正态密度比的假设检验  

Testing Hypotheses for Ratios of Normal Density

作　　者：牟唯嫣[1] 熊世峰[2] 

机构地区：[1]北京建筑工程学院理学院,北京100044 [2]中国科学院数学与系统科学研究院,北京100190

出　　处：《应用概率统计》2009年第6期632-640,共9页Chinese Journal of Applied Probability and Statistics

基　　金：国家自然科学基金项目(10771126;10801130)资助

摘　　要：本文讨论对两样本正态分布密度比的假设检验.给出了基于统计量渐近正态性的大样本检验和广义p-值检验并给出了广义p-值检验的一些频率性质.模拟表明广义p-值检验在小样本情形下的表现优于大样本检验.This paper discusses the test problem concerning ratios of two normal density functions. We present large sample testa based on asymptotic normality of some statistics and the test based on generalized p-values, respectively. Some frequency properties of the generalized p-values are proved. We conclude from simulation results that the performance of the test based on generalized p-values is better than the large sample tests in small sample cases.

关 键 词：正态分布 密度比 广义P-值 频率性质 

分 类 号：O212.1[理学—概率论与数理统计]