多个正态总体参数的似然比检验  

Likelihood Ratio Tests for Parameters of Multiple Normal Populations

作　　者：王琰[1] 李树有[1] 宓颖[1] 

机构地区：[1]辽宁工业大学理学院,辽宁锦州121001

出　　处：《辽宁工业大学学报（自然科学版）》2011年第5期336-340,共5页Journal of Liaoning University of Technology(Natural Science Edition)

基　　金：国家自然科学基金资助项目(10871037)

摘　　要：讨论了t个正态总体均值相等方差未知不等,所取的正态总体样本数不等的似然比检验问题。给出了均值和方差的极大似然估计的计算方法,确定了似然比检验的临界值。通过给出的模拟结果,说明了检验方法的有效性。For t normal populations with the unknown means and variances and when sample numbers of t normal populations were different,a likelihood ratio test about the unknown equal means and unknown unequal variances was discussed.Hereby the method of the maximum likelihood estimation of means and variances of t normal populations was given,and also the critical value with likelihood ratio test was determined.The result through simulations shows good performance of the method in terms of test validity.

关 键 词：正态总体 似然比检验 最大似然估计 似然函数 均值检验 

分 类 号：O212.1[理学—概率论与数理统计]