第7卷‧第3期,
198307
, pp. 261-266
檢定量Vq在非常態時之漸近分布
- 作者:
周若珍
- 作者服務機構:
國立清華大學應用數學研究所
- 中文摘要:
多變量分析中,常用來檢定共變異矩陣之最小q個特徵值是否相等的檢定量為V,本文探討V在非常態母體假設下之分布問題。本文求出在虛無及對立假設下,-n log V之分布及其漸近展式,並以模擬法說明此展示之效用。
- 英文摘要:
The limiting distribution of the likelihood ratio test V derived to test the equality of the smallestq roots of the covariance matrix for normal populations is studied for the nonnormal population. Thelimiting distribution of-n log V under the null hypothesis and an asymptotic expansion of the distributionunder the general alternative hypothesis are presentea. Monte Carlo simulation is carried out to portray theeffect of the expansion.
- 中文關鍵字:
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- 英文關鍵字:
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