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7.3 (標準) 尤度比検定3,ワルド検定2,スコア検定2

Last updated at Posted at 2022-07-08

方針

(1)は単に尤度比検定.(2)は,正規母集団のパラメータが複数あるので,最尤推定量の漸近分布は多次元になる.パラメータが複数ある場合も,一つだけのケースと同様に,スコア関数やフィッシャー情報量が定義でき,クラメール・ラオ不等式や最尤推定量の漸近正規性が成り立つ.漸近正規性を利用することで,ワルド検定やスコア検定を求めることができる.

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答案

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参考文献

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