On the effect of overdispersion on exact conditional tests

Thomas A Severini*

*Corresponding author for this work

Research output: Contribution to journalArticle

1 Scopus citations

Abstract

Let Y1, . . ., Yn denote independent random variables such that Yj has a one-parameter exponential family distribution with canonical parameter θj = λ + ψXj, here X1, . . ., Xn are known constants. Consider a test of the null hypothesis ψ = 0. Under the null hypothesis, A = Σ Yj is sufficient for λ and, hence, a test of ψ = 0 may be based on the conditional distribution of T = Σ XjYj given A, which is independent of λ. In this paper, the effects of overdispersion due to a mixture model on the conditional distribution of T given A are considered.

Original languageEnglish (US)
Pages (from-to)115-126
Number of pages12
JournalJournal of the Royal Statistical Society. Series B: Statistical Methodology
Volume61
Issue number1
DOIs
StatePublished - Jan 1 1999

Keywords

  • Asymptotic expansions
  • Conditional inference
  • Exact tests
  • Mixture models
  • Robustness
  • Significance tests

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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