Лекции по теории статистических выводов. Володин И.Н. - 171 стр.

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I, (θ, ϑ |X) θ, ϑ ∈ Θ,
i (θ |X), θ, ∈ Θ
ν
Äîñòàòî÷íàÿ ñòàòèñòèêà (sufficient statistic),              19
Äîñòàòî÷íàÿ ñòàòèñòèêà ìèíèìàëüíàÿ (minimal sufficient statistic),               22
D-ðèñê ïåðâîãî è âòîðîãî ðîäà (the first and the second kind d-risk),            137
Èíâàðèàíòíàÿ     ñòàòèñòè÷åñêàÿ ïðîáëåìà
(invariant statistical problem),       123
Èíâàðèàíòíàÿ ôóíêöèÿ (invariant function),                   121
Èíâàðèàíòíûé êðèòåðèé (invariant test),                125
Èíôîðìàöèÿ ïî ÊóëüáàêóËåéáëåðó I, (θ, ϑ | X) θ, ϑ ∈ Θ,
(Kullback-Leibler information),        30
Èíôîðìàöèÿ ïî Ôèøåðó i (θ | X), θ, ∈ Θ (Fisher infotmation),               30

Êðèòåðèé    äîñòàòî÷íîñòè  ôàêòîðèçàöèîííîå òîæäåñòâî
(factorization identity),   20
Êðèòåðèé ñ ìèíèìàëüíûì d-ðèñêîì (minimal d-risk test),                 140143
Êðèòåðèé ïðîâåðêè ãèïîòåçû (test),               83
Êðèòåðèé Ñòüþäåíòà (Student test),               118
Êðèòåðèé Ôèøåðà (Fisher test), 117
Êðèòè÷åñêàÿ îáëàñòü (critical region),            83
Êðèòè÷åñêàÿ ôóíêöèÿ (critical function),               83

Ìàêñèìàëüíûé      èíâàðèàíò (maximal invariant),                 121
Ìèíèìàêñíîå ðåøåíèå (minimax decision),                 62
Ìîäåëü B-B (B-B model),          54
Ìîäåëü N-N (N-N model),          52
Ìîäåëü P-G (P-G model),          54
Ìîìåíò îñòàíîâêè  îáúåì âûáîðêè ν
(stopping time  sample size),        11
Ìîíîòîííîå îòíîøåíèå ïðàâäîïîäîáèÿ
(monotone likelihood ratio),      90

Íàèáîëåå   ìîùíûé èíâàðèàíòíûé êðèòåðèé
( invariant most power test), 126
Íàèìåíåå áëàãîïðèÿòíîå ðàñïðåäåëåíèå
(least favorable distribution),       63
Íåéìàíîâñêàÿ ñòðóêòóðà (Neyman structure), 111

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