| Monte—Carlo模拟检验法优点分析 |
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| 引用本文： | 周涌.Monte—Carlo模拟检验法优点分析[J].咸宁学院学报,2008,28(6):4-7. |
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| 作者姓名： | 周涌 |
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| 作者单位： | 中南财经政法大学,信息学院,湖北,武汉,430060;咸宁学院,数学与统计学院,湖北,咸宁,437100 |
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| 摘 要： | 传统检验方法在求临界值时需要知道统计量的分布，而分布往往并不能明确地得到，这就给检验带来了不便．而Monte—Carlo模拟检验法能在统计量分布不明确的情况下得到很精确的临界值．Monte—Carlo模拟检验法具有两个主要的优点，第一是对统计量的选择很自由，第二是统计量服从渐进分布而样本容量很小时，具有更高的精度．
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| 关 键 词： | 临界值 统计量 分布 Monte-Carlo模拟 模拟样本 |
The Method of Monte-Carlo Simulation Test and Its Advantage |
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| ZHOU Yong.The Method of Monte-Carlo Simulation Test and Its Advantage[J].Journal of Xianning College,2008,28(6):4-7. |
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| Authors: | ZHOU Yong |
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| Institution: | ZHOU Yong ( 1. Information College,Zhongnan University of Economics and Law, Wuhan 430060, China ; 2. College of Mathematics and Statistics,Xianning University, Xianning 437100, China) |
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| Abstract: | When we calculate the critical point by the traditional method of test,we must know the distribution of the statistics,but the distribution always can't be got easily.The Method of Monte-Carlo Simulation Test presented in this paper can get the critical point of the statistics without knowing the distribution.Two advantages of Monte-Carlo Simulation Test are analyzed in this paper.The first is that the statistics could be selected freely.The second is that the critical point will be more reasonable when the samples are not enough. |
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| Keywords: | Critical point Statistics Distribution Monte-Carlo Simulation Simulating samples |
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