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Repeated likelihood ratio test for the variance of normal distribution with unknown mean

โœ Scribed by Qiwei Yao


Book ID
112666411
Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
1988
Tongue
English
Weight
550 KB
Volume
4
Category
Article
ISSN
0168-9673

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To analyze the isotonic regression problem for normal means, it is usual to assume that all variances are known or unknown but equal. This paper then studies this problem in the case that there are no conditions imposed on the variances. Suppose that we have data drawn from k independent normal popu