平衡设计单向分类随机模型参数的极大似然比检验  

Maximum Likelihood Ratio Test of Parameters in Random Effect Model with Equilibrium Design and One-way Classification

作　　者：张新育[1] 周世国[1] 

机构地区：[1]郑州大学数学系,郑州450001

出　　处：《郑州大学学报（理学版）》2009年第3期5-8,共4页Journal of Zhengzhou University:Natural Science Edition

基　　金：国家自然科学基金资助项目;编号10671183

摘　　要：对平衡设计单向分类随机模型参数的假设H0:μ=μ0,σα2=σ2α0,σ2=σ02H1:μ≠μ0或σ2α≠σ2α0或σ2≠σ02,利用极大似然比方法导出了检验H0的统计量.求出了检验统计量的渐进分布,并给出了检验规则.最后给出一个应用实例.According to the hypothesis of parameters in random effect model with equilibrium design and one-way classification H0:μ=μ0,σ2α=σ2α0,σ2=σ20H1:μ≠μ0,or σ2α≠σ2α0 or σ2≠σ20,a statistical estimator to test H0 is presented by using maximum likelihood ratio method,and then the asymptotic distribution of test statistics and its rule are given. At last,a practical example is made to illustrate how to use this test method.

关 键 词：单向分类随机模型 参数检验 极大似然比方法 渐进分布 

分 类 号：O212.1[理学—概率论与数理统计]