线性模型误差协方差阵的扰动rn对线性假设F检验显著水平的影响

摘要

讨论正态线性模型Y=Xβ+ε，ε～N(0，σ2V)中 关于参数β的假设检验问题H0：Hβ=0。给出V≠kIn时通常的F检验显著水平的上界和下 界。%The hypothesis test H0：Hβ=0 on the parameters β i n the normal linear model Y=Xβ+ε,ε～N(0,σ2V) was discussed,and the upp er bound and lower bound of significant level of F-test were given out when V ≠KIn in the paper.