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Bartlett分解与多元正态总体均值的广义推断 总被引:2,自引:0,他引:2
对多个正态总体均值的统计推断是一个古老而令人感兴趣的问题.本文利用样本协方差矩阵的Bartlett分解和广义p-值的概念给出一些关于均值的精确检验.模拟显示这些检验比已有的检验有更高的功效.同时,还根据协方差矩阵的Bartlett分解和样本均值向量,得到一个分布和未知参数无关的统计量,用它可以对多个正态总体共同均值做精确检验.模拟显示,这些检验犯第一错误的概率小于显著性水平,而且有更高的检验功效. 相似文献
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对给定的k个正态总体,均值和方差均未知,本文讨论了均值被简单树半序约束,方差被简单半序约束下的保序最大似然估计,并给出了一个求解方法。 相似文献
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本文讨论了k个独立正态总体的均值和方差同时在简单半序约束下的极大似然估计的求解问题,给出了计算极大估计的迭代算法,且证明该算法收敛。 相似文献
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对给定的 k个总体 ,均值和方差均未知 ,本文讨论了均值被简单树半序约束 ,方差为未知的最大似然估计 ,并给出了一个求解方法 . 相似文献
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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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袁春红 《数学的实践与认识》2014,(22)
首先在序拓扑线性空间中定义了集值映射多目标半定规划问题的KuhnTucker鞍点,在广义锥-次类凸条件下,讨论了此集值优化问题的弱有效解和Benson真有效性解与Kuhn-Tucker鞍点之间的关系. 相似文献
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In this paper, we study an inference problem in generalized Ornstein–Uhlenbeck processes with an unknown change-point when the drift parameter is suspected to satisfy a linear restriction. The testing problem studied generalizes a very recent problem about testing the existence of a change-point. To this end, we derive the asymptotic properties of the unrestricted estimator (UE) and the restricted estimator for the drift parameters, and we construct some shrinkage estimators (SEs). Further, we derive a test for testing the uncertain restriction and establish its asymptotic power. Moreover, we derive the asymptotic distributional risk of the proposed estimators and we prove that SEs dominate the UE. Finally, we present some numerical results which confirm the consistency of the proposed test as well as the superiority of the SEs over UE. 相似文献
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部分线性变系数模型的Profile Lagrange乘子检验 总被引:1,自引:0,他引:1
对于部分线性变系数模型附有约束条件时的估计与检验问题,基于Profile最小二乘方法给出了参数部分以及非参数部分的约束估计并研究了它们的渐近性质,并针对约束条件构造了Profile Lagrange乘子检验统计量,证明了该统计量在原假设下的渐近分布为χ2分布,从而将Lagrange乘子检验方法推广到了半参数模型上. 相似文献
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In this paper, we consider the problem of detecting for structural changes in the autoregressive processes including AR(p) process. In performing a test, we employ the conventional residual CUSUM of squares test (RCUSQ) statistic. The RCUSQ test is based on the subsampling method introduced by Jach and Kokoszka [J. Methodology and Computing in Applied Probability 25(2004)]. It is shown that under regularity conditions, the asymptotic distribution of the test statistic is the function of a standard Brownian bridge. Simulation results as to AR(1) process and an example of real data analysis are provided for illustration. 相似文献
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把代数体函数第二基本定理推广到了p个次数不超过d的多项式的情形,得到了类似于亚纯函数理论中Dufresnoy J推出的结果. 相似文献
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概率分布间随机序在实践中已经得到了广泛的应用,而且似然比检验是用以检验涉及随机序问题的最普遍的检验方法.但是,关于多个多项式总体间的增凸序约束的统计推断问题并没有得到充分发展.多样本的增凸序对无约束的检验问题已被研究.然而,多总体的相等性对增凸序的假设检验问题似乎更有研究意义.并且分布的相等对随机序的假设检验问题往往是统计学家最为普遍地考虑.对多样本的情况,本文考虑了分布的相等对增凸序的假设检验问题,并且获得似然比检验统计量的零渐近分布,它是一组x~2分布随机变量的加权和,即■~2分布. 相似文献
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Hai Bing Zhao 《数学学报(英文版)》2010,26(5):985-992
Suppose that an order restriction is imposed among several p-variate normal mean vectors. We are interested in testing the homogeneity of these mean vectors under this restriction. This problem is an extension of Sasabuchi, Tanaka and Tsukamoto's problem. 相似文献
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设D是n阶有向图(允许有环但不允许有重复弧),X C V(D),集指数expD(X)是这样的最小正整数P,使得对D中每个点v,存在从X的至少一个点到V的长为P的途径.若这样的正整数P不存在,则定义expD(X)=∞.D的第k重上广义指数F(D,k):=max{expD(X)| X C V(D),|X|=k},1≤k≤n.如果F(D,k)<∞,则称D是k-上本原的.本文完全刻划了k-上本原对称有向图的第k重上广义指数的极图. 相似文献
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Asymptotic chi-squared test statistics for testing the equality of moment vectors are developed. The test statistics proposed are generalized Wald test statistics that specialize for different settings by inserting an appropriate asymptotic variance matrix of sample moments. Scaled test statistics are also considered for dealing with nonstandard conditions. The specialization will be carried out for testing the equality of multinomial populations, and the equality of variance and correlation matrices for both normal and nonnormal data. When testing the equality of correlation matrices, a scaled version of the normal theory chi-squared statistic is proven to be an asymptotically exact chi-squared statistic in the case of elliptical data. 相似文献
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Kazuo Anraku Akihiro Nishi Takashi Yanagawa 《Annals of the Institute of Statistical Mathematics》1988,40(1):149-163
Testing hypotheses on the marginal probabilities of a two-way contingency table is discussed. Three statistics are considered for testing the hypothesis of specified probabilities in the margins against alternatives with certain kind of order restriction. The properties of these statistics are discussed and their asymptotic behaviors are compared in depth. An appliction which motivated the consideration of the original testing problem is illustrated with a practical data. 相似文献
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在回归分析中,观测值的方差齐性只是一个基本的假定,在参数、半参数和非参数回归模型中关于异方差检验和估计问题已有很多研究.本文在冉昊和朱忠义(2004)讨论的半参数回归模型的基础上,用随机参数方法,讨论随机权函数半参数回归模型中的异方差检验问题,得到了方差齐性检验Score统计量,同时,当半参数模型存在异方差时,本文还给出了估计方差的方法. 相似文献