【摘要】 对给定2个 P 维正态总体,未知均值和协方差阵分别为θ_i和∧_i,i=1,2.本文研究了均值和协方差阵之间都有一个简单半序约束:θ₁≤θ₂,∧₁≥∧₂>0的条件下的估计问题,进而给出了一个求解的迭代方法,并证明其收敛性。更多还原

【Abstract】 For 2p-multiple normal population with unknown mean vector θ_i and unknon convariance matrix Λ_i,i=1,2,assure that there are some order restrictions among the mean vectors and convariance matrixes respectively.For example:Simple order restrictions:θ≤θ₂,Λ₁≥Λ₂> O.An algorithm for maximum likelihood estimations of θ_is and Λ_is proposed and its conver- gence is proved.更多还原