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两个Weibull分布尺度参数比的推断 总被引:1,自引:0,他引:1
本文研究两个Weibull分布尺度参数比的推断.利用广义枢轴量和广义检验变量分别给出尺度参数比的广义置信区间和假设检验.证明了在形状参数相等时由广义枢轴量确定的尺度参数比的100(1-α)%广义置信区间的覆盖概率为1-α(0<α<1).由广义p-值确定的固定水平检验具有真实水平.讨论了形状参数不等时尺度参数比的推断,给出频率性质,通过与前人的结果模拟比较得出本文的方法能更好地解决尺度参数比的推断问题.最后研究两个Weibull分布形状参数比的假设检验,证明由广义p-值确定的固定水平检验具有真实水平. 相似文献
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建立原假设和备择假设是进行假设检验的第一步.如何设立假设检验中的原假设和备择假设,是学生和初学者普遍困扰的问题.而根据奈曼—皮尔逊准则,原假设和备择假设的地位不对等.本文对如何建立假设检验中的原假设和备择假设进行了讨论,给出了几个建立原假设和备择假设的原则. 相似文献
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针对假设检验中"对一个具体问题,在相同的显著性水平α下进行假设检验,如果交换原假设和备择假设,得到的结论可能完全相反"这一问题进行分析,并给出根据实际问题的要求如何正确建立原假设和备择假设的方法. 相似文献
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非参数固定效应Panel Data模型的统计推断 总被引:1,自引:0,他引:1
本文主要讨论了非参数固定效应Panel data模型的估计与检验问题,首先我们利用Profile最小二乘方法得到了固定效应与非参数部分的估计;接着基于比较原假设与备择假设下模型拟合的残差平方和的思想针对固定效应的检验问题构造了检验统计量,并给出了计算检验p-值的F分布逼近法。 相似文献
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考虑具b+1次齐次力势的引力三体系统,Albouy和Fu采用了一些针对性较强的证明技巧,得到了b≤1以及b=2,3两种情形下广义Euler构形个数的上确界,并解决了存在一对等质量情形下的广义Euler构形的个数问题.在此基础上,本文通过一种程序化的步骤得到了b〉1(b≠2,3)情形下广义Euler构形个数的上确界,从而完整地解决了广义Euler构形个数的上确界问题. 相似文献
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针对部分线性模型提出了一种新的估计方法-Profile局部最小二乘估计,方法结合了非参数部分的参数信息.另外对于部分线性模型中非参数部分是否为某一参数函数的检验问题,基于比较原假设与备择假设下模型拟合的残差平方和的思想构造了检验统计量,并给出了计算检验p-值的精确方法和三阶矩χ2逼近方法. 相似文献
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利用广义p-值和广义置信区间的概念,研究了Panel模型中未知参数的检验和置信区间问题.对于回归系数,分别考虑了单个情形和多个线性无关情形下的检验和置信区间问题,得到了精确检验和置信区间.对于方差分量,研究了其任意线性组合的检验和置信区间问题,建立了精确检验和置信区间.基于广义p-值和广义置信区间,获取精确检验和置信区间的方法具有计算方便、易应用于小样本问题的特点.最后,分别从理论和数值上研究了这些精确检验和置信区间的统计性质. 相似文献
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Using a suitable decomposition of the null hypothesis of the sphericity test for several blocks of variables, into a sequence of conditionally independent null hypotheses, we show that it is possible to obtain the expressions for the likelihood ratio test statistic, for its hth null moment, and for the characteristic function of its logarithm. The exact distribution of the logarithm of the likelihood ratio test statistic is obtained in the form of a sum of a generalized integer gamma distribution with the sum of a given number of independent logbeta distributions, taking the form of a single generalized integer gamma distribution when each set of variables has two variables. The development of near‐exact distributions arises, from the previous decomposition of the null hypothesis and from the consequent‐induced factorization of the characteristic function, as a natural and practical way to approximate the exact distribution of the test statistic. A measure based on the exact and approximating characteristic functions, which gives an upper bound on the distance between the corresponding distribution functions, is used to assess the quality of the near‐exact distributions proposed and to compare them with an asymptotic approximation on the basis of Box's method. Copyright © 2011 John Wiley & Sons, Ltd. 相似文献
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Through use of a regression framework, a general technique is developed for determining test procedures based on subsets of the order statistics for both simple and composite parametric null hypotheses. Under both the null hypothesis and sequences of local alternatives these procedures are asymptotically equivalent in distribution to the generalized likelihood ratio statistic based on the corresponding order statistics. A simple, approximate method for selecting quantiles for such tests, which endows the corresponding test statistics with optimal power properties, is also given. 相似文献
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Takesi Hayakawa 《Annals of the Institute of Statistical Mathematics》1976,28(1):309-328
Summary The new test criterion for testing the homogeneity of parameters of several populations is proposed and the test properties
of it is discussed. The asymptotic expansions of the distributions of test criterion are discussed under (i) null hypothesis,
(ii) fixed alternative hypothesis and (iii) local alternative hypothesis converging to the null hypothesis with appropriate
rate of convergence as the sample size increases. As a particular case the asymptotic theory of a statistic for a homogeneity
of variances of normal populations is also discussed and the exact moments of it under a null hypothesis can be used to obtain
a percentage point by a Pearsonian curve fitting.
