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Activity Number: 316 - Emerging Advances of Innovative Computational Skills with Unconventional Likelihoods
Type: Invited
Date/Time: Tuesday, July 30, 2019 : 10:30 AM to 12:20 PM
Sponsor: Section on Statistical Computing
Abstract #300044
Title: A Likelihood Ratio Test for Shape-Constraint Density
Author(s): Kwun Chuen Gary Chan*
Companies: University of Washington
Keywords: Grenander estimator; spacings; generalized maximum likelihood

We study a likelihood ratio test statistic for a non-standard hypothesis testing problem of whether the data are generated from a distribution with a non-increasing density function. The test statistic has a surprisingly simple asymptotic null distribution, which is Gaussian and does not depend on the underlying density. We also show that the underlying density only has a higher order effect, and suggest corresponding modifications to the test statistic.

Authors who are presenting talks have a * after their name.

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