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Title:

Multiple solutions to the likelihood equations in the Behrens–Fisher problem

Document type:
Zeitschriftenaufsatz
Author(s):
Drton, Mathias
Abstract:
The Behrens–Fisher problem concerns testing the equality of the means of two normal populations with possibly different variances. The null hypothesis in this problem yields a statistical model for which the likelihood function may have more than one local maximum. We show that if the null hypothesis is valid then the probability of multimodality of the likelihood function converges to zero when both sample sizes tend to infinity. Additional results include a finite-sample bound on the probabili...     »
Dewey Decimal Classification:
510 Mathematik
Journal title:
Statistics & Probability Letters
Year:
2008
Journal volume:
78
Year / month:
2008-12
Quarter:
4. Quartal
Month:
Dec
Journal issue:
18
Pages contribution:
3288-3293
Fulltext / DOI:
doi:10.1016/j.spl.2008.06.012
Publisher:
Elsevier BV
E-ISSN:
0167-7152
Accepted:
02.06.2008
Date of publication:
15.12.2008
Format:
Text
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