This Institute of statistical Mathematics 相似文献
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对混合位置分布族,当混合比已知时,提出了关于分量参数的假设检验和区间估计方法,所提出的方法基于广义枢轴模型.在一定的条件下,检验的实际水平等于名义水平,且各置信域的实际覆盖率等于名义覆盖率.在更一般的场合,检验是相合的,并且各置信域的实际覆盖率趋于名义覆盖率.模拟显示所给的方法是令人满意的. 相似文献
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The null space method is a standard method for solving the linear least squares problem subject to equality constraints (the LSE problem). We show that three variants of the method, including one used in LAPACK that is based on the generalized QR factorization, are numerically stable. We derive two perturbation bounds for the LSE problem: one of standard form that is not attainable, and a bound that yields the condition number of the LSE problem to within a small constant factor. By combining the backward error analysis and perturbation bounds we derive an approximate forward error bound suitable for practical computation. Numerical experiments are given to illustrate the sharpness of this bound. 相似文献
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Model checking in errors-in-variables regression 总被引:1,自引:0,他引:1
This paper discusses a class of minimum distance tests for fitting a parametric regression model to a class of regression functions in the errors-in-variables model. These tests are based on certain minimized distances between a nonparametric regression function estimator and a deconvolution kernel estimator of the conditional expectation of the parametric model being fitted. The paper establishes the asymptotic normality of the proposed test statistics under the null hypothesis and that of the corresponding minimum distance estimators. We also prove the consistency of the proposed tests against a fixed alternative and obtain the asymptotic distributions for general local alternatives. Simulation studies show that the testing procedures are quite satisfactory in the preservation of the finite sample level and in terms of a power comparison. 相似文献
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??Kolmogorov-Smirnov (KS), Cramer-von Mises (CM) and Anderson-Darling (AD) test, which are based on empirical distribution function (EDF), are well-known statistics in testing univariate normality. In this paper, we focus on the high dimensional case and propose a family of generalized EDF based statistics to test the high-dimensional normal distribution by reducing the dimension of the variable. Not only can we approximate the corresponding critical values of three statistics by Monte Carlo method, we also can investigate the approximate distributions of proposed statistics based on approximate formulas in univariate case under null hypothesis. The Monte Carlo simulation is carried out to demonstrate that the performance of proposed statistics is more competitive than existing methods under some alternative hypotheses. Finally, the proposed tests are applied to real data to illustrate their utility. 相似文献
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本文研究了卡氏积码的r-广义Hamming重量计算公式和广义Singleton界,利用r-卡氏积码的子码仍为卡氏积码,证明了r-MDR码或Pr-MDR码的卡氏积码仍为r-MDR码或Pr-MDR码.同时也给出了这一个结果的部分逆命题. 相似文献
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This paper is devoted to studying the statistical properties of the “Book Stack” transformation proposed by B.Ya. Ryabko (Probl. Inf. Transm., 1980, vol. 16, no. 4) as a data compression method. The same transformation has been used by Ryabko and A.I. Pestunov (Probl. Inf. Transm., 2004, vol. 40, no. 1) to construct the similarly named statistical test. This test is designed for the verification of the null hypothesis that an available input i.i.d. sample corresponds to a discrete uniform distribution with a known support. They propose to verify this hypothesis for a new sample obtained via the Book Stack transformation instead of the input sample. This gives rise to the natural problem of comparing the results given by the same statistical test in the application to input and output samples. If the null hypothesis is true, these procedures prove to be equivalent; however, this is actually not the case anymore when there are some violations of this hypothesis. The results of comparing the criteria surely depend on the class of the alternatives considered. This paper deals with the natural alternative consisting of the fact that the initial replicated sample corresponds to a discrete, albeit, nonuniform, distribution with a fixed support. It has been demonstrated that some standard criteria for the verification of the null hypothesis prove to be more powerful for an input sample in comparison with a transformed sample. In particular, this takes place for the likelihood ratio criterion and (with some formal constraints) the χ2-criterion. 相似文献