作者josephw (Goodbye Melody Rose)
看板Statistics
标题Re: [问题] 有关LR test和SPRT
时间Sun Jul 8 13:47:50 2007
※ 引述《mrliang (liang)》之铭言：
: 1.请问LR test如何能趋近到卡方分配，
: 且其自由度应该如何计算?
http://en.wikipedia.org/wiki/Likelihood-ratio_test#Details
节录网页内容:
the test statistic -2 log Λ will be asymptotically χ2 distributed
with degrees of freedom equal to the difference in dimensionality of
Θ and Θ0.
如果要再更详细推导就找本数统的书
: 2.请问SPRT(sequential probability ratio test)
: 的基本概念是什麽?
http://www.agrsci.dk/plb/bembi/africa/sampling/samp_spr.html
这个写的满详细的 不知道有没有帮助到你
如果要更进一步 可以去找sequential analysis的书看看吧
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※ 编辑: josephw 来自: 59.112.46.212 (07/08 13:53)