共查询到17条相似文献，搜索用时 140 毫秒
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文章主要讨论了两个0-1总体均具有部分缺失数据时的参数的极大似然估计,并证明了估计的强相合性和渐进正态性,给出了大样本场合下的似然比检验统计量的极限分布。 相似文献
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《赤峰学院学报(自然科学版)》2016,(16)
本文主要介绍如何通过似然比法则将一元统计分析中的F分布推广到多元统计分析中的霍特林分布.我们以多元正态总体的统计分析中的均值检验为索引,通过构建似然比函数,然后化简似然比函数得出目标统计量及分布. 相似文献
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李晓康 《廊坊师范学院学报(自然科学版)》2011,11(4):9-10,15
假设检验问题的关键是在一定的统计思想之下构造相关的统计量。极大似然思想是统计和实际应用中的一种重要思想。基于极大似然原理,构造似然比统计量,讨论正态总体的检验问题,其结果与传统的U检验、T检验、χ2检验一致。 相似文献
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李晓康 《河北职业技术学院学报》2011,(4)
假设检验问题的关键是在一定的统计思想之下构造相关的统计量。极大似然思想是统计和实际应用中的一种重要思想。基于极大似然原理,构造似然比统计量,讨论正态总体的检验问题,其结果与传统的U检验、T检验、χ2检验一致。 相似文献
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设总体X服从正态分布,X～N(μ,σ~2),对未知参数σ~2的广义似然比捡验,在一般的书中往往仅讨论如下形式的检验问题:H_0:σ~2=σ_0~2H_1:σ~2≠σ_0~2本文将讨论如下三种形式的广义似然比检验,并与相应的一致最优势无偏检验相比较,它们是: 相似文献
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讨论了强平稳ρ混合样本的经验似然比置信区间,推广了Owen（1988,1990）在独立同分布情况下的结果,指出了相依情况时经验似然比置信区间的不足并进行了合理的改进． 相似文献
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本文主要研究了多元正态分布中流行变点的检验问题.利用似然比检验的方法,分别给出了均值流行变点和方差流行变点的似然比检验统计量,并给出了流行变点的估计方法. 相似文献
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通过讨论两总体方差差异的经验似然的大样本性质,证明了经验似然比统计量依分布收敛于X2随机变量,由此给出方差差异的经验似然置信区间. 相似文献
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Zhushan Li 《Journal of Educational Measurement》2014,51(4):441-462
Logistic regression is a popular method for detecting uniform and nonuniform differential item functioning (DIF) effects. Theoretical formulas for the power and sample size calculations are derived for likelihood ratio tests and Wald tests based on the asymptotic distribution of the maximum likelihood estimators for the logistic regression model. The power is related to the item response function (IRF) for the studied item, the latent trait distributions, and the sample sizes for the reference and focal groups. Simulation studies show that the theoretical values calculated from the formulas derived in the article are close to what are observed in the simulated data when the assumptions are satisfied. The robustness of the power formulas are studied with simulations when the assumptions are violated. 相似文献
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Psychometric properties of item response theory proficiency estimates are considered in this paper. Proficiency estimators based on summed scores and pattern scores include non-Bayes maximum likelihood and test characteristic curve estimators and Bayesian estimators. The psychometric properties investigated include reliability, conditional standard errors of measurement, and score distributions. Four real-data examples include (a) effects of choice of estimator on score distributions and percent proficient, (b) effects of the prior distribution on score distributions and percent proficient, (c) effects of test length on score distributions and percent proficient, and (d) effects of proficiency estimator on growth-related statistics for a vertical scale. The examples illustrate that the choice of estimator influences score distributions and the assignment of examinee to proficiency levels. In particular, for the examples studied, the choice of Bayes versus non-Bayes estimators had a more serious practical effect than the choice of summed versus pattern scoring. 相似文献
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This paper puts forward a Poisson-generalized Pareto （Poisson-GP） distribution. This new form of compound extreme value distribution expands the existing application of compound extreme value distribution, and can be applied to predicting financial risk, large insurance settlement and high-grade earthquake, etc. Compared with the maximum likelihood estimation （MLE） and compound moment estimation （CME）, probability-weighted moment estimation （PWME） is used to estimate the parameters of the distribution function. The specific formulas are presented. Through Monte Carlo simulation with sample sizes 10, 20, 50, 100, 1 000, it is concluded that PWME is an efficient method and it behaves steadily. The mean square errors （MSE） of estimators by PWME are much smaller than those of estimators by CME, and there is no significant difference between PWME and MLE. Finally, an example of foreign exchange rate is given. For Dollar/Pound exchange rates from 1990-01-02 to 2006-12-29, this paper formulates the distribution function of the largest loss among the investment losses exceeding a certain threshold by Poisson-GP compound extreme value distribution, and obtains predictive values at different confidence levels. 相似文献