机构地区: 华南农业大学理学院应用数学系
出 处: 《应用概率统计》 2005年第4期351-358,共8页
摘 要: 在正态-逆Wishart先验信息下考虑多元正态线性模型Y-Nn×m(XB,In■∑)的参数矩阵B的线性假设检验问题,根据B的后验概率分布构造了关于B的两种线性假设的后验似然比检验,所得检验统计量是矩阵F-分布的特征值函数. The problem of linear hypothesis testing of the multivariate normal linear model Y ~ Nn×m (XB, In×Σ) is considered under the normal-inverse Wishart prior distribution of the parameter matrices (B, Σ). Two posterior likelihood ratio tests for the linear hypothesis about the parameter matrix B are constructed. The likelihood ratio statistics obtained from the posterior distribution of B are functions of the characteristic roots of the random matrices which have matric F-distribution.