共查询到19条相似文献,搜索用时 93 毫秒
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将多元威布尔分布形状参数相等的检验转化为多元极值分布尺度参数相等的检验,利用Logistic模型的似然比统计量,给出相关参数为0.3,0.5,0.8时,检验统计量的模拟分位数和功效,指出相关参数越小,似然比统计量的功效越大。 相似文献
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研究高维线性模型中的经验似然推断.当协变量的维数随样本量增加时,常规的经验似然推断失效.在适当的正则条件下,对修正的经验似然比统计量给出了渐近分布理论. 相似文献
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首先给出带估计参数的上界型和积分型两种修正Berk-Jones拟合优度检验统计量,接着在复合零假设下研究了这两种检验统计量的渐近分布.所得结论可以为进一步讨论非参数似然比拟合优度检验提供较好的理论基础. 相似文献
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对于有正态误差和已知协方差阵的线性模型,讨论了参数域是凸锥的假设检验问题.在考察了似然比统计量的性质后,表明了只要似然比统计量是观察值的凸函数,则似然比统计量的零分布是X2-分布的混合,而此前的结果是仅当零假设或备择假设形成线性空间时才可用. 相似文献
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有限混合模型的Log极大似然比统计量极限分布不是平常x2分布,1985年已为Hartigan指出.在这篇文章我们限制了混合比大于一正数下,讨论了两个含单个未知参数混合模型的Log极大似然比统计量的极限分布,它是零与x2分布的混合分布. 相似文献
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This paper investigates the asymptotic properties of the likelihood ratio statistic for testing homogeneity in a bivariate normal mixture model with known covariance. The asymptotic null distributions of the likelihood ratio statistic and a modified likelihood ratio statistic are obtained in explicit form. The distributions are identical. The results of a small simulation study to approximate the null distribution are presented. 相似文献
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This paper investigates the asymptotic properties of the modified likelihood ratio statistic for testing homogeneity in bivariate normal mixture models with an unknown structural parameter. It is shown that the modified likelihood ratio statistic has χ22 null limiting distribution. 相似文献
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T. Hayakawa 《Annals of the Institute of Statistical Mathematics》1990,42(2):359-373
The asymptotic expansions of the distribution of a sum of independent random vectors with Langevin distribution are given. The power functions of the likelihood ratio criterion, Watson statistic, Rao statistic and the modified Wald statistic for testing the hypothesis of the mean direction are obtained asymptotically and a numerical comparison is made. 相似文献
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为了提高指数分布产品可靠度的估计效率,研究了基于排序集抽样方法的极大似然估计量(Maximum likelihood estimator,MLE),证明了新MLE具有存在性、唯一性和渐近正态性,并通过排序集样本的Fisher信息得到MLE的渐近方差。针对似然方程没有显式解的问题,利用部分期望法对MLE进行修正,并给出其具体表达式。渐近相对效率和模拟相对效率的研究结果表明:排序集抽样下MLE和修正MLE的估计效率都一致高于简单随机抽样下MLE。最后,将推荐方法应用到转移性肾癌的临床研究中。 相似文献
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Wei Bocheng Tang Niansheng Wang Xueren Dept.of Math. Southeast Univ. Nanjing . Dept.of Statistics Yunan Univ. Kunming 《高校应用数学学报(英文版)》2000,(2)
§ 1 IntroductionIt is well known that quasi-likelihood models introduced by Wedderburn[1 ] greatlywiden the scope of generalized linear models by using a much weaker assumption in whichonly the firstand second moments ofresponse vector Yare needed to replace the full distri-butional assumption about Y in the models.It has drawn considerable attention in recentliterature(e.g.see[2~ 6] and so on) .However,little work has been done on the issuefrom a geometric viewpoint.The purpose of this p… 相似文献
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Hirokazu Yanagihara Tetsuji Tonda Chieko Matsumoto 《Journal of multivariate analysis》2005,96(2):1535-264
This paper examines asymptotic distributions of the likelihood ratio criteria, which are proposed under normality, for several hypotheses on covariance matrices when the true distribution of a population is a certain nonnormal distribution. It is well known that asymptotic distributions of test statistics depend on the fourth moments of the true population's distribution. We study the effects of nonnormality on the asymptotic distributions of the null and nonnull distributions of likelihood ratio criteria for covariance structures. 相似文献
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Andrei Novikov 《Annals of the Institute of Statistical Mathematics》2001,53(4):799-809
An asymptotic expansion of the logarithm of the likelihood ratio for Markov dependent observation is obtained. A functional limit theorem for the likelihood ratio is proved, which gives a way to study limiting distributions of the likelihood ratio based on stopping times, in particular, that of sequential probability ratio test. 相似文献
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We obtain an asymptotic decomposition of the logarithm of the likelihood ratio for counting processes in the case of similar hypotheses. We establish the properties of the normalized likelihood ratio in the problem of estimation of an unknown parameter. 相似文献
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本文讨论部分缺失数据两柏松分布总体的参数估计和总体相同的似然比检验,证明了估计的强相合性和渐近正态性,给出了似然比检验的极限分布,并讨论了基于精确分布的检验问题. 相似文献