Wilks's theorem

固有名詞

(statistics) A theorem relating to the distribution of the likelihood ratio.

日本語の意味

尤度比の分布に関する定理

In many likelihood-based tests, Wilks's theorem implies that the log-likelihood ratio is approximately chi-squared under the null hypothesis.

多くの尤度に基づく検定では、ウィルクスの定理は帰無仮説のもとで対数尤度比が近似的にカイ二乗分布に従うことを示す。

意味（1）

(statistics) A theorem relating to the distribution of the likelihood ratio.