Computation of Power Loss in Likelihood Ratio Tests for Probability Densities Extended by Lehmann Alternatives

Abstract

We compute the loss of power in likelihood ratio tests when we test the original parameter of a probability density extended by the first Lehmann alternative. 1 Distributions Generated by Lehmann Alternatives In the context of parametric models for lifetime data, [Gupta et alii 1998] disseminated the study of distributions generated by Lehmann alternatives… (More)

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@inproceedings{Gallindo2008ComputationOP, title={Computation of Power Loss in Likelihood Ratio Tests for Probability Densities Extended by Lehmann Alternatives}, author={Lucas S. Gallindo and Martins Soares}, year={2008} }