Лекции по теории статистических выводов. Володин И.Н. - 174 стр.

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Q
cont
R
λ
(ϕ |d), d ∈ D
L(θ, d)
θ R(ϕ |θ), θ ∈ Θ
Óðîâåíü çíà÷èìîñòè (significance level),   85
Óðîâåíü êîíòðîëÿ Qcont (control level),    135

Ôàêòîðèçàöèîííîå     òîæäåñòâî (factorization identity),   20
Ôóíäàìåíòàëüíàÿ ëåììà ÍåéìàíàÏèðñîíà
(Neyman-Pearson lemma),       86
Ôóíêöèÿ d-ðèñêà (d-ðèñê) Rλ (ϕ | d), d ∈ D (d-risk function),        15
Ôóíêöèÿ ìîùíîñòè (power fuction), 84
Ôóíêöèÿ ïîòåðü L(θ, d) (loss function),    7
Ôóíêöèÿ ðèñêà ( θ -ðèñê) R(ϕ | θ), θ ∈ Θ (risk function),       15

Ýêâèâàðèàíòíàÿ    ðåøàþùàÿ ôóíêöèÿ
(equinvariant decision function),   124
Ýêñïîíåíöèàëüíîå ñåìåéñòâî ðàñïðåäåëåíèé
(exponential family),   21
Ýìïèðè÷åñêèé áàéåñîâñêèé ïîäõîä
(empirical Bayes approach),   55-90




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