Johansen(1988) 提出两 种概似比统计量( likelihood ratio statistics), 以检定共整合向量r的个数, 轨迹检定 (trace test) , H 0 : 最多有r个共整合向量, H 1 : 最少有r+1个共整合向量, 其概...
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Log-likelihood ratio statistic 对数概似比统计量
Revised likelihood ratio statistic 修正的似然比统计量
the modified likelihood ratio statistic 修正似然比统计量
likelihood ratio test statistic [数] 似然比检验统计量
The maximum likelihood estimators(MLE) of means and standard deviations and the asymptotic distribution of likelihood ratio statistic are given.
根据截尾均值、平尾均值的定义和截尾正态分布,本文得到了这两种均值都是最或然估计量。
The maximum likelihood estimators(MLE) of means and standard deviations, and the asymptotic distribution of likelihood ratio statistic were given.
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。
Based on the likelihood ratio test theory, a new detection statistic is proposed in this paper for monitoring the machine tool cutting chatter development.
根据似然比检验原理提出了一种新的机床切削颤振监测统计量,能识别切削过程中产生的信噪比为0.15的微弱振动成份。
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