Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica

DOI10.1080/03610910802127056MaRDI QIDQ3543712zbMATH OpenOpenAlexFDO

Authors Borko D. Stošić, Gauss M. Cordeiro

Publication date 4 December 2008

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910802127056

zbMATH Keywords

\(t\) distributionBartlett-type correctionexponential familyMapleMathematicamaximum likelihood estimatescore statisticWald statistic

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Recommendations

• Maple script for improving test statistics
• Corrected wald test statistics for one-parameter exponential family models
• Bartlett adjustments for two-parameter exponential family models
• General matrix formulae for computing Bartlett corrections
• Using Maple and Mathematica to derive bias corrections for two parameter distributions

Cites work

• A formula to improve score test statistics
• A note on Bartlett-type correction for the first few moments of test statistics
• Approximation Theorems of Mathematical Statistics
• Bartlett corrections for one-parameter exponential family models
• Bartlett-type corrections for some score tests in proper dispersion models
• Comparison of tests in the multiparameter case. I. Second-order power
• Comparison of tests in the multiparameter case. II. A third-order optimality property of Rao's test
• Corrected score tests for exponential family nonlinear models
• Corrected wald test statistics for one-parameter exponential family models
• Higher order monotone Bartlett-type adjustment for some multivariate test statistics
• Higher-order asymptotic refinements for score tests in proper dispersion models
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• Improved Likelihood Inference for Discrete Data
• Improved score tests for one-parameter exponential family models
• Linear Statistical Inference and its Applications
• Matrix formulae for computing improved score tests
• Modified signed log likelihood ratio
• On bartlett and bartlett-type corrections francisco cribari-neto
• ON IMPROVING THE χ²APPROXIMATION OF SCORE TESTS IN LOCATION-SCALE NONLINEAR MODELS
• On the corrections to the likelihood ratio statistics
• Saddle point approximation for the distribution of the sum of independent random variables
• Second order asymptotics for score tests in exponential family nonlinear models
• Second order asymptotics for score tests in generalised linear models
• The likelihood ratio criterion and the asymptotic expansion of its distribution
• Three Corrected Score Tests for Generalized Linear Models with Dispersion Covariates

Cited in

(2)

• Maple script for improving test statistics
• Using Maple and Mathematica to derive bias corrections for two parameter distributions

Describes a project that uses

Uses Software

• Mathematica
• Maple

This page was built for publication: Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3543712)