Re: [問題] 有關LR test和SPRT

看板Statistics作者 (Goodbye Melody Rose)時間18年前 (2007/07/08 13:47), 編輯推噓0(000)
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※ 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 -- Punk is musical freedom. It's saying, doing and playing what you want. In Webster's terms, 'nirvana' means freedom from pain, suffering and the external world, and that's pretty close to my definition of Punk Rock. Kurt Cobain -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 59.112.46.212 ※ 編輯: josephw 來自: 59.112.46.212 (07/08 13:53)
文章代碼(AID): #16a7g8Bp (Statistics)
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文章代碼(AID): #16a7g8Bp (Statistics)