| 约束条件下分组数据位置参数的估计与检验 |
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| 引用本文： | 张宝学,李馨.约束条件下分组数据位置参数的估计与检验[J].北京理工大学学报,2000,20(4):401-406. |
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| 作者姓名： | 张宝学 李馨 |
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| 作者单位： | 北京理工大学应用数学系,北京,100081 |
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| 摘 要： | 采用非线性规则中的库恩－塔克定理和概率论中的中心极限定理，研究约束条件下分组数据位置参数的估计与检验问题，给出了分组数据位置参烽的最大似然估计存在的充要条件和算法，证明了最大似然估计的相合性，并且讨论了似然比检验在零假设下的渐近分布。
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| 关 键 词： | 分组数据 线性不等式约束 位置参数 估计 检验 |
Estimating and Testing Problem for Location Parameter of Grouped Samples Under Restrictions |
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| ZHANG Bao xue,LI Xin.Estimating and Testing Problem for Location Parameter of Grouped Samples Under Restrictions[J].Journal of Beijing Institute of Technology(Natural Science Edition),2000,20(4):401-406. |
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| Authors: | ZHANG Bao xue LI Xin |
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| Abstract: | The estimating and testing problem in location model for grouped samples with linear inequality constraints were investigated by applying Kuhn Tucker theorem and central limit theorem. Necessecery and sufficient condition of existence of maximum Likelihood estimation for location parameter and its algorithm were given. Likelihood ratio test asymptotic distribution under H 0 was derived. |
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| Keywords: | group samples linear inequality constraints estimation and test |
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