给出了正态总体均值和标准差的最大似然估计(M LE),似然比检验统计量及其渐近分布等结果。
The maximum likelihood estimators(MLE) of means and standard deviations, and the asymptotic distribution of likelihood ratio statistic were given.
因此得到了推广矩估计量的渐近分布,于是证明了推广估计量的渐近正态性。
Then we derive the asymptotical distribution of the extended moment estimator and prove its asymptotically normality.
证明了此统计量是渐近正态的,并利用蒙特卡罗方法对统计量的渐进分布做了统计模拟。
It is proved that the statistics is asymptotic normality, and simulation of the statistics's asymptotic distribution is carried out with Monte Carlo method.
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