Hainan Province of China(Grant Nos.122MS057,124MS055).
基金This research is supported by the National Natural Science Foundations of China under Grant No. 10771090. Authors thank Professor Xiaohu Li for providing us insightful instruction and his encouraging comments on this manuscript.
文摘Multivariate likelihood ratio order of order statistics conditioned on both the right tail and the left tail are built. These results strengthen and generalize those conclusions in terms of the univariate likelihood ratio order by Khaledi and Shaked （2007）, Li and Zhao （2006）, Hu, et al. （2006）, and Hu, Jin, and Khaledi （2007）.
