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序贯概率比检验所需样本量的渐近分布AI 解读

The derivation is presented of the asymptotic distribution of the number N of observations required to terminate the classical sequential probability ratio test (SPRT) with bounds a, b (a > 0 > b) of a simple parametric hypothesis H: θ = θ1 against a simple parametric alternative K:θ=θ1+Δ(Δ>0) when Δ tends to zero. It is shown that if the common probability density function (p.d.f.) of the basic random variables belongs to the Darmois-Koopman exponential class and if the…

序贯概率比检验所需样本量的渐近分布AI 解读

The derivation is presented of the asymptotic distribution of the number N of observations required to terminate the classical sequential probability ratio test (SPRT) with bounds a, b (a > 0 > b) of a simple parametric hypothesis H: θ = θ1 against a simple parametric alternative K:θ=θ1+Δ(Δ>0) when Δ tends to zero. It is shown that if the common probability density function (p.d.f.) of the basic random variables belongs to the Darmois-Koopman exponential class and if the…

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线性自回归模型拟合优度检验的抽样性质AI 解读

SUMMARY Sampling properties of tests for trend-free linear autoregressive schemes due to Bartlett and Diananda, to Quenouille, and to Whittle have been investigated. The investigation consists of the calculation of the first two moments of the various test-criteria which are χ2‘s with k degrees of freedom, where k is the number of asymptotically independent linear compounds on which the χ2‘s are based. The purpose is to examine the effect of the combination of individual…

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