作者josephw (Goodbye Melody Rose)
看板Statistics
標題Re: [問題] 有關LR test和SPRT
時間Sun Jul 8 13:47:50 2007
※ 引述《mrliang (liang)》之銘言：
: 1.請問LR test如何能趨近到卡方分配，
: 且其自由度應該如何計算?
http://en.wikipedia.org/wiki/Likelihood-ratio_test#Details
節錄網頁內容:
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.
如果要再更詳細推導就找本數統的書
: 2.請問SPRT(sequential probability ratio test)
: 的基本概念是什麼?
http://www.agrsci.dk/plb/bembi/africa/sampling/samp_spr.html
這個寫的滿詳細的 不知道有沒有幫助到你
如果要更進一步 可以去找sequential analysis的書看看吧
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※ 編輯: josephw 來自: 59.112.46.212 (07/08 13:53)