Inferential Statisticshard
0:00.0

Consider two nested models M0M1M_0 \subset M_1. Let 0\ell_0 and 1\ell_1 be the maximized log-likelihoods for each model respectively. If the dimension of the parameter space for M1M_1 is k1k_1 and for M0M_0 is k0k_0, what is the asymptotic null distribution of the likelihood ratio statistic Λ=2(01)\Lambda = -2(\ell_0 - \ell_1)?