期刊文献+

两正态总体方差的最佳双边似然比检验

The Best Likelihood Ratio Test for Ratio of Variances from Two Independent Normal Populations
下载PDF
导出
摘要 对于两个相互独立且来自不同正态总体的样本,推导出其方差齐性检验问题的似然比统计量。在犯第二类错误累积概率最小的意义下,推导出其最佳检验的临界值条件,并证明了最佳检验的存在唯一性,给出了显著性水平为0.05时,样本容量从(5,5)到(121,121)的最佳检验的临界值表。 For hypothesis test on equality of variances from two independent Gamma populations, the likelihood ratio statistic is derived. The best likelihood ratio test is found in the sense of minimal cumulative probability while making the second type of mistakes, and its existence and uniqueness are proved. We have also worked out the best choice of boundary values from (5,5) to (121,121) for level0.05.
作者 蔡洁
出处 《大连民族学院学报》 CAS 2009年第3期235-238,共4页 Journal of Dalian Nationalities University
关键词 正态总体 方差 似然比检验 累积概率 normal population variance likelihood ratio test eumulative probability
  • 相关文献

参考文献8

二级参考文献11

  • 1华东师大数学系编.概率论和数理统计教程[M].高等数学出版社,1983..
  • 2浙江大学数学系编写.概率论与数理统计[M].高等教育出版社,1979..
  • 3复旦大学数学系编写.概率论第二分册数理统计[M].人民教育出版社,1979..
  • 4Austin F. S. Lee ""coefficients of Lee-Gurland two-sample test on normal means"" commun staist-Theory Meth. 24 (7):1743 - 1768(1995).
  • 5复旦大学.概率论[M].北京:人民教育出版社,1979..
  • 6Youn-Min Chou and Owen,D.B.A Likelihood Ratio Test for the Equality of Proportions of Two Normal Populations[J].Comm.Statist.1991,20(8).2357-2374.
  • 7Lohrding,R.K.A Test of Equality of Two Normal Population Means Assuming Homogeneous Coefficients of Variation[J].Ann.Math.Statist.1969,40(4).1374-1385.
  • 8Wilks,S.S.Mathematical Statistics[M].Wiley,New York.1963.
  • 9Miller,E.G.and Karson,M.J.Testing Equality of Two Coefficients of Variation[M].ASA Proceedings of Business and Economic Statistics Section.1993.278-283.
  • 10Graybill,F.A.Theory and Applications of the Linear Model[M].Duxbury Press,Massachusetts,1976.

共引文献61

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部