[R] Off topic -2 Ln Lambda and Chi square

[Liaw, Andy]

If you meant the lambda as the likelihood ratio test statistic, the
asymptotic chi-squared distribution comes from the asymptotic normality of
the MLEs.  The proof is in a paper by Abraham Wald in 1943.  See Stuart &
Ord (Kendall's Advanced Statistics) for discussion (e.g., vol. 2, 5th
edition).

Andy

> From: Laura Holt
> 
> Dear R :
> 
> Sorry for the off topic question, but does anyone know the 
> reference for
> the -2 Ln Lambda following a Chi Square distribution, please?
> 
> Possibly one of Bartlett's?
> 
> Thanks in advance!
> 
> Sincerely,
> Laura Holt
> mailto: lauraholt_983 at hotmail.com
> 
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