| 多参数指数族一类单边假设的MRST |
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| 引用本文： | 姚琦伟.多参数指数族一类单边假设的MRST[J].高校应用数学学报(A辑),1989(1). |
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| 作者姓名： | 姚琦伟 |
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| 作者单位： | 武汉大学统计学系 |
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| 摘 要： | 本文讨论了多参数指数族分布一类特殊的单边假设的MRST,导出了两类错误概率的大偏差近似。作为特例,我们研究了方差未知时正态均值单边假设的MRST,得到了显著性水平和功效的渐近近似公式。
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| 关 键 词： | 多参数指数族分布 大偏差 MRST 越界概率 |
MODIFIED REPEATED SIGNIFICANCE TESTS FOR ONE-SIDE HYPOTHESES IN MULTIPARAMETER EXPONENTIAL FAMILIES |
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| Yao Qiwei.MODIFIED REPEATED SIGNIFICANCE TESTS FOR ONE-SIDE HYPOTHESES IN MULTIPARAMETER EXPONENTIAL FAMILIES[J].Applied Mathematics A Journal of Chinese Universities,1989(1). |
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| Authors: | Yao Qiwei |
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| Institution: | Department of Statistics Wuhan University |
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| Abstract: | This paper deals with the modified repeated significance tests (MRST) for a class of one-side hypotheses in multiparameter exponential families. The large deviations for two kinds error probabilities have been presented. Especially, we consider the MRST for normal mean with unknown variance, and get the large deviation approximations for the significance level and power. |
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| Keywords: | multiparameter exponential family large deviation MRST boundary crossing probability |
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