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Asymptotic behavior of the Likelihood Ratio Statistic for Testing a Shift in Mean in a Sequence of Independent Normal Variates.

机译：作者：刘莹，数学杂志JOURNaL OF maTHEmaTICs用于检验独立正态变量序列中均值漂移的似然比统计量的渐近性态。

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This document considers the problem of testing a sequence of independent and normally distributed random variables with common mean against alternatives involving a shift in the mean at an unknown time point. The purpose of this paper is to study the asymptotic operating characteristics of the likelihood ratio test. In the next section, the authors derive, by invoking a result of Darling and Erdos (1956), the asymptotic null distribution of the likelihood ratio test, which is related to the extreme value behavior of the Ornstein-Uhlenbeck process. Section 3 studies the asymptotic operating characteristics of the likelihood ratio test and make comparisons between likelihood ration and Bayesian tests.

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作者
Yao, Y. C.; Davis, R. A.;
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年度 1984
页码 1-18
总页数 18
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Statistical tests; Asymptotic series; Random variables; Ratios; Convergence; Mean; Brownian motion; Bayes theorem; Likelihood ratio test;

机译：统计检验;渐近序列;随机变量;比率;收敛;均值;布朗运动;贝叶斯定理;似然比检验;

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1. Asymptotics of Likelihood Ratio Tests for General One-sided Hypotheses in the Two-sample Normal Model [J] . YOSHIJI TAKAGI Communications in Statistics . 2014,第16a18期

机译：两样本正态模型中一般单侧假设的似然比检验的渐近性
2. Asymptotics of likelihood ratio statistic for non-inferiority testing under exponential distribution with fixed censoring times [J] . Y. Takagi Metrika . 2010,第1期

机译：具有固定审查时间的指数分布下非劣效性检验的似然比统计量的渐近性
3. Asymptotics of likelihood ratio statistic for non-inferiority testing under exponential distribution with fixed censoring times [J] . Y. Takagi Metrika: International Journal for Theoretical and Applied Statistics . 2010,第1期

机译：具有固定审查时间的指数分布下非劣效性检验的似然比统计量的渐近性
4. On the Non-Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance [C] . Marc Hallin Nonparametric Statistics and Mixture Models : Past, Present, and Future . 2011

机译：关于协方差同质性的似然比试验统计的非高斯渐近学
5. The comparative power of the independent-samples t-test and Wilcoxon Rank Sum test in non-normal distributions of real data sets in education and psychology [D] . Bridge, Patrick David. 1996

机译：独立样本t检验和Wilcoxon秩和检验在教育和心理学中真实数据集的非正态分布中的比较能力
6. Asymptotics of Bonferroni for Dependent Normal Test Statistics [O] . Michael A. Proschan, Pamela A. Shaw -1

机译：依赖正常试验统计的Bonferroni的渐近学
7. Asymptotic distributions of the likelihood ratio test statistics for covariance structures of the complex multivariate normal distributions [O] . Fang C, Krishnaiah P.R, Nagarsenker B.N 1982

机译：复杂多元正态分布协方差结构的似然比检验统计量的渐近分布

Asymptotic behavior of the Likelihood Ratio Statistic for Testing a Shift in Mean in a Sequence of Independent Normal Variates.

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