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似然比

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In the chapter 3, first introduces estimator of functional coefficient autoregressive model and local linear estimation method and its asymptotic normality forα-mixing samples is given and improved selected method of parameters, then studies application of FAR model in stock market, finally compared goodness of fit between AR and FAR models by generalized likelihood ratio method, and then forecast result.

其中,我们对模型参数的选择方法略作改进,使之更具可操作性,然后用函数系数自回归模型对上海股市日收益率进行实证研究,并利用广义似然比检验对函数系数模型和线性模型进行有效性检验及预测结果比较。

A Uniformly Most Powerful Test is applied to the composite hypothesis testing of leak signal With little prior statistical knowledge.

给定误警概率和漏报概率,施行具有一致最大功效的似然比检验(Uniformly Most Powerful Test,UMPT)。

A binary composite hypothesis test model with unknown and stochastic parameters was constructed.The sequential probability ratio test with the uniformly most powerful effect was provided for white Gaussian process.This novel method was used to detect the distant series of pipe mass flow difference of leakages produced in stationary and non-stationary operation situations, respectively.

建立了以泄漏信号的幅值为随机参量的二元复合假设检验模型,提出了具有一致最大功效的序列似然比检验方法,并进行了平稳观测序列强泄漏信号和非平稳观测序列弱泄漏信号的检测。

Adopt the generalized maximum likelihood radio test based on the Neyman-Pearson algorithm, to study two unresolved Rayleigh targets. And deduced the detection statistic which is chi-square random variable, which only need to know the conditional probability density functions of echo's measured amplitude, in-phase and quadrature of monopulse radio, but the signal-to-noise radio and the direction-off-arrival of any signal are unnecessary.

采用基于涅曼-皮尔逊准则的广义似然比检测,对不可分辨的两个瑞利目标进行了研究,推出了服从χ2分布的检验统计量,此方法只需要知道目标回波信号测量幅值的条件概率密度函数、单脉冲和差比值的同相和正交部分,而不需要任一目标信号的信噪比和DOA的先验知识。

Then, the residual information is introduced into the sequential probability ratio test frame to construct an online residual likelihood ratio test method.

将滤波过程中得到的残差信息引入序贯概率比检验框架中,构建了一种新的在线残差似然比检验方法。

The effect and variation of major gene are estimated by the maximum likelihood method implemented via expectation-maximization algorithm. Major gene is tested with the likelihood ratio test statistic.

该方法以EM算法实现的极大似然估计方法进行主基因的效应估计,以似然比统计量进行主基因的各种遗传假设检验。

And on the basis of discrete method, the paper has constructed a mode choice model of commuter, and the paper has discussed the statistic characteristics of the model from four aspects: Significance test of the variable, model unlikelihood ratio test, Likelihood Ration Index, hit ratio.

从变量的显著性检验、模型似然比检验、优度比指标、命中率四个方面,对模型的统计特性进行分析。

A simplified LLR ordering scheme employed in uncoded systems and an exact LLR ordering scheme employed in coded systems are proposed.

在未编码情况下给出使用线性检测器近似的对数似然比信息排序方法,在迭代检测解码情况下给出使用解码器反馈的比特后验信息进行对数似然比排序的方法。

Results The diagnostic sensitivity, specificity, positive/negative predictive value, positive/negative likelihood ratio and Youden's index in rheumatoid arthritis patients were 69.4%, 96.8%, 89.1%/94.1%, 19.28/0.317 and 0.658 respectively.

结果 本法对类风湿关节炎的诊断敏感性为69.4%,特异性为96.8%,阳性预测值为89.1%,阴性预测值为94.1%,阳性似然比为19.28,阴性似然比为0.317,Youden指数为0.658。

Tail Length, Tail Moment, Tail DNA Percentage, and correction rate were compared between the improved software and the original one, and epidemiological indices for the improved software were also calculated and analyzed, including sensitivity, specificity, Youden index, crude agreement, adjusted agreement, positive predictive value, negative predictive value, positive likelihood ratio, and negative likelihood ratio.

比较改进前后的尾长、尾矩、尾DNA百分含量上的差异、改进前后分析正确率差异、以及改进后的软件以不同DNA损伤级别为截断值判定阳性结果的灵敏度、特异度、Youden指数、粗一致性、调整一致性、阳性预测值、阴性预测值、阳性似然比和阴性似然比

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