摘要
利用泰勒展开方法研究Φ-混合样本下考虑一维参数空间似然比统计量的极限分布,在一定的正则条件下,证明了简单原假设下似然比统计量的极限分布为加权χ2-分布.
Under φ-mixing samples the paper discusses one dimensional parameter space, and the asymptotic distribution of likelihood ratio statistic is established in the case of simple null hypotheses via sion method. Under certain regularity conditions, the asymptotic distribution is proved to square distribution. the Taylor expan- be weighted chi-
出处
《韶关学院学报》
2014年第12期5-9,共5页
Journal of Shaoguan University
关键词
φ-混合样本
似然比统计量
渐近分布
φ-mixing sample
likelihood ratio statistic
asymptotic distribution
