Лекции по теории статистических выводов. Володин И.Н. - 170 стр.

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R
λ
(d |X), d D
Ψ
λ
( ·), λ Λ
R
ϕ
(λ), λ Λ
ˆ
θ
G
(F, G)
(X, A)
Q
out
                Ïðåäìåòíûé óêàçàòåëü
Àïîñòåðèîðíûé     ðèñê Rλ (d | X), d ∈ D (posterior risk),               16,48
Àïðèîðíûé îáðàç Ψλ ( · ), λ ∈ Λ (prior image),               14
Àïðèîðíûé ðèñê Rϕ (λ), λ ∈ Λ (prior risk),              16
Àñèìïòîòèêà íåîáõîäèìîãî îáúåìà âûáîðêè
(necessary sample size asymptotic),       160-165

Áàéåñîâñêàÿ   îöåíêà θ̂G (Bayes estimator),            50
Áàéåñîâñêèé êðèòåðèé (Bayes test),          49
Áàéåñîâñêèé ðèñê (Bayes risk),       47
Áàéåñîâñêîå ïðàâèëî (Bayes rule),          47
Áàñó òåîðåìà (Basu theorem),        28

Âåðîÿòíîñòíàÿ    ìîäåëü (F, G) (probability model),                6
Âûáîðî÷íîå ïðîñòðàíñòâî (X, A) (sample space),                    12
Âûõîäíîé óðîâåíü êà÷åñòâà Qout (output quality level),                   134

Ãàðàíòèéíîå    îöåíèâàíèå (guaranteed estimation),                148
Ãàðàíòèéíîñòü ñòàòèñòè÷åñêîãî âûâîäà
(staistical inference guarantee),   16
Ãèïîòåçà (hypothsis),    83
Ãðóïïà ëèíåéíûõ ïðåîáðàçîâàíèé (location-scale group),                        122
Ãðóïïà ìàñøòàáíûõ ïðåîáðàçîâàíèé (scale group),                    122
Ãðóïïà ïðåîáðàçîâàíèé âûáîðî÷íîãî ïðîñòðàíñòâà
(transformation group of sample space),          121
Ãðóïïà ñäâèãîâ (location group),         122

Äâóõñòóïåí÷àòàÿ     ïðîöåäóðà Ñòåéíà (Stein two-stage procedure),                   150
D-ãàðàíòèéíîå îöåíèâàíèå (d-guaranteed estimation),                     167
Äèôôåðåíöèðóåìîñòü â ñðåäíåì êâàäðàòè÷íîì
(differentiable in quadratic mean), 31
Äîâåðèòåëüíàÿ ãðàíèöà (confidence limit/bound),                   96
Äîâåðèòåëüíîå ìíîæåñòâî (confidence set),              96
Äîâåðèòåëüíûé èíòåðâàë (confidence interval),                 96
Äîâåðèòåëüíûé óðîâåíü (confidence level),              96

                                     170