IEEE Transactions on Acoustics Speech and Signal Processing · 1987 · 49 citations · 8 references
Natural SciencesBiostatisticsMathematicsInformation TheoryProbability TheoryStatisticsHypothesis TestingInferential StatisticsLikelihood EstimationMaximum Likelihood EstimationSignal DetectionSignal Detection TheoryAsymptotic AnalysisAsymptotic Distribution TheoryAsymptotic TheoryConsistencyLikelihood AsymptoticsLikelihood RatiosLog-likelihood RatioTest Statistic
In this paper, we derive the asymptotic distribution of the logarithm of the likelihood ratio statistic for testing the hypothesis that the number of signals is equal to q against the alternative that it is equal to k (specified) for a special case. This distribution is not chi-square. The above statistic also rises in studying consistency property of the MDL criterion and AIC for detection of the number of signals.
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