【摘要】 利用Fiducial方法得到模型中假设检验问题的广义枢轴向量,由此直接定义广义p-值,并证明由此广义p-值所给出的检验在边界上具有频率性质.在数值模拟中对广义p-值方法与广义F-检验方法作了比较.模拟结果表明,在异方差时,广义p-值方法优于广义F-检验.更多还原

【Abstract】 Generalized pivotal model is drawn by Fiducial inference,by which the generalized p-value is defined directly.Then the hypotheses testing problem is solved and this test is proved to be valid at the boundary.In simulation,the method of generalized p-value inference is compared with generalized F-test.The results showed,that the method of generalized p-value is better than the generalized F-test in heterogeneous variances cases.更多还原