LI Zehui, LIU Lie. Approximation Properties of GL-Statistic under Multi-Sample[J]. Chinese Journal of Applied Probability and Statistics, 2001, 17(2): 121-126.
Citation: LI Zehui, LIU Lie. Approximation Properties of GL-Statistic under Multi-Sample[J]. Chinese Journal of Applied Probability and Statistics, 2001, 17(2): 121-126.

Approximation Properties of GL-Statistic under Multi-Sample

  • In this paper, we attempt to get the approximate distribution of multi-sample GL-statistic. Using the Gâteaux differential approximation method, we establish a set of qualifications under which multi-i.i.d.-sample GL-statistic is approximately normally distributed. Thereby it is extended that GL-statistic approximate normal distribution under i.i.d. sample.
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