毕业论文-广义似然比检验法的应用.docVIP

PAGE 摘　要 本文所研究的是广义似然比检验法的理论基础、基本原理和应用，这是一个很具有一般性的检验法，由之可以派生出很多的具体的检验法． 作为预备知识先研究了引理及似然比检验法，似然比检验法所求出的否定域具有很好的性质，但却有它的局限性，因此我们有必要去寻找更好的方法，广义似然比检验法的适用范围很广，本文主要是介绍了广义似然比检验法的具体方法并利用广义似然比检验法推导出单个正态总体和两个正态总体的各种情况下的否定域，我详细推导了单个正态总体下对均值和方差的单边和双边检验，而对两个正态总体的情况只给出了结论． 关键词：引理；似然比检验法；广义似然比检验法；正态分布 Abstract This article studies is the generalized likelihood ratio inspection method rationale, the basic principle and the application, this is one has the general inspection method very much, might derive very many concrete inspection methods by it. To study the lemma and the likelihood ratio inspection method first as the preparation knowledge, otherwise the localization which the likelihood ratio inspection method extracted has the very good nature, but had its limitation actually, therefore we had the necessity to seek a better method, the generalized likelihood ratio inspection method applicable scope was very broad, this article mainly introduced the generalized likelihood ratio inspection method concrete method and used the generalized likelihood ratio inspection method to infer the single normal population and in two normal population each kind of situation. Otherwise the localization, I have inferred under in detail the single normal population to the average value and the variance unilateral and the bilateral examination, but has only given the conclusion. Key words: Lemma；Likelihood ratio inspection method；Generalized likelihood ratio inspection method；Normal distribution 前　言 广义似然比检验是数理统计的重要内容之一，也是一大难点，它在假设检验中的地位类似于最大似然估计在参数估计中的地位，本科数学类专业数理统计教学大纲对该内容的要求比较低，相应的教材只介绍广义似然比检验的基本概念和基本方法，其他内容甚少．本文就是在原有大纲和教材要求的基础上展开研究，总结搜集探讨了以下内容：第一章引理及似然比检验法，似然比检验法的最优性，似然比检验法的无偏性，第二章广义似然比检验法的前提和方法，第三章用广义似然比检验法重点解决了单个正态总体下的方差已知的情况下对均值的双边检验和单边检验，方差未知的情况下对均值的双边检验和单边检验，均值已知的情况下对方差的双边检验和单边检验，均值未知的情况下对方差的双边检验和单边检验，简单介绍了两个正态总体下的各种情况的检验，最后我用两个表格总结了上述讨论中得出的结果． 目　录 TOC \o 1-2 \h \z \u HYPERLINK \l _Toc139505843 第1章 引理及似然比检验法 PAGEREF _Toc139505843 \h 1 HYPERLINK \l _Toc139505844 1.1 引理 PAGER