On likelihood ratio tests

Details On likelihood ratio tests On likelihood ratio tests

2006-10-27

arxiv.org/abs/math/0610835v1

IMS Lecture Notes--Monograph Series 2006, Vol. 49, 1-8

Mathematics

Statistics Theory

Published at http://dx.doi.org/10.1214/074921706000000356 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/

Scientific paper

10.1214/074921706000000356

Likelihood ratio tests are intuitively appealing. Nevertheless, a number of
examples are known in which they perform very poorly. The present paper
discusses a large class of situations in which this is the case, and analyzes
just how intuition misleads us; it also presents an alternative approach which
in these situations is optimal.

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