概率比检验中的时间序贯方法  

Time Sequential Method in Probability Ratio Test

作　　者：花虹[1] 

机构地区：[1]同济大学应用数学系,上海200092

出　　处：《同济大学学报（自然科学版）》1999年第6期704-707,共4页Journal of Tongji University:Natural Science

摘　　要：在概率比检验中加入时间序贯的考虑，对指数模型有随机进入时间及有截断数据的情形提出了时间序贯检验的方法，并对概率比检验在有无时间序贯考虑的两种情况下的检验结果进行了比较。The article advances the idea of adding time sequential consideration to probability ratio test. It offers the methods of time sequential test for exponential model with random entering time and with censored data respectively. It also compares the testing results of probability ratio test with time sequential consideration to that without the consideration, and also provides computer simulation results.

关 键 词：概率比检验 时间序贯 截断 计算机模拟 

分 类 号：O212.6[理学—概率论与数理统计]