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Bounds on the Size of the Likelihood Ratio Test of Independence in a Contingency Table

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  • Loh, W. Y.
  • Yu, X. J.

Abstract

Bounds are obtained on the limiting size of the nominal level-[alpha] likelihood ratio test of independence in a r - c contingency table. The situations considered include sampling with both marginal totals random and with one margin fixed. Upper and lower bounds are obtained. The limiting size is greater than [alpha] when some marginal probabilities are small. As the degrees of freedom increase, the limiting size tends to 1 for all [alpha]-values.

Suggested Citation

  • Loh, W. Y. & Yu, X. J., 1993. "Bounds on the Size of the Likelihood Ratio Test of Independence in a Contingency Table," Journal of Multivariate Analysis, Elsevier, vol. 45(2), pages 291-304, May.
    • Handle: RePEc:eee:jmvana:v:45:y:1993:i:2:p:291-304
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    Cited by:

    1. Kang, Seung-Ho & Lee, Yonghee & Park, EunSug, 2006. "The sizes of the three popular asymptotic tests for testing homogeneity of two binomial proportions," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 710-722, November.

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