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两个未知均值方差混合模型有限制下对数极大似然比的极限分布
引用本文:成平.两个未知均值方差混合模型有限制下对数极大似然比的极限分布[J].应用概率统计,2000,16(1):20-24.
作者姓名:成平
作者单位:中国科学院系统科学研究所,北京,100080
基金项目:The research is supported by Chinese Foundation of The Nalural Science.
摘    要:本文讨论了检验样本是来自一个正态总体还是两个未知均值和方差的正态的混合分布,采用对数极大似然比的检验,如果不加限制,Hartinganm曾指出不是寻找的、X^2分布,我们在混合的中了一点后得到了其极限分布产工给出了分位点数值表。

关 键 词:混合模型  极限分布  均值  方差  极大似然比  检验
修稿时间:1998-3-30

The Limit Distribution of the Restricted Log Maximum Likelihood Ratio for Mixture Models of Two Normal Distributions with Unknown Mean and Variance
CHENG PING.The Limit Distribution of the Restricted Log Maximum Likelihood Ratio for Mixture Models of Two Normal Distributions with Unknown Mean and Variance[J].Chinese Journal of Applied Probability and Statisties,2000,16(1):20-24.
Authors:CHENG PING
Abstract:The limit distribution of the log maximnm likelihood ratio statistic for finite mixture mod-els is not the usual chisqure (Hartigan 1985). We have considered the limit distribution of the restricted log maximum likehood ratio for mixture models of two distributions with single un-known parameter 2]. But it does not contain mixture models of two useful normal distribution with unknown mean and variance, it has another limit distribution. In this paper, we give this limit distribution and its tables of values.
Keywords:likelihood ratio  mixture model  normal distribution  
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