CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2009, 25(3) 290-300 DOI:      ISSN: 1001-4268 CN: 31-1256

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Keywords
Regression credibility model
orthogonal transformation
likelihood ratio test.
Authors
Tang Guoqiang
Department of Mathematics and Physics
PubMed
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Estimating and Testing Parameter for Regression Credibility Model with Linear Trend

Tang Guoqiang,Department of Mathematics and Physics,Guilin University of Technology

School of Finance and Statistics,East China Normal University;Department of Mathematics and Physics,Guilin University of Technology

Abstract��

In this paper, the parameters of regression credibility model with linear trend are estimated and tested. Orthogonal transformation is used to estimate parameter and unbiased estimate of parameters are obtained. Likelihood ratio test is used to test randomness and linear trend. The better P-value of likelihood ratio test is got and Monte-Carlo simulation is performed.

Keywords�� Regression credibility model   orthogonal transformation   likelihood ratio test.  
Received 1900-01-01 Revised 1900-01-01 Online:  
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Corresponding Authors: Tang Guoqiang
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