摘要
样本来自于n维独立正态分0布,在方差未知情况下,偏侧均值的最大似然估计在特定约束条件下是可能的,此估计由新的分布所决定,新分布为β*分布.
In the case of the independent random samples from n normal populations with a commonbut unknown variance, the likelihood ratio (LR) test that normal mean vector lies in the positiveorthant against the negative one is possible under mild conditions, and a new distribution, namedBeta Star distribution, which is found and used to determme the distribution of the LR Statistic.
出处
《应用概率统计》
CSCD
北大核心
1997年第1期19-26,共8页
Chinese Journal of Applied Probability and Statistics
关键词
最大似然估计
正象限
负象限
正态均值向量
unknown variance,likelihood ratio, positive orthant against the negative one,Beta star distribution