| 具有线性趋势的回归信度模型中的估计和检验 |
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| 引用本文： | 唐国强.具有线性趋势的回归信度模型中的估计和检验[J].应用概率统计,2009,25(3):290-300. |
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| 作者姓名： | 唐国强 |
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| 作者单位： | 华东师范大学金融与统计学院,上海,200241;桂林工学院数理系,桂林,541004 |
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| 基金项目： | 国家自然科学基金，广西教育厅科研项目 |
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| 摘 要： | 研究具有线性趋势回归信度模型的参数估计和检验. 对该模型的回归系数和随机效应的方差,利用正交变换法得到了它们的极大似然估计, 并得到了参数的无偏估计. 对随机效应和是否有线性趋势采用似然比检验, 得到了似然统计量较好的近似$P$值, 并对检验的功效进行了模拟研究.
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| 关 键 词： | 回归信度模型 正交变换 似然比检验. |
Estimating and Testing Parameter for Regression Credibility Model with Linear Trend |
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| TANG GUOQIANG.Estimating and Testing Parameter for Regression Credibility Model with Linear Trend[J].Chinese Journal of Applied Probability and Statisties,2009,25(3):290-300. |
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| Authors: | TANG GUOQIANG |
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| Institution: | School of Finance and Statistics,East China Normal University;Department of Mathematics and Physics,Guilin University of Technology |
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| Abstract: | In this paper, the parameters of regression credibility model with linear trend are estimated and tested. Orthogonal transformation is used to estimate parameter and unbiased estimate of parameters are obtained. Likelihood ratio test is used to test randomness and linear trend. The better P-value of likelihood ratio test is got and Monte-Carlo simulation is performed. |
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| Keywords: | Regression credibility model orthogonal transformation likelihood ratio test |
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