极值分布参数检验的样本崩溃点  

THE SAMPLE BREAKDOWN POINTS OF THE TESTS FOR THE LOCAtION MRAMETER OF THE EXTREME VALUE DISTRIBUTION

作　　者：侯紫燕[1] 张健[2] 

机构地区：[1]河南纺织高等专科学校,郑州450007 [2]中国科学院系统科学研究所,北京100080

出　　处：《系统科学与数学》2000年第2期228-237,共10页Journal of Systems Science and Mathematical Sciences

基　　金：河南省教委自然科学基础研究基金

摘　　要：检验的样本崩溃点是样本中能逆转判决的离群值的最小比例．本文计算和分析了一类极值分布位置参数的似然比检验的样本崩溃点．并用截尾方法改进了这类检验的样本崩溃性质．The sample breakdown of a test is defined as the smallest proportion of arbitrary outlier in the sample that can reverse the test decision. In this paper) we calculate and analyze the sample breakdown point of the maximum likelihood ratio test for the location parameter of the extreme value distribution with known scale parameter. The sample breakdown behavior of this kind of tests is improved by the truncation method. A numerical example is given.

关 键 词：检验 样本崩溃点 极值分布参数 似然比检验 

分 类 号：O212[理学—概率论与数理统计]