具有线性趋势的回归信度模型中的估计和检验

Estimating and Testing Parameter for Regression Credibility Model with Linear Trend

  • 摘要: 研究具有线性趋势回归信度模型的参数估计和检验. 对该模型的回归系数和随机效应的方差, 利用正交变换法得到了它们的极大似然估计, 并得到了参数的无偏估计. 对随机效应和是否有线性趋势采用似然比检验, 得到了似然统计量较好的近似P值, 并对检验的功效进行了模拟研究.

     

    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.

     

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