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: [EMAIL PROTECTED] > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > > > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
