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两Gamma总体尺度参数的最佳双边似然比检验
引用本文:蔡洁. 两Gamma总体尺度参数的最佳双边似然比检验[J]. 佳木斯大学学报, 2008, 26(6)
作者姓名:蔡洁
作者单位:广东医学院数学与计算机教研室,广东湛江524023
摘    要:对于两个相互独立且来自不同Gamma总体的样本,在形状参数已知的情况下推导出其尺度参数齐性检验问题的似然比统计量.在犯第二类错误累积概率最小的意义下,推导出其最佳检验的临界值条件,并证明了最佳检验的存在唯一性,并给出了显著性水平为0.05时,样本容量从(2,2)到(20,20)的最佳检验的临界值表.

关 键 词:Gamma总体  尺度参数  似然比检验  累积概率

The Best Likelihood Ratio Test for Equality of Scale Parameters from Two Independent Gamma Populations
CAI Jie. The Best Likelihood Ratio Test for Equality of Scale Parameters from Two Independent Gamma Populations[J]. Journal of Jiamusi University(Natural Science Edition), 2008, 26(6)
Authors:CAI Jie
Affiliation:Department of Mathematics and Computer Technology;Guangdong Medical College;Zhanjiang 524023;China
Abstract:For hypothesis test on equality of scale parameters from two independent Gamma populations,the likelihood ratio statistic is derived.The best likelihood ratio test is found in certain sense,and it's existence and uniqueness are proved.We have also worked out the best choice of boundary values for level 0.05 which are given in Table 1(the sample sizes from(2,2)to(20,20) are involved).
Keywords:Gamma population  scale parameter  likelihood ratio test  cumulative probability  
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