Approximation Properties of GL-Statistic under Multi-Sample
-
-
Abstract
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.
-
-