ASYMPTOTIC DISTRIBUTION OF LIKELIHOOD RATIO STATISTIC FOR TESTING SPHERICTY IN GROWTH CURVE MODELS

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.

THE ASYMPTOTIC DISTRIBUTIONS OF EMPIRICAL LIKELIHOOD RATIO STATISTICS IN THE PRESENCE OF MEASUREMENT ERROR

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.

Modified likelihood ratio test for homogeneity in normal mixtures with two samples

This paper investigates the modified likelihood ratio test（LRT） for homogeneity in normal mixtures of two samples with mixing proportions unknown. It is proved that the limit distribution of the modified likelihood ratio test is X^2（1）.

Log Likelihood Ratio-Based Relaying for Distributed Turbo Codes

A distributed turbo codes（ DTC） scheme with log likelihood ratio（ LLR）-based threshold at the relay for a two-hop relay networks is proposed. Different from traditional DTC schemes,the retransmission scheme at the relay,where imperfect decoding occurs,is considered in the proposed scheme. By employing a LLR-based threshold at the relay in the proposed scheme,the reliability of decoder-LLRs can be measured. As a result,only reliable symbols will be forwarded to the destination and a maximum ratio combiner（ MRC） is used to combine signals received from both the source and the relay. In order to obtain the optimal threshold at the relay,an equivalent model of decoderLLRs is investigated,so as to derive the expression of the bit error probability（ BEP） of the proposed scheme under binary phase shift keying（ BPSK） modulation. Simulation results demonstrate that the proposed scheme can effectively mitigate error propagation at the relay and also outperforms other existing methods.

Voice activity detection based on deep belief networks using likelihood ratio

A novel technique is proposed to improve the performance of voice activity detection(VAD) by using deep belief networks(DBN) with a likelihood ratio(LR). The likelihood ratio is derived from the speech and noise spectral components that are assumed to follow the Gaussian probability density function(PDF). The proposed algorithm employs DBN learning in order to classify voice activity by using the input signal to calculate the likelihood ratio. Experiments show that the proposed algorithm yields improved results in various noise environments, compared to the conventional VAD algorithms. Furthermore, the DBN based algorithm decreases the detection probability of error with [0.7, 2.6] compared to the support vector machine based algorithm.

A Note on Approximation of Likelihood Ratio Statistic in Exploratory Factor Analysis

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.

Likelihood Ratio and Strong Limit Theorems for the Discrete Random Variable

This in virtue of the notion of likelihood ratio and the tool of moment generating function, the limit properties of the sequences of random discrete random variables are studied, and a class of strong deviation theorems which represented by inequalities between random variables and their expectation are obtained. As a result, we obtain some strong deviation theorems for Poisson distribution and binomial distribution.

Generalized Likelihood Ratio Tests for Varying-Coefficient Models with Censored Data

In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null distribution follows a distribution, with the scale constant and the number of degree of freedom being independent of nuisance parameters or functions, which is called the wilks phenomenon. Both simulated and real data examples are given to illustrate the performance of the testing approach.

Empirical Likelihood Ratio-Based Goodness-of-Fit Test for the Laplace Distribution

The Laplace distribution can be compared against the normal distribution.The Laplace distribution has an unusual,symmetric shape with a sharp peak and tailsthat are longer than the tails of a normal distribution.It has recently become quitepopular in modeling financial variables(Brownian Laplace motion)like stock returnsbecause of the greater tails.The Laplace distribution is very extensively reviewed in themonograph(Kotz et al.in the laplace distribution and generalizations-a revisit withapplications to communications,economics,engineering,and finance.Birkhauser,Boston,2001).In this article,we propose a density-based empirical likelihood ratio(DBELR)goodness-of-fit test statistic for the Laplace distribution.The test statisticis constructed based on the approach proposed by Vexler and Gurevich(Comput StatData Anal 54:531-545,2010).In order to compute the test statistic,parameters of theLaplace distribution are estimated by the maximum likelihood method.Critical valuesand power values of the proposed test are obtained by Monte Carlo simulations.Also,power comparisons of the proposed test with some known competing tests are carriedout.Finally,two illustrative examples are presented and analyzed.

Weight sequential log-likelihood ratio detect algorithm with malicious users removing

Due to the openness of the cognitive radio network, spectrum sensing data falsification （SSDF） can attack the spectrum sensing easily, while there is no effective algorithm proposed in current research work, so this paper introduces the malicious users removing to the weight sequential probability radio test （WSPRT）. The terminals＇ weight is weighted by the accuracy of their spectrum sensing information, which can also be used to detect the malicious user. If one terminal owns a low weight, it can be treated as malicious user, and should be removed from the aggregation center. Simulation results show that the improved WSPRT can achieve higher performance compared with the other two conventional sequential detection methods under different number of malicious users.

Forensic Automatic Speaker Recognition Based on Likelihood Ratio Using Acoustic-phonetic Features Measured Automatically

Forensic speaker recognition is experiencing a remarkable paradigm shift in terms of the evaluation framework and presentation of voice evidence.This paper proposes a new method of forensic automatic speaker recognition using the likelihood ratio framework to quantify the strength of voice evidence.The proposed method uses a reference database to calculate the within-and between-speaker variability.Some acoustic-phonetic features are extracted automatically using the software VbiceSauce.The effectiveness of the approach was tested using two Mandarin databases:A mobile telephone database and a landline database.The experimenfs results indicate that these acoustic-phonetic features do have some discriminating potential and are worth trying in discrimination.The automatic acoustic-phonetic features have acceptable discriminative performance and can provide more reliable results in evidence analysis when fused with other kind of voice features.

