不同分布下均值差的检验问题

Research on the Test of Mean Value Difference under Different Distributions

摘要: 很多统计问题中会包含讨厌参数，在小样本情况下传统的频率学派无法给出较好的方法，然而大样本的获取往往成本较大，甚至无法完成，广义推断的提出很好的解决了此类假设检验问题。广义推断是基于广义检验变量和广义枢轴量的统计推断方法，随着信息技术与数据分析的发展，广义推断正发挥着它良好的性能，得到了广泛应用。此文章主要介绍广义枢轴量法在几种不同模型下的应用，通过构造广义枢轴量给出检验的广义p值，并通过假设检验与置信区间的一一对应关系给出兴趣参数的置信区间。

Abstract: In many statistical problems, there will be nuisance parameters. In the case of small samples, the traditional frequency school cannot give a better method. However, the acquisition of large samples is often costly and even impossible. The generalized inference solves this kind of inspection problems very well. Generalized inference is a statistical inference method based on generalized test variables and generalized pivotal quantity. With the development of information technology and data analysis, generalized inference is playing its good performance and has been widely used. This article examines some problems of significance for one-sided hypotheses, on the basis of generalized pivotal quantity, generalized p value is given and the confidence interval of the interest parameter is given by the one-to-one correspondence between the hypothesis test and the confidence interval.