摘要
在统计推断中,模型中未知参数的区间估计是一个重要的研究内容.本文通过构造枢轴量研究了具有Rao简单结构多元t-模型的参数区间估计,利用条件分布技巧,得到枢轴量的分布,从而获得模型中单个未知参数的置信区域以及参数的联合置信区域.
In statistical inference,the interval estimates of unknown parameters in a mod el is an important issue. In this paper,the interval estimates of parameters in the multivariatet-model with Rao＇s simple structure is considered by constructing the pivotal statistics. The distribution of the constructed pivotal statistics is studied by applying the techniques of con- ditional distribution. Therefore,the confidence region of a single parameter and the joint con- fidence region of parameters are obtained.
出处
《应用数学》
CSCD
北大核心
2013年第1期36-44,共9页
Mathematica Applicata
基金
教育部人文社科基金(11YJA91009)
关键词
极大似然估计
RAO简单结构
t-模型
枢轴量
置信区域
Maximum likelihood estimation
Rao＇s simple structure
t -model
Pivotal sta-tistics
Confidence region