A Weighted Likelihood Ratio of Two Related Negative Hypergeomeric Distributions

In this paper we consider some related negative hypergeometric distributions arising from the problem of sampling without replacement from an urn containing balls of different colours and in different proportions but stopping only after some specific number of balls of different colours have been obtained. With the aid of some simple recurrence relations and identities we obtain in the case of two colours the moments for the maximum negative hypergeometric distribution, the minimum negative hypergeometric distribution, the likelihood ratio negative hypergeometric distribution and consequently the likelihood proportional negative hypergeometric distributiuon. To the extent that the sampling scheme is applicable to modelling data as illustrated with a biological example and in fact many situations of estimating Bernoulli parameters for binary traits within a finite population, these are important first-step results.

Likelihood Ratio Inference for Mean Residual Life of Length-biased Random Variable

In lifetime data analysis, naturally recorded observations are length-biased data if the probability to select an item is proportional to its length. Based on i.i.d, observations of the true distribution, empirical likelihood （EL） procedure is proposed for the inference on mean residual life （MRL） of naturally recorded item. The limit distribution of the EL based log-likelihood ratio is proved to be the chi-square distribution. Under right censorship, since the EL based log-likelihood ratio leads to a scaled chi-square distribution and estimating the scale parameter leads to lower coverage of confidence interval, we propose an algorithm to calculate the likelihood ratio （LR） directly. The corresponding log-likelihood ratio converges to the standard chi-square distribution and the corresponding confidence interval has a better coverage. Simulation studies are used to support the theoretical results.

Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models

The double-threshold autoregressive conditional heteroscedastic(DTARCH) model is a useful tool to measure and forecast the mean and volatility of an asset return in a financial time series. The DTARCH model can handle situations wherein the conditional mean and conditional variance specifications are piecewise linear based on previous information. In practical applications, it is important to check whether the model has a double threshold for the conditional mean and conditional heteroscedastic variance. In this study, we develop a likelihood ratio test based on the estimated residual error for the hypothesis testing of DTARCH models. We first investigate DTARCH models with restrictions on parameters and propose the unrestricted and restricted weighted composite quantile regression(WCQR) estimation for the model parameters. These estimators can be used to construct the likelihood ratio-type test statistic. We establish the asymptotic results of the WCQR estimators and asymptotic distribution of the proposed test statistics. The finite sample performance of the proposed WCQR estimation and the test statistic is shown to be acceptable and promising using simulation studies. We use two real datasets derived from the Shanghai and Shenzhen Composite Indexes to illustrate the methodology.

CUSUM control charts based on likelihood ratio for preliminary analysis

To detect and estimate a shift in either the mean and the deviation or both for the preliminary analysis, the statistical process control (SPC) tool, the control chart based on the likelihood ratio test (LRT), is the most popular method. Sullivan and woodall pointed out the test statistic lrt(n1, n2) is approximately distributed as x2(2) as the sample size n,n1 and n2 are very large, and the value of n1 = 2,3,..., n - 2 and that of n2 = n - n1. So it is inevitable that n1 or n2 is not large. In this paper the limit distribution of lrt(n1, n2) for fixed n1 or n2 is figured out, and the exactly analytic formulae for evaluating the expectation and the variance of the limit distribution are also obtained. In addition, the properties of the standardized likelihood ratio statistic slr(n1, n) are discussed in this paper. Although slr(n1, n) contains the most important information, slr(i, n)(i≠n1) also contains lots of information. The cumulative sum (CUSUM) control chart can obtain more information in this condition. So we propose two CUSUM control charts based on the likelihood ratio statistics for the preliminary analysis on the individual observations. One focuses on detecting the shifts in location in the historical data and the other is more general in detecting a shift in either the location and the scale or both. Moreover, the simulated results show that the proposed two control charts are, respectively, superior to their competitors not only in the detection of the sustained shifts but also in the detection of some other out-of-control situations considered in this paper.

A MODIFIED LIKELIHOOD RATIO TEST FOR HOMOGENEITY IN BIVARIATE NORMAL MIXTURES OF TWO SAMPLES

<正> This paper investigates the asymptotic properties of a modified likelihood ratio statisticfor testing homogeneity in bivariate normal mixture models of two samples.The asymptotic nulldistribution of the modified likelihood ratio statistic is fouled to be X_2~2,where X_2~2 is a chi-squareddistribution with 2 degrees of freedom.

Sieve likelihood ratio inference on general parameter space

In this paper,a theory on sieve likelihood ratio inference on general parameter spaces(including infinite dimensional) is studied.Under fairly general regularity conditions,the sieve log-likelihood ratio statistic is proved to be asymptotically x2 distributed,which can be viewed as a generalization of the well-known Wilks' theorem.As an example,a emiparametric partial linear model is investigated.

Modified likelihood ratio test for homogeneity in bivariate normal mixtures with presence of a structural parameter

This paper investigates the asymptotic properties of the modified likelihood ratio statistic for testing homogeneity in bivariate normal mixture models with an unknown structural parameter. It is shown that the modified likelihood ratio statistic has χ22 null limiting distribution.