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一致最优势检验
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一致最优势检验
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统计假设
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uniformly most powerful test;UMPT
一致最优势检验
考虑参数分布族,和复合假设: 式中和为不相交的两个集合,分别代表原假设和备选假设参数空间。对任意一个水平为的检验,都有: 则称是一致最优检验。
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