两种假设检验思想的比较

Contrast Between Two Schools of Thought on Hypothesis Test

目的探讨经典统计学派与贝叶斯学派假设检验思想的异同。方法总结和概括两种思想，并结合一个实例对两种思想进行比较。结果两种思想统一于贝叶斯定理，并在特定场合下相互等价；贝叶斯方法在先验信息的利用、风险的回答、损失的考虑以及多重假设问题的处理等方面较经典方法具有明显的优势。

Objective To discuss differences between classical and Bayesian testing thoughts.Methods First these two thoughts are summarized,and then they are compared through an example.Results It is pointed out that these two thoughts are united on Bayes's Theorem,that they are equal on given occasions,and that Bayesian testing approaches have more advantages than classical approaches in using prior information,indicating the hazard of testing,considering the loss,and dealing with the problem of multi hypotheses.Conclusion Great attention should be paid to Bayesian theory.