日期精度：到日 4 篇 · 到月 3 篇 · 到年 0 篇
相依观测的最大似然方法
Summary Under certain conditions on conditional probability densities, in the case of dependent observations, the maximum-likelihood estimate is proved to be consistent, asymptotically efficient and asymptotically normal.
多项试验中线性与对数线性假设的局部渐近最强检验
We derive Neyman's locally asymptotically most powerful test criterion to test a linear hypothesis, and in particular, obtain such criteria to test linear hypotheses in binomial and multinomial experiments. We also discuss testing log-linear hypotheses in the parameters of a multinomial experiment, and give a simple criterion for testing the hypothesis of no second order interaction in a p × q × r (p, q, r, > 2) contingency table. Asymptotic tests of the hypotheses mentioned…
多项试验中线性与对数线性假设的局部渐近最强检验
We derive Neyman's locally asymptotically most powerful test criterion to test a linear hypothesis, and in particular, obtain such criteria to test linear hypotheses in binomial and multinomial experiments. We also discuss testing log-linear hypotheses in the parameters of a multinomial experiment, and give a simple criterion for testing the hypothesis of no second order interaction in a p × q × r (p, q, r, > 2) contingency table. Asymptotic tests of the hypotheses mentioned…
局部渐近最严检验与线性假设的拉格朗日乘子检验
Neyman (1959) has defined a locally asymptotically most powerful test, called optimal asymptotic test, of composite statistical hypotheses. This test is particularly applicable when either the standard methods of testing are not available or when they are too difficult to compute. However, Neyman (1959) restricted his studies to the case of testing a one-dimensional parameter. In this paper his results are generalized to the case of testing a k-dimensional parameter. This…
正态变量中若干二次型的分布
SUMMARY This paper is concerned with the characterization of the variance covariance matrix for a normal family in which certain quadratic forms are independent and follow cχ 2 distributions. It is also proved that the necessary and sufficient condition for any quadratic or linear form to be distributed independently of a sum of a finite number of non-negative definite quadratic forms is that it is distributed independently of each one of them.
相关且非齐性误差下多因素方差分析中各平方和的分布
SUMMARY The distributions of various sums of squares in an analysis of variance table for two-way classification have been obtained by Box (1954b), under the assumption that the row-vectors X.j(j = 1, 2, …, q) are independent vector observations from a p-variate normal population, where X.j consists of those p observations which correspond to the p levels of a factor A, for the j th level of another factor B. This paper gives the distributions of the various sums of squares…