正态总体均值与标准差比在树序约束下的最大似然估计

正态总体均值与标准差比在树序约束下的最大似然估计

李树有¹,², 史宁中³, 赵世舜¹

1. 吉林大学数学学院, 长春 130012; 2. 辽宁工学院数理系, 辽宁省锦州 121001;3. 东北师范大学数学与统计学院, 长春 130024

收稿日期:2006-04-12 修回日期:1900-01-01 出版日期:2006-11-26 发布日期:2006-11-26
通讯作者: 李树有

Maximum Likelihood Estimation of Ratios of Means and Standard Deviations from Normal Populations under Tree-order Restriction

LI Shuyou¹,², SHI Ningzhong³, ZHAO Shishun¹

1. College of Mathematics, Jilin University, Changchun 130012, China; 2. Department of Mathematics and Physics, Liaoning Institute of Technology, Jinzhou 121001, Liaoning Province, China;3. School of Mathematics and Statistics, Northeast Normal University, Changchun 130024, China

Received:2006-04-12 Revised:1900-01-01 Online:2006-11-26 Published:2006-11-26
Contact: LI Shuyou

摘要/Abstract

摘要： 考虑3个正态总体均值和方差都是未知参数及所取的3个正态总体样本数不等时, 均值和标准差的比在树序约束下的极大似然估计. 根据PAVA算法的思想, 给出了均值和标准差的比在树序约束下的极大似然估计的计算方法.

关键词: 半序约束, 树序约束, 最大似然估计, 似然函数, PAVA算法

Abstract: For three normal populations with unknown means and variances, assume that there is a treeorder restriction between ratios of means and standard deviations. According to the ideas of the PAVA algorithm, when sample numbers of three normal populations are different, a procedure of obtaining the maximum likelihood estimators of means and standard deviations under tree order restrictions is proposed.

Key words: semiorder restriction, tree order restriction, max imum likelihood estimation, likelihood function, PAVA algorithm

中图分类号:

O212.1

李树有,, 史宁中, 赵世舜. 正态总体均值与标准差比在树序约束下的最大似然估计[J]. J4, 2006, 44(06): 893-897.

LI Shuyou,, SHI Ningzhong, ZHAO Shishun. Maximum Likelihood Estimation of Ratios of Means and Standard Deviations from Normal Populations under Tree-order Restriction[J]. J4, 2006, 44(06): 893-897.

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