高維高斯分布同值參數的最大概似推論

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/74927

Title:	高維高斯分布同值參數的最大概似推論
Authors:	黃陶容;HUANG, TAO-RONG
Contributors:	數學系
Keywords:	高維高斯分布同值參數的最大概似推論;最大概似估計式;中央極限定理;區間估計及單一參數檢定;同值檢定
Date:	2017-06-19
Issue Date:	2017-10-27 16:12:14 (UTC+8)
Publisher:	國立中央大學
Abstract:	令X=(X_1,…,X_q)表 q維常態分布之隨機向量。假設X 之q 個分量之共同期望值為 μ ，共同變異數為σ^2 ，假設X 之任一對分量之共同相關係數為 ρ ，根據樣本(X_1i,…,X_qi ) i = 1,…,n，本文之目的在計算參數 μ,σ^2 及 ρ 之最大概似估計式，並據以得到參數之區間估計及檢定。 ;Let X=(X_1,…,X_q) denote a q-dimensional Gaussian vector. Assume that each component of X has the same meanμand varianceσ^2. Assume that each pair of the components of X has the same correlation coefficient.Based on a sample (X_1i,…,X_qi ) i = 1,…,n,the purpose of this paper is to find the maximum likelihood estimators of μ ,σ^2 and ρ from which confidence intervals and tests for μ ,σ^2 and ρ can be obtained.
Appears in Collections:	[Graduate Institute of Mathematics] Electronic Thesis & Dissertation

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