Лекции по теории статистических выводов. Володин И.Н. - 173 стр.

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I (θ, ϑ |X) θ, ϑ Θ
δ
ν
( X )
α
β
X = X
(τ
ν
)
P
ρ
(P
ρ
, G)
ϕ = (ϕ
s
, ϕ
c
, ϕ
d
)
i (θ |X), θ, Θ
τ
ν
Ðàâíîìåðíî íàèáîëåå ìîùíûé íåñìåùåííûé êðèòåðèé
(uniformly most powerful unbiased test),        103, 105, 109, 110
Ðàâíîìåðíî íàèáîëåå òî÷íàÿ íèæíÿÿ/âåðõíÿÿ äîâåðèòåëüíàÿ ãðàíèöà
(uniformly most accurate lower/upper confidence bound),               90
Ðàâíîìåðíî íàèáîëåå òî÷íîå äîâåðèòåëüíîå ìíîæåñòâî
(uniformly most accurate confidence set),         97
Ðàçëè÷àþùàÿ èíôîðìàöèÿ  èíôîðìàöèÿ ïî ÊóëüáàêóËåéáëåðó
I (θ, ϑ | X) θ, ϑ ∈ Θ (distinguishing information), 30
Ðàçìåð êðèòåðèÿ (size of test), 85
ÐàîÁëåêóýëëàÊîëìîãîðîâà òåîðåìà
(Rao-BlackwellKolmogorov theorem),         73
Ðåãóëÿðíûé ñòàòèñòè÷åñêèé ýêñïåðèìåíò
(regular statistical experiment),   31
Ðåøàþùàÿ ôóíêöèÿ δν ( X ) (decision function),             13
Ðèñê èçãîòîâèòåëÿ α (manufacture risk),              134
Ðèñê ïîòðåáèòåëÿ β (consumer risk),         134

Ñëó÷àéíàÿ    âûáîðêà X = X(τν ) (random sample),            10
Ñòàòèñòèêà îòíîøåíèÿ ïðàâäîïîäîáèÿ (likelihood ratio statistic),             86
Ñòàòèñòè÷åñêàÿ ìîäåëü (ñòàòèñòè÷åñêèé ýêñïåðìåíò) Pρ
(statistical model),    12
Ñòàòèñòè÷åñêàÿ ñòðóêòóðà (statistical structure) (Pρ , G) ,           12
Ñòàòèñòè÷åñêèé êîíòðîëü ñ ãàðàíòèðîâàííûì âûõîäíûì êà÷åñòâîì
(statistical control with guaranteed output quality),           145
Ñòàòèñòè÷åñêèé ýêñïåðèìåíò (statistical experiment),              8
Ñòàòèñòè÷åñêîå U-ïðàâèëî (U-rule),         76
Ñòðàòåãèÿ ϕ = (ϕs , ϕc , ϕd ) (strategy),       13

Òåîðåìà   î ìèíèìàêñå (minimax theorem),             67
Òî÷å÷íàÿ èíôîðìàöèÿ  èíôîðìàöèÿ ïî Ôèøåðó i (θ | X), θ, ∈ Θ
(Fisher infotmation),    30
Òðàåêòîðèÿ ãðóïïû (orbit of group),         121
Òðàíçèòèâíàÿ ãðóïïà ïðåîáðàçîâàíèé (transitive group),                 122

Óïðàâëÿþùàÿ      ïåðåìåííàÿ τν (control variable),         11


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