Лекции по теории статистических выводов. Володин И.Н. - 172 стр.

Íåîáõîäèìûé îáúåì âûáîðêè (necessary sample size),                      148, 152, 160
Íåñìåùåííàÿ îöåíêà (unbiased estimator),                71
Íåñìåùåííûé êðèòåðèé (unbiased test),               103
Íèæíèå ãðàíèöû äëÿ ñðåäíåãî îáúåìà âûáîðêè
(lower bounds for mean samle size),          30  3639, 41, 45

Îáðàç   ñòðàòåãèè {Ψ( · | θ), θ ∈ Θ} (strategy image),                 13
Îïåðàòèâíàÿ õàðàêòåðèñòèêà {ψ( · | θ), θ ∈ Θ}
(operating characteristic),     13
Îöåíêà íàäåæíîñòè îïòèìàëüíàÿ (optimal estimation of reability),                        73
Îöåíêà ñ ðàâíîìåðíî ìèíèìàëüíûì d-ðèñêîì
(uniform minimum d-risk estimator),           76
Îöåíêà ñ ðàâíîìåðíî ìèíèìàëüíûì ðèñêîì
(uniform minimum risk estimator),        73
Îøèáêè ïåðâîãî è âòîðîãî ðîäà
(the first and the second kind errors),       84
Ïàðàìåòðè÷åñêîå     ïðîñòðàíñòâî Θ (parametric space),                  6
Ïîä÷èíåííàÿ ñòàòèñòèêà (ancillary ststistic),               77
Ïîëíàÿ ñòàòèñòèêà (complete ststistic),            24
Ïîëíîå ñåìåéñòâî ðàñïðåäåëåíèé (complete family of distributions),                      24
Ïîñëåäîâàòåëüíûé êðèòåðèé îòíîøåíèÿ âåðîÿòíîñòåé
(ratio probability sequential test),    155-160
Ïðàâèëî âûáîðà ϕc (choice rule),        10
Ïðàâèëî îñòàíîâêè ϕs (stopping rule),              10
Ïðàâèëî ïðèíÿòèÿ ðåøåíèÿ ϕd (decision rule),                     13
Ïðàâèëî óïðàâëåíèÿ ρ = (ϕs , ϕc ) (control rule),                 11
Ïðîåêòèâíàÿ îöåíêà (projective estimator),              71
Ïðîñòðàíñòâî ðåøåíèé D (decision space),                5
Ïðîöåäóðà ïåðâîãî ïåðåñêîêà (the first jump over procedure),                    165-168
Ïðîöåäóðà ñòàòèñòè÷åñêîãî âûâîäà ϕ = (ϕs , ϕc , ϕd )
(statistical procedure),   13

Ðàâíîìåðíî    íàèáîëåå ìîùíûé êðèòåðèé
(uniformly most powerful test),      86, 90


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