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单向分类随机模型误差方差齐性的极大似然比检验
Likelihood Test of the Error Variance Homogeneity about Single Factor Random Model
【摘要】 解决了已知均值相等条件下单向分类随机模型误差方差的齐性检验(b=2)问题.利用极大似然比方法导出了检验统计量.运用Barttlett分解推导出了检验统计量的一般分布,从而求出了原假设的拒绝域,讨论了检验的功效和相合性,最后给出一个应用实例.
【Abstract】 This paper mainly tackles the question concerning the test of the error variance homogeneity about single factor random model(b=2) under the condition of an equality of the known mean,and obtains the test statistic by using likelihood ratio test.Within the frame of Barttlett’s theory,the thesis deduces the general distribution of the test statistic,thus achieving the rejection region of the former assumption.Besides, the paper discusses the efficiency and congruity of the test,presenting a practical test method as followes.
【关键词】 单向分类随机模型;
误差方差齐性;
已知均值相等;
极大似然比检验;
【Key words】 single factor random model; homogeneity of error variance; an equality of the known mean; likelihood ratio test;
【Key words】 single factor random model; homogeneity of error variance; an equality of the known mean; likelihood ratio test;
【基金】 河南省自然科学基金资助项目(994053200)
- 【文献出处】 河南大学学报(自然科学版) ,Journal of Henan University(Natural Science) , 编辑部邮箱 ,2008年01期
- 【分类号】O212.1
- 【下载频次】98