An inequality for approximate likelihood ratios

An L1 type inequality is proved between likelihood ratios and approximations to them gotten by conditioning on a finite number of random variables.

Year of publication:	1978
Authors:	Pitcher, Tom S.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 8.1978, 1, p. 119-125
Publisher:	Elsevier
Subject:	likelihood ratios

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199933