正态均值向量在正象限对负象限条件下的估计

Test That Normal Mean Vector Lies In the Positive Orthant against the Negative One

  • 摘要: 样本来自于n维独立正态分0布,在方差未知情况下,偏侧均值的最大似然估计在特定约束条件下是可能的,此估计由新的分布所决定,新分布为β*分布。

     

    Abstract: In the case of the independent random samples from n normal populations with a commonbut unknown variance, the likelihood ratio (LR) test that normal mean vector lies in the positiveorthant against the negative one is possible under mild conditions, and a new distribution, namedBeta Star distribution, which is found and used to determme the distribution of the LR Statistic.

     

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