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双侧参数假设检验中原假设的选择

Choice of the Null Hypothesis in the Two-sided Hypothesis Tests

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【作者】 金百锁;

【Author】 JIN Baisuo;Department of Statistics and Finance, University of Science and Technology of China;

【机构】 中国科学技术大学统计与金融系;

【摘要】 假设检验的原假设的设立原则为保护原假设.这一原则一般只适用于单侧假设检验问题.而对于双侧参数假设检验,通常只把参数相等的假设设为原假设,并不需要遵守上面的原则.这一现象在教科书中的解释并不是很充分,本文在正态分布总体的前提下,从功效函数和小概率事件原理等角度给出这一问题的较为详细的统计解释.

【Abstract】 The rule for establishing the null hypothesis is designed to safeguard the null hypothesis. This principle typically applies only to one-sided hypothesis testing problems. In the case of two-sided parameter hypothesis testing, it is customary to set up the null hypothesis as the hypothesis of equal parameters. This alternative hypothesis does not need to adhere to the aforementioned principle. Textbooks often provide insufficient explanations for this phenomenon. Assuming a population with a normal distribution and considering the power function and the principle of small probability events, this paper offers a more comprehensive explanation of this issue.

【基金】 安徽省自然科学基金(2108085J02);中国科学技术大学教学研究项目(2020xjyxm028)
  • 【文献出处】 大学数学 ,College Mathematics , 编辑部邮箱 ,2023年06期
  • 【分类号】O212.1
  • 【下载频次】30
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