Vuong's closeness test

In statistics, the Vuong closeness test is a likelihood-ratio-based test for model selection using the Kullback–Leibler information criterion. This statistic makes probabilistic statements about two models.

Source: Wikipedia — Vuong's closeness test (CC BY-SA 4.0)

Vuong's closeness test

In statistics, the Vuong closeness test is a likelihood-ratio-based test for model selection using the Kullback–Leibler information criterion. This statistic makes probabilistic statements about two models.

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Source: Wikipedia "Vuong's closeness test" · CC BY-SA 4.0

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