共查询到20条相似文献,搜索用时 15 毫秒
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Nico F. Laubscher 《The American statistician》2013,67(1):28-40
A lemma is given which simplifies the derivation of maximum likelihood estimates of the covariance matrix in the multivariate normal case. 相似文献
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《统计学通讯:模拟与计算》2012,41(6):710-716
Some simple regressional properties of order statistics, similar to those obtained for t 2 distribution in the recent statistical literature, are shown to characterize Student's t 3 distribution. 相似文献
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M. L. Tiku 《Australian & New Zealand Journal of Statistics》1971,13(3):142-148
The distribution of Student's t statistic under non-normal situations is obtained. The effect of non-normality on type I error and the power of the two-sided t-test is studied in some detail. 相似文献
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We investigate the asymptotic behavior of the probability density function (pdf) and the cumulative distribution function (cdf) of Student's t-distribution with ν > 0 degrees of freedom (t ν for short) for ν tending to infinity when the argument x = x ν of the pdf (cdf) depends on ν and tends to ± ∞ (?∞). To this end, we consider the ratio of the pdf's (cdf's) of the t ν- and the standard normal distribution. Depending on the choice of the argument x ν, the pdf-ratio (cdf-ratio) tends to 1, a fixed value greater than 1, or to ∞. As a byproduct, we obtain a result for Mill' ratio when x ν → ?∞. 相似文献