混合位置尺度分布中分量参数的统计推断

本文讨论混合位置尺度分布当混合比已知时分量参数的假设检验和区间估计．本文所提出的方法基于广义枢轴模型．当只有感兴趣的参数未知时，检验的实际水平等于名义水平，且各置信域的实际覆盖率等于名义覆盖率．在更一般的场合，检验是相合的，并且各置信域的实际覆盖率趋于名义覆盖率．模拟显示我们的方法是令人满意的．

Statistical Inference on Component Parameters in Mixture Location-Scale Distribution

The interval estimation and hypothesis testing of component parameters in mixture location-scale distributions were discussed when mixing proportion is known. A method based on generalized pivotal model was proposed. For the situation in which the nuisance parameters is known, the true levels of the tests given in the paper are equal to nominal levels, and the true coverage of the interval estimation or confidence bounds are equal to nominal ones. In other situations, the tests are consistent, and the interval estimation or confidence bounds have asymptotic coverage equal to nominal coverage. Meanwhile, some simulation are given which show that these methods are satisfactory.