研究了两个连续型总体参数的假设检验问题.基于Hellinger距离和参数的最大似然估计,建立了一个检验统计量.在一定条件下,证明了所建立的统计量渐近服从自由度为1的卡方分布.最后用随机模拟的方法研究了所建立的统计量的稳健性,并且与似然比检验作了比较.
This paper studies the hypothesis testing of two continuous populations.Based on the Hellinger distance and the maximum likelihood estimates of the parameters,a testing statistic is established.Under certain conditions,this paper proves that the preceding testing statistic asymptotically has a chi-square distribution with one degree of freedom. With stochastic simulation method,this paper studies the robustness of the preceding testing statistic which is further compared with the likelihood ratio testing statistic.