This is a theorem for maximum likelihood tests. See:
Theorem 12.2 (presented without proof), page 391, in "John E. Freund's
Mathematical Statistics with Applications", Seventh Edition, by Irwin
Miller and Marylees Miller. Upper Saddle River, N.J.: Pearson Prentice
Hall, 2004.
Theorem 12.2: For large n, the distribution of -2 ln Lambda
approaches, under very general conditions, the chi-square distribution
with 1 degree of freedom.
Theorem 6.3.1 (given with a proof), p. 335, in "Introduction to
Mathematical Statistics", Sixth Edition, by RV Hogg, JW McKean, and AT
Craig. 2005. Upper Saddle River, New Jersey: Pearson Prentice Hall.
Proofs are also given in:
Testing Statistical Hypotheses, Second Edition, by E. L. Lehmann. New
York: John Wiley and Sons, Inc., 1986
and
Mathematical Statistics, by S. S. Wilkes. New York: John Wiley and Sons,
Inc., 1962.
-- Conrad
Laura Holt wrote:
>Dear R :
>
>Sorry for the off topic question, but does anyone know the reference for
>the -2 Ln Lambda following a Chi Square distribution, please?
>
>Possibly one of Bartlett's?
>
>Thanks in advance!
>
>Sincerely,
>Laura Holt
>mailto: [EMAIL PROTECTED]
>
>______________________________________________
>R-help@stat.math.ethz.ch mailing list
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>
>
>
--
Conrad Halling
[EMAIL PROTECTED]
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