序贯检验的构造及原理  

THE STRUCTURE AND THEORY OF THE SEQUENTIAL TEST

作　　者：苗文利[1] 姬振豫[2] 

机构地区：[1]天津理工学院 [2]天津职业技术师范学院

出　　处：《天津理工学院学报》1990年第2期12-17,共6页Journal of Tianjin Institute of Technology

摘　　要：序贯检验是根据一定的规则逐个抽样,以较少的不定的抽验量推断拒绝或接受零假设的检验法.本文阐述了序贯检验的数学模塑和构造、给出了以概率1终止的条件,概率比序贯过程是随机变量z=log(f(x;θ_1)/(f(x;θ_0)),是非退化的,文章之末用近似方法给出了在犯两类错误的概率之和不增加的条件下,构成该检验的边界常数.Sequential test is a test method,by which samples are taken for testing one by one on the basis of definite rules and the zero hypothesis may be rejectced or accepted by inference of less and indefinite samples. This paper elaborates mathematical model and structure of the sequential test,giving a structure method of the sequential test for probability ratio,and demonstrating the condi- tion in the probability ratio sequential process with the end of probability 1 is that the ran- dom variable Z=log(f(x;θ_1)/f(x;θ_0))is nondegenerative. At the last part of the paper the boundary constant of this test is given by the appro- ximate method on condition that the probability sum of two types of errors is not increased.

关 键 词：序贯检验 数学模型 概率 边界常数 

分 类 号：O212.1[理学—概率论与数理统计]