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Thread: equivalent ways to write the likelihood ratio test under normality

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    equivalent ways to write the likelihood ratio test under normality

    If we assume normality I am told I should be able to write the likelihood ratio test

    λ1 = $\displaystyle 2[ln\hat{L} - ln\hat{L_R}]$



    as

    λ2 = $\displaystyle T[ln\hat{σ_R^2} - ln\hat{σ^2}]$



    provided we assume normality.

    How would I do this?

    (my equations don't look right they should be

    λ1 = 2[ln(L-hat) - ln(L-hat-restricted)]

    as

    λ2 = T[ln(σ^2_R) - ln(σ^2)] )
    Last edited by kingsolomonsgrave; Oct 19th 2018 at 10:54 PM.
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