摘要
在统计推断中,模型中未知参数的假设检验是一个重要的研究内容.本文利用似然比检验研究了具有Rao简单结构多元t-模型位置参数的假设检验,得到了检验统计量的零分布,用蒙特卡洛方法模拟了理论结果.
In statistical inference,the hypothesis testing of unknown parameters in a model is an important issue. In this paper, the hypothesis testing for location parameter in a multi- variate t-model with Rao＇s simple structure is investigated by likelihood ratio testing ap- proach, and the null distribution of test statistics is obtained. The performance of theoretical results is shown by Monte Carlo simulation approach
出处
《南华大学学报（自然科学版）》
2012年第3期82-86,98,共6页
Journal of University of South China：Science and Technology
关键词
极大似然估计
RAO简单结构
t-模型
似然比
假设检验
maxi mum likelihood estimation
Rao＇s simple structure
t-model
likelihood ratio
hypothesis testing
