| 复生长曲线模型中参数的无偏似然比检验准则 |
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| 引用本文： | 徐圣兵,龚力强.复生长曲线模型中参数的无偏似然比检验准则[J].广州大学学报(自然科学版),2011,10(5):7-12. |
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| 作者姓名： | 徐圣兵 龚力强 |
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| 作者单位： | 1. 广东工业大学应用数学学院,广东广州,510520
2. 广州大学华软软件学院,广东广州,510990 |
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| 摘 要： | 讨论了复生长曲线模型中尺度参数∑和位置参数ξ的检验问题．设原假设为①H1：∑=Ip（Ip为P阶单位阵）；②H2：∑=Ip且ξ：0（0为q×m阶零矩阵）；③H3：∑=σ2Ip（σ2〉0且未知）．证明了当A为分块对角矩阵时，相应于备择假设Ai≠Hi（i=1，2，3）检验原假设Hi的似然比检验是无偏的．
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| 关 键 词： | 似然比检验 拒绝域 无偏性 生长曲线 |
On the unbiasedness of some likelihood ratio test criteriain a complex grown curve model |
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| XU Sheng-bing,GONG Li-qiang.On the unbiasedness of some likelihood ratio test criteriain a complex grown curve model[J].Journal og Guangzhou University:Natural Science Edition,2011,10(5):7-12. |
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| Authors: | XU Sheng-bing GONG Li-qiang |
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| Institution: | XU Sheng-bing1,GONG Li-qiang2(1.Faculty of Applied Mathematics,Guangdong University of Technology,Guangzhou 510520,China,2.South China Software Institute,Guangzhou University,Guangzhou 510990,China) |
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| Abstract: | The problems on hypothetical testing of scale and location parameter in a complex growth curve model are considered in this paper. Suppose the null hypotheses are as follows：①H1：∑=Ip（Ip is an identity matrix of order p）;②H2：∑=Ip andξ：0（0 is a zero matrix of order q × m）;③H3：∑=σ2Ip（σ2 is unknown positive number）. It is derived that the likelihood tests of the null hypotheses Hi against above alternative hypotheses Ai≠Hi （ i = 1,2,3 ） are unbiased when ∑ is the form of block diagonal matrix in Section 2. |
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| Keywords: | likelihood ration test rejection region unbiasedness growth curve |
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