共查询到19条相似文献,搜索用时 125 毫秒
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研究了缺失数据的均值推断问题.在随机缺失及半参数模型的假设下,设计了基于影响函数理论的经验似然推断方法,证明了所构造的对数经验似然比检验统计量具有非参数Wilks性质.此外,该经验似然方法可以利用辅助协变量中提供的附加信息来提高检验的功效.在近邻备择假设下,计算了检验统计量的功效,并且通过一些模拟考察了该方法在有限样本下的表现. 相似文献
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研究了缺失数据的均值推断问题.在随机缺失及半参数模型的假设下,设计了基于影响函数理论的经验似然推断方法,证明了所构造的对数经验似然比检验统计量具有非参数Wilks性质.此外,该经验似然方法可以利用辅助协变量中提供的附加信息来提高检验的功效.在近邻备择假设下,计算了检验统计量的功效,并且通过一些模拟考察了该方法在有限样本下的表现. 相似文献
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本文通过经验似然思想建立假设检验的方法,研究了重尾序列均值变点的检测问题.首先,基于重尾模型,在原假设和备择假设下得到经验似然函数.其次,基于经验似然函数构造似然比检验统计量,并给出在原假设成立时该似然比统计量的渐近分布.最后,进行Monte Carlo数值模拟验证该方法的有效性,模拟结果表明本方法对重尾序列均值变点的... 相似文献
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在多元重复测量试验模型下,当受试对象观测矩阵的协方差矩阵∑为等方差等协方差结构时,给出了参数的似然比检验统计量.给出该检验在原假设下的渐近零分布和在备择假设下的渐近非零分布,并就检验的功效进行了分析. 相似文献
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重复测量试验模型参数似然比检验及其功效分析 总被引:2,自引:0,他引:2
本文给出了在重复测量试验模型下, 当受试对象观测向量的协方差矩阵$\Sigma$为复合对称阵时,参数的似然比检验统计量; 给出该检验在原假设下的渐近零分布和在备择假设下的渐近非零分布;并就其功效进行了分析. 相似文献
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提出了二元极值分布的一个独立性检验统计量 T5,导出了它的渐近分布 ,得出了模拟分位点 ,并在小样本情况下 ,与其它已有的统计量进行比较 .结果说明本文给出的统计量 T5具有与似然比检验统计量 T3几乎相同的功效 ,且比其它检验方法有效 .最后对中国沪深两市的股票收盘指数的极值进行了独立性检验 ,认为具有显著的相关性 . 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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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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George R. Jerdack Pranab Kumar Sen 《Annals of the Institute of Statistical Mathematics》1990,42(1):99-114
Exact and large sample distributions of the rank order test under the null hypothesis of restricted interchangeability are obtained. Under given regularity conditions and under Pitman's shift in location alternative, the asymptotic relative efficiency of this nonparametric test in comparison with Votaw's (1948, Ann. Math. Statist., 19, 447–473) likelihood ratio test is given. 相似文献
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假设检验的相对稳定性 总被引:2,自引:0,他引:2
郑祖康^[1]提出了数理统计学中一个有意义的新问题-假设检验的稳定性。但是,由于稳定性定义的条件太强,从而通常检验统计量的稳定性并不好。本文根据假设检验的实际意义,定义了假设检验的相对稳定性,讨论了一类常用检验统计量的相对稳定性的一些性质,作为特例,得到似然比检验的相对稳定性的性质。 相似文献
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In this paper we show how, based on a decomposition of the likelihood ratio test for sphericity into two independent tests and a suitably developed decomposition of the characteristic function of the logarithm of the likelihood ratio test statistic to test independence in a set of variates, we may obtain extremely well-fitting near-exact distributions for both test statistics. Since both test statistics have the distribution of the product of independent Beta random variables, it is possible to obtain near-exact distributions for both statistics in the form of Generalized Near-Integer Gamma distributions or mixtures of these distributions. For the independence test statistic, numerical studies and comparisons with asymptotic distributions proposed by other authors show the extremely high accuracy of the near-exact distributions developed as approximations to the exact distribution. Concerning the sphericity test statistic, comparisons with formerly developed near-exact distributions show the advantages of these new near-exact distributions. 相似文献
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关于拟合优度检验的EDF统计量的若干评注(英语) 总被引:1,自引:0,他引:1
拟合优度检验是建立统计模型的一个重要手段,很多检验统计量用一个理想样本能达到它们自己的极值,但EDF统计量做不到,这无疑会影响检验的势。在本文中,我们将提出某些调整型EDF统计量,它们具有这些性质,并改进了EDF检验,蒙得卡罗模拟表明,调整型EDF统计量在很多场合要必EDF具有更高的势,特别对重尾的备选分布更是这样,我们还考察了检验的形态与它们的极值点之间的关系。 相似文献
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Gang Li 《Journal of multivariate analysis》2003,86(1):166-182
Berk and Jones (Z. Wahrsch. Verw. Gebiete 47 (1979) 47) described a nonparametric likelihood test of uniformity that is more efficient, in Bahadur's sense, than any weighted Kolmogorov-Smirnov test at any alternative. This article shows how to obtain a nonparametric likelihood test of a general parametric family for incomplete survival data. A nonparametric likelihood ratio test process is employed to measure the discrepancy between a parametric family and the observed data. Large sample properties of the likelihood ratio test process are studied under both the null and alternative hypotheses. A Monte Carlo simulation method is proposed to estimate its null distribution. We show how to produce a likelihood ratio graphical check as well as a formal test of a parametric family based on the developed theory. Our method is developed for the right-censorship model, but can be easily extended to some other survival models. Illustrations are given using both real and simulated data. 相似文献
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In this article we study test of sphericity for high-dimensional covariance matrix in the general population based on random matrix theory. When the sample size is less than data dimension, the classical likelihood ratio test has poor performance for test of sphericity. Thus, we propose a new statistic for test of sphericity by
using the higher moments of spectral distribution of the sample covariance matrix, and derive the asymptotic distribution of the statistic under the null hypothesis. Simulation results show that the proposed statistics can effectively improve the power of the test of sphericity for high dimensional data, and have especially significant effects for Spiked model, on the basis of controlling the type-one error probability. 相似文献
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The loglinear model under product-multinomial sampling with constraints is considered. The asymptotic expansion and normality of the restricted minimum φ-divergence estimator (RMφDE) which is a generalization of the maximum likelihood estimator is presented. Then various statistics based on φ-divergence and RMφDE are used to test various hypothesis test problems under the model considered. These statistics contain the classical loglikelihood ratio test statistics and Pearson chi-squared test statistics. In the last section, a simulation study is implemented. 相似文献
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Taka-Aki Shiraishi 《Annals of the Institute of Statistical Mathematics》1984,36(1):223-237
Summary Distribution-free tests for no treatment effect against the simple order alternative in a two-way layout with equal number
of observations per cell are considered. The nonparametric test statistics are constructed by the rank analogues of the likelihood
ratio test statistic assuming normality (i) based on within-block rankings and (ii) based on combined rankings of all the
observations after alignment within each block. The exact distributions are given and large sample properties are investigated.
The asymptotic power of the test (i) as the number of observations per eell tends to infinity can be satisfied enough, and
in the case that the number of blocks tends to infinity, the asymptotic power of the test (ii) is almost higher than that
of the test (i). Also these rank tests are compared with linear rank tests and it is shown that these proposed tests are robust
by a table. 相似文献