Discussion on“Likelihood Ratio Identities and Their Applications to Sequential Analysis” by Tze L. Lai.

Autor:	Eisenberg, Bennett
Předmět:	SEQUENTIAL analysis RATIO analysis MATHEMATICAL statistics PROBABILITY theory ERROR analysis in mathematics
Zdroj:	Sequential Analysis; Nov2004, Vol. 23 Issue 4, p499-502, 4p
Abstrakt:	Comments on a research that examined the likelihood ratio identities and their applications to sequential analysis. Definition of the likelihood ratio; Use of the likelihood ratio identity in the Type I error and the integrated Type II error of a test; Relationship between admissibility of sequential probability ratio test and type of optimality of the Neyman-Pearson test; Basis of the proof of the optimality of the Neyman-Pearson test.
Databáze:	Complementary Index
Externí odkaz:	Zobrazit plný text záznamu