| 指数族下参数双边检验的p-值 |
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| 引用本文： | 谢田法,吴启光.指数族下参数双边检验的p-值[J].系统科学与数学,2011,31(1):92-104. |
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| 作者姓名： | 谢田法 吴启光 |
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| 作者单位： | 1. 北京工业大学应用数理学院,北京,100124
2. 中国科学院数学与系统科学研究院,北京,100190 |
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| 基金项目： | 国家自然科学基金(10771015,10971007); 高等学校博士学科点专项科研基金(20091103120012); 北京市高等学校人才强教深化计划创新人才建设计划项目资助课题 |
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| 摘 要： | 在单参数指数族下,对参数的双侧检验问题给出了一致最优检验或一致最优无偏检验的p-值;在多参数指数族下,对单个参数双侧检验问题给出了一致最优无偏检验的p-值.在正态总体下,给出了几个计算上述p-值的例子.
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| 关 键 词： | 指数族 双侧检验 一致最优检验 一致最优无偏检验 p-值 |
p-VALUES OF TWO-SIDED TESTS FOR A PARAMETER IN EXPONENTIAL FAMILIES |
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| XIE Tianfa,WU Qiguang.p-VALUES OF TWO-SIDED TESTS FOR A PARAMETER IN EXPONENTIAL FAMILIES[J].Journal of Systems Science and Mathematical Sciences,2011,31(1):92-104. |
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| Authors: | XIE Tianfa WU Qiguang |
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| Institution: | XIE Tianfa (College of Applied Sciences,Beijing University of Technology,Beijing 100124) WU Qiguang (Academy of Mathematics and Systems Science,Chinese Academy of Sciences,Beijing 100190) |
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| Abstract: | In one-parameter exponential families,p-values of uniformly most powerful (UMP) test or uniformly most powerful unbiased(UMPU) test for two-sided hypotheses are given;In multiparameter exponential families,p-values of UMPU test for two-sided hypotheses of a single parameter are also given.For both univariate normal and multivariate normal distribution, some examples are provided to illustrate the calculation of above mentioned p-values. |
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| Keywords: | Exponential families two-sided tests UMP test UMPU test p-value |
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