An empirical investigation of the likelihood ratio test when the boundary condition is violated

1 January 1992

journal article
research article
Published by Taylor & Francis in Communications in Statistics - Simulation and Computation

Vol. 21 (3) , 879-892
https://doi.org/10.1080/03610919208813054

Abstract

In this paper we consider the distribution of the likelihood ratio test associated with some important hypotheses arising in testing for appropriate parametric distributions. The comparisons are based on Monte Carlo simulations with 1000 replications. Samples of size 25,50, and 100 are used. The results of this simulation study confirm the sensitivity of the distribution of the likelihood ratio test to the validity of the regularity condition concerning the boundary of the parameter space.

Keywords

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