杜卓勋,邹清明.具有Rao简单结构的多元t-模型位置参数的似然比检验[J].南华大学学报(自然科学版),2012,26(3):82~86.[DU Zhuo-xun1,ZOU Qing-ming2.Likelihood Ratio Test for Location Parameter in a Multivariatet-model with Raos Simple Structure[J].Journal of University of South China(Science and Technology),2012,26(3):82~86.] |
具有Rao简单结构的多元t-模型位置参数的似然比检验 |
Likelihood Ratio Test for Location Parameter in a Multivariatet-model with Raos Simple Structure |
投稿时间:2012-06-19 |
DOI: |
中文关键词: 极大似然估计 Rao简单结构 t-模型 似然比 假设检验 |
英文关键词:maxi mum likelihood estimation Raos simple structure t-model likelihood ratio hypothesis testing |
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中文摘要: |
在统计推断中,模型中未知参数的假设检验是一个重要的研究内容.本文利用似然比检验研究了具有Rao简单结构多元t-模型位置参数的假设检验,得到了检验统计量的零分布,用蒙特卡洛方法模拟了理论结果. |
英文摘要: |
In statistical inference,the hypothesis testing of unknown parameters in a model is an important issue.In this paper,the hypothesis testing for location parameter in a multivariate t-model with Raos simple structure is investigated by likelihood ratio testing approach,and the null distribution of test statistics is obtained.The performance of theoretical results is shown by Monte Carlo simulation approach |
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