求助

shiyiming

请教各位大侠,x1,x2,...,xn服从正态分布，要检验H0:mu=0,sigma=1 <-> H1:not H0,在H0下，对于n=30重复2000次模拟其lrt统计量的分布？这个怎么编程实现呢？
O(∩_∩)O谢谢

shiyiming

[code:1a498wn1]data normal;
        call streaminit(13245);
        array x[30] x1-x30;
        do times = 1 to 2000;
                do i = 1 to dim(x);
                        x[i] = rand('Normal',0,1);
                end;
                output;
                drop i;
        end;
run;[/code:1a498wn1]

shiyiming

什么是lrt？

shiyiming

to jingju11
就是极大似然统计量

shiyiming

likelihood ratio test
Is that statistic by ChiSq test?