Tang Guoqiang. Estimating and Testing Parameter for Regression Credibility Model with Linear Trend[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(3): 290-300.
Citation: Tang Guoqiang. Estimating and Testing Parameter for Regression Credibility Model with Linear Trend[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(3): 290-300.

Estimating and Testing Parameter for Regression Credibility Model with Linear Trend

  • 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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