条件几何分布与指数分布混合假设的检验

J. Cho, Jin Seok Park, Sang Woo Park
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引用次数: 0

摘要

本研究使用基于非条件几何分布的似然比(LR)检验统计量检验条件几何分布的混合假设。因此,我们推导了LR检验统计量的极限分布,并检验了其功率性能。此外,我们还检验了用于检验几何和指数混合假设的LR检验统计量之间的相互关系。我们还检查了LR测试统计量在各种条件下的性能,并使用蒙特卡罗模拟确认了研究的主要主张。
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Testing for the Mixture Hypothesis of Conditional Geometric and Exponential Distributions
This study examines the mixture hypothesis of conditional geometric distributions using a likelihood ratio (LR) test statistic based on that used for unconditionalgeometricdistributions. Assuch,wederivethenulllimitdistribution of the LR test statistic and examine its power performance. In addition, we examine the interrelationship between the LR test statistics used to test the geometric and exponential mixture hypotheses. We also examine the performance of the LR test statistics under various conditions and confirm the main claims of the study using Monte Carlo simulations.
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来源期刊
Journal of Economic Theory and Econometrics
Journal of Economic Theory and Econometrics Economics, Econometrics and Finance-Economics and Econometrics
CiteScore
0.40
自引率
0.00%
发文量
9
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