Hypothesis testing analysis and unknown parameter estimation of both the intermediate frequency(IF) and baseband GPS signal detection are given by using the generalized likelihood ratio test(GLRT) approach,applying th...Hypothesis testing analysis and unknown parameter estimation of both the intermediate frequency(IF) and baseband GPS signal detection are given by using the generalized likelihood ratio test(GLRT) approach,applying the model of GPS signal in white Gaussian noise,It is proved that the test statistic follows central or noncentral F distribution,It is also pointed out that the test statistic is nearly identical to central or noncentral chi-squared distribution because the processing samples are large enough to be considered as infinite in GPS acquisition problem.It is also proved that the probability of false alarm,the probability of detection and the threshold are affected largely when the hypothesis testing refers to the full pseudorandom noise(PRN) code phase and Doppler frequency search space cells instead of each individual cell.The performance of the test statistic is also given with combining the noncoherent integration.展开更多
Trend test in dose-response has been a central problem in medicine. This paper treats the problem of comparing umbrella pattern treatment effects. Under an ordered m × r × k table, this article considers tes...Trend test in dose-response has been a central problem in medicine. This paper treats the problem of comparing umbrella pattern treatment effects. Under an ordered m × r × k table, this article considers testing the hypothesis that all multinomial populations are conditional independence against the alternative that they are in an umbrella trend. For this hypothesis test problem, this article introduces a model-free test method by using likelihood ratio test statistic and gives the asymptotic distribution of the test statistic. Simulation study is conducted to compare the empirical power per- formed via the proposed method and others. Finally, two real data are studied to illustrate the validity of the proposed method.展开更多
Hypothesis test on the population mean with various inequality constraints is studied in this paper.The empirical likelihood method is applied to construct test statistics.Limiting distributions of the empirical likel...Hypothesis test on the population mean with various inequality constraints is studied in this paper.The empirical likelihood method is applied to construct test statistics.Limiting distributions of the empirical likelihood ratio test statistics are proven to be a weighted mixture of chi-square distributions.Numerical results are presented to show the validity of the proposed method.展开更多
The empirical likelihood approach is suggested to the pretest-posttest trial based on the constrains, which we construct to summarize all the given information. The author obtains a log-empirical likelihood ratio test...The empirical likelihood approach is suggested to the pretest-posttest trial based on the constrains, which we construct to summarize all the given information. The author obtains a log-empirical likelihood ratio test statistic that has a standard chi-squared limiting distribution. Thus, in making inferences, there is no need to estimate variance explicitly, and inferential procedures are easier to implement. Simulation results show that the approach of this paper is more efficient compared with ANCOVA II due to the sufficient and appropriate use of information.展开更多
文摘Hypothesis testing analysis and unknown parameter estimation of both the intermediate frequency(IF) and baseband GPS signal detection are given by using the generalized likelihood ratio test(GLRT) approach,applying the model of GPS signal in white Gaussian noise,It is proved that the test statistic follows central or noncentral F distribution,It is also pointed out that the test statistic is nearly identical to central or noncentral chi-squared distribution because the processing samples are large enough to be considered as infinite in GPS acquisition problem.It is also proved that the probability of false alarm,the probability of detection and the threshold are affected largely when the hypothesis testing refers to the full pseudorandom noise(PRN) code phase and Doppler frequency search space cells instead of each individual cell.The performance of the test statistic is also given with combining the noncoherent integration.
文摘广义Pareto分布(generalized Pareto distribution,GPD)变点是指其超出量发生质变的点,具体表现为一个或多个参数的变化.本文将极端暴雨数据的三参数GPD变点检测问题表示为假设检验问题,通过极大似然比检验统计量解决.尽管不可能得到检验统计量的精确分布,但通过证明GPD变点的极限性质和检验统计量的渐近收敛定理,可得到它的极限分布.同时,利用GPD变点检测模型,对深圳55年的月最大暴雨数据进行了分析.结果发现20世纪80年代是深圳气象学的一个变点,这与最小超阈值(narrowest over threshold,NOT)方法所得结果一致.除此之外,本文方法的优势在于它统一了变点检测前后的分析框架.在此框架下,通过对变点的分析,发现GPD变点之前的极值指数为负.结合降雨量与重现期的关系可得,重现期小于百年的暴雨强度较之前有所减弱.该点之后,极值指数为正,百年以上重现期的暴雨灾害程度较之前严重且极端降雨现象较之前频繁.实证结果表明,GPD变点模型能够较好地捕获传统GPD模型所不能捕捉的内在规律,较好地弥补了传统GPD模型的不足.
基金supported by the National Natural Science Foundation of China under Grant No.10771163
文摘Trend test in dose-response has been a central problem in medicine. This paper treats the problem of comparing umbrella pattern treatment effects. Under an ordered m × r × k table, this article considers testing the hypothesis that all multinomial populations are conditional independence against the alternative that they are in an umbrella trend. For this hypothesis test problem, this article introduces a model-free test method by using likelihood ratio test statistic and gives the asymptotic distribution of the test statistic. Simulation study is conducted to compare the empirical power per- formed via the proposed method and others. Finally, two real data are studied to illustrate the validity of the proposed method.
基金supported by National Nature Science Foundation of China(Grant No.10731010),National Nature Science Fund for Creative Research Groups(GrantNo.10721101)Key Fund of Yunnan Province(Grant No.2010CC003)
文摘Hypothesis test on the population mean with various inequality constraints is studied in this paper.The empirical likelihood method is applied to construct test statistics.Limiting distributions of the empirical likelihood ratio test statistics are proven to be a weighted mixture of chi-square distributions.Numerical results are presented to show the validity of the proposed method.
基金Project supported by the National Natural Science Foundation of China(No.10971033)
文摘The empirical likelihood approach is suggested to the pretest-posttest trial based on the constrains, which we construct to summarize all the given information. The author obtains a log-empirical likelihood ratio test statistic that has a standard chi-squared limiting distribution. Thus, in making inferences, there is no need to estimate variance explicitly, and inferential procedures are easier to implement. Simulation results show that the approach of this paper is more efficient compared with ANCOVA II due to the sufficient and appropriate use of information.
