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方差未知时两样本正态混合模型齐-性的修正似然比检验
引用本文:秦永松,雷庆祝. 方差未知时两样本正态混合模型齐-性的修正似然比检验[J]. 应用概率统计, 2009, 25(1)
作者姓名:秦永松  雷庆祝
作者单位:广西师范大学数学科学学院,桂林,541004
基金项目:国家自然科学基金,SRF for ROCS
摘    要:本文讨论了方差未知时检验两样本正态混合模型齐一性的修正似然比统计量的极限性质,证明了原假设下修正似然比统计量的渐近分布为自由度为1的卡方分布.

关 键 词:混合模型  似然比检验  渐近分布

A Modified Likelihood Ratio Test for Homogeneity in Normal Mixtures of Two Samples with an Unknown Variance
LEI Qingzhu,QIN Yongsong. A Modified Likelihood Ratio Test for Homogeneity in Normal Mixtures of Two Samples with an Unknown Variance[J]. Chinese Journal of Applied Probability and Statisties, 2009, 25(1)
Authors:LEI Qingzhu  QIN Yongsong
Abstract:This paper investigates the asymptotic properties of a modified likelihood ratio statistics for testing homogeneity in normal mixture models of two samples with an unknown structural parameter. The asymptotic null distribution of the modified likelihood ratio test statistic is found to be X2,(1).
Keywords:Mixture model  likelihood ratio test  asymptotic distribution
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