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复多元GAUSSIAN模型中参数的检验问题

On Parameter Testing in Complex Multivariate Guassian Model
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摘要 讨论q个复多元正态总体中关于假设H :Σ1=… =Σq=σ2 I ,μ1=… =μq=μ0 的检验问题 ,并以 χ2 -分布为基础的级数形式给出了在与原假设相接近的某些备择假设下似然比统计量的非零渐近分布 . InthispapertheproblemfortestinghypothesisH :Σ1 =… =Σq=σ2 I ,μ1 =… =μq=μ0 isdiscussedin complexmultivariatenormalpopulation .Asymptoticdistributionsoflikelihoodratiostatisticarealsoderivedforcertain alternativeswhichareclosetothenullhypothesis.Theseexpansionsaregiveninseriesformofchi_squaredistribution .
机构地区 广州大学理学院
出处 《广州大学学报(自然科学版)》 CAS 2003年第1期5-10,共6页 Journal of Guangzhou University:Natural Science Edition
关键词 复多元GAUSSIAN模型 假设检验 Zonal多项式 复多元正态分布 似然比统计量 参数检验 guassiantesting distribution moment Zonalpolynomial
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