似然比检验
- likelihood ratio test
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给出了基于似然比检验(likelihoodratiotest,LRT)的最优准则。
Some optimal rules based on likelihood ratio test ( LRT ) are given .
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其次利用参数正交变换,得到了修正的似然比检验统计量和修正的Score检验统计量,推广了韦博成、胡跃清(1994)的结果和韦博成(1995)的结果;
Based on the parameter orthogonality transformation , both the modified likelihood ratio test and the modified Score test are derived . The results are an extension of the works of Wei and Hu ( 1994 ) and Wei ( 1995 ) .
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具有AR(1)误差的均值漂移模型的Score检验和似然比检验
Correlation Test for Mean-shift Model with AR ( 1 ) Errors
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一种新的基于多尺度似然比检验的SAR图像分割方法
A New Approach for SAR Imagery Segmentation Based on Multiscale Likelihood Ratio Test
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SAR图像分割的Bootstrap广义多分辨似然比检验方法
Generalized Multiresolution Likelihood Ratio Test for SAR Imagery Segmentation with Bootstrap Sampling
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一种ARMA过程均值变化点的广义似然比检验
The generalized likelihood ratio test of change-point of means in an ARMA process
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对ARMA过程均值变点检测的广义似然比检验GeneralizedLikelihoodRatioTest(GLRT)方法进行改进。
The Generalized Likelihood Ratio Test ( GLRT ) method for the detection of the change-point of the mean in ARMA process was improved .
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VEGF阳性患者手术后死亡的相对危险度是VEGF阴性患者的2.10倍(似然比检验,P<0.05)。
The risk ratio of death was 2.10 fold of patients with VEGF positive expressed compared with those with VEGF negative expressed ( P < 0.05 ) .
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对给定的寿命试验数据X,利用似然比检验法可对该数据是来自截尾指数分布还是截尾正态分布进行判别,但却很难求出似然统计量的分布形式。
For a life data X , whether it comes from the censoring exponential distribution or the censoring normal distribution , it can use the likelihood ratio test to make a decision .
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本文讨论了误差为ARMA(1,1)序列的非线性回归模型.首先得到随机误差相关性和异方差性检验的似然比检验统计量和Score检验统计量;
The likelihood ratio test and Score test are proposed to test the autocorrelation and heteroscedasticity of the ARMA ( 1,1 ) sequence random errors in nonlinear regression models .
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首先,利用方差参数化方法,研究了非线性回归模型的异方差检验,得到了似然比检验统计量、score检验统计量及其调整形式;
We first discuss the test for variance heterogeneity in weighted nonlinear models using the method of variance parameterization due to Cook & Weisberg ( 1983 ) . The likelihood ratio statistic , score statistic and their adjustments are obtained .
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通过使用国际上比较先进的检验方法&Wald检验和似然比检验,结果表明:CAPM在目前的中国股市不具有适用性。
We use leading methods in the world & Wald test and likelihood ratio test . The results show that CAPM isn 't applicable in China 's Stock Market .
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研究了非高斯噪声中具有未知参数的信号的渐进最优检测,应用非高斯噪声中线性模型信号以及随机信号的Rao检验,导出了Rao检测的解析式,并与广义似然比检验的性能做比较。
Insensible optimal detection method of unknown parameter signal in non-Gaussian noise is introduced . The analytic expression of Rao detection is presented based on the Rao detection of linear signal and random signal in non-Gaussian noise .
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本文对σ~2为已知的情况,导出了由Hawkins(1977)提出的似然比检验统计量U的简明且便于计算的分布函数表达式,并建立了分布函数的数值表。
In this paper , a clear expression of the null distribution function of the likelihood ratio test statistics U that is considered by Hawkins ( 1977 ) is derived when σ 2 is known . The numerical tables of the distribution funtion are given .
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它通过广义似然比检验(GLRT)模型构建二元检测算子,并利用观测数据估计出算子中代表背景的未知参数,而算子的关键参数&目标参数是通过投影追踪算法搜索异常点得到的。
The Generalized Likelihood Ratio Test ( GLRT ) is used to establish a binary hypotheses detector and estimates the unknown parameters that represent the background in the detector from the image .
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本文阐述了两种余度传感器结构的故障管理方案:直接比较测量的故障管理方案和广义似然比检验(GLT)故障管理方案。
Two failure management schemes for redundant sensor configurations are described : scheme by the direct comparison of the measurements and the scheme by general likeihood ratio test ( GLT ) scheme .
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方法利用MoranI检验、似然比检验、Wald检验、拉格朗日检验四种方法检验误差项的空间相关性,并将直线回归与空间误差模型应用到碘缺乏病。
Methods Applying Moran I test , likelihood ratios test , Wald test and Lagrange multiplicative test to test the spatial autocorrelation about the error of linear regression and spatial error models to iodine deficiency disorders ( IDD ) .
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对SINS中冗余配置的传感器量测系统的软故障,研究了目前常用的广义似然比检验(GLT)和最优奇偶向量检验(OPT)方法,主要讨论两种方法的有效性问题。
Generalized Likelihood ratio Test ( GLT ) and Optimal Parity-vector Test ( OPT ) methods to detect and diagnose soft faults from sensor redundant measurement system in SINS are researched very carefully from a point of view of their effectiveness to detect and isolate soft faults .
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基于累积和(CUSUM)统计量,提出一种新的波动性预测模型多变点的拟似然比检验,在原假设下给出统计量的极限分布及渐近临界值的解析表达式。
We propose a new pseudo likelihood ratio test which is based on the cumulative sum ( CUSUM ) statistic . The limiting distribution of the test under null hypothesis is present . In addition , We derive analytical expression for asymptotic critical value .
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所提出的NLOS状态鉴别方法不依赖于信道估计,直接从接收信号的截取段中提取采样序列的首均比与峰均比乘积作为鉴别参量,然后使用似然比检验方法判断出信道状态。
The proposed NLOS channel identification method do not require accurate channel estimation ; it directly extract the product of DP-to-average and peak-to-average from the received signal segment samples as the identification metric , and likelihood ratio test on the metric is conducted to identify the channel state .
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越界概率与序贯似然比检验简介
An Introduction to Boundary Crossing Probabilities and sequential Likelihood Ratio Tests
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两个总体相等的广义似然比检验
The Extended Likelihood Ratio Test for the Equality of Two Populations
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该方法主要利用似然比检验统计方法。
Likelihood ratio test can be applied in this method .
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单边的广义似然比检验及其优良性
Single Side Generalized Likelihood Ratio Test and Their Good Quality
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重复测量试验模型参数似然比检验及其功效分析
Likelihood Ratio Test and Power Analysis of Repeated Measures Models
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两样本分位数差异的半经验似然比检验
Semi-empirical likelihood ratio tests for the difference of the two sample quantiles
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均匀样本中多个异常值的似然比检验
Likelihood Ratio Tests for Many Outliers in a Uniform Sample
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似然比检验的可压缩性和检验统计量的分解性
The Collapsibility and the Decomposition of Likelihood Ratio Tests in Multidimensional Tables
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似然比检验在区域斜坡稳定性敏感因素分析中的应用
Application on Likelihood Ratio Test Used for Sensitivity Factors of Area Slope Stability
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复合零假设下非参数似然比检验的渐近性质
On the Asymptotic Properties of Nonparametric Likelihood Ratio Test Under Composite Null Hypothesis