【摘 要】
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The conventional method for testing hypotheses is to find an exact or asymptotic distributionof a test statistic. But when the model is complex and the sample s
【机 构】
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Department of Probability and Statistics
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The conventional method for testing hypotheses is to find an exact or asymptotic distributionof a test statistic. But when the model is complex and the sample size is small, difficulty often arises. Thispaper aims to present a method for finding maximum probability with the help of EM algorithm. For any fixedsample size, this method can be used not only to obtain an accurate test but also to check the real level ofa test which is build by large sample theory. Especially, while doing this, one needs neither the accurate norasymptotic distribution of the test statistic. So the method is easily performed and is especially useful for small samples.
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