| 多个正态总体均值与标准差比在简单半序约束下的最大似然估计的计算 |
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| 引用本文： | 姬永刚,李树有,史海芳,彭培福.多个正态总体均值与标准差比在简单半序约束下的最大似然估计的计算[J].辽宁工学院学报,2008(4):263-270. |
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| 作者姓名： | 姬永刚 李树有 史海芳 彭培福 |
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| 作者单位： | 辽宁工业大学数理科学系;吉林大学数学研究所; |
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| 基金项目： | 辽宁省教育厅资助项目(20060409) |
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| 摘 要： | 考虑任意k（k〉3）个正态总体均值与标准差（均值和标准差均未知）的比在简单半序约束下均值和标准差的最大似然估计的问题，给出了计算均值和标准差的最大似然估计的方法，并给出了k=5时利用迭代算法的模拟结果。
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| 关 键 词： | 简单半序 最大似然估计 似然函数 迭代算法 |
Maximum Likelihood Estimation of Ratios of Means and Standard Deviations from Normal Populations under Semi-order Restriction |
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| JI Yong-gang,LI Shu-you,SHI Hai-fang,PENG Pei-fu.Maximum Likelihood Estimation of Ratios of Means and Standard Deviations from Normal Populations under Semi-order Restriction[J].Journal of Liaoning Institute of Technology(Natural Science Edition),2008(4):263-270. |
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| Authors: | JI Yong-gang LI Shu-you SHI Hai-fang PENG Pei-fu |
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| Affiliation: | 1.Dept.of Mathematics & Physics;Liaoning University of Technology;Jinzhou 121001;China;2.Institute of Mathematics;Jilin University;Changchun;130012;China |
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| Abstract: | The problem on maximum likelihood estimation of ratios between means and standard diviations under semi-order restriction was put into consideration for k（k〉3）nonnal populations with unknown means μ1 and variances σi^2〉0, i=1,2,…k. A procedure of obtaining the maximum likelihood estimators of μi＇s and a i＇s under the semi-order restrictions was proposed. For k=5 case, some connected results and simulation results were proposed. |
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| Keywords: | semi-order restriction maximum likelihood estimation likelihood function iteration algorithm |
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