生长曲线模型中参数的检验问题

THE PROBLEM ON TESTING POSITION AND SCALE PARAMETERS TOGETHER IN GROWTH CURVE MODEL

讨论了生长曲线模型中尺度参数和位置参数同时检验的问题.设原假设为Σ=I且ξ=0, 本文给出了似然比检验统计量在三个备择假设下的渐近非零分布。

The problems on simultaneous hypothetical testing of locationand scale parameters in a growth curve model are considered in this paper.Let the null hypothes be H: Σ=I and ξ=0, asympotic non-null distri-butions of the likelihood ratio test statistics under three alternatives aregiven respectively.