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Noncentral Chi-Square versus Normal Distributions in Describing the Likelihood Ratio Statistic: The Univariate Case and Its Multivariate Implication
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Yuan, Ke-Hai – Multivariate Behavioral Research, 2008
In the literature of mean and covariance structure analysis, noncentral chi-square distribution is commonly used to describe the behavior of the likelihood ratio (LR) statistic under alternative hypothesis. Due to the inaccessibility of the rather technical literature for the distribution of the LR statistic, it is widely believed that the…
Descriptors: Monte Carlo Methods, Graduate Students, Social Sciences, Data Analysis