关于Neyman-Pearson基本引理的几个注记

SOME NOTES ON NEYMAN-PEARSON LEMMA

本文探讨了Neyman-Pearson基本引理.通过论证总体参数θ只有θ_0或θ_1两种可能时最优检验功效函数的唯一性,得到了两种假设T_1:θ=θ_0←→θ=θ_1和T_2:θ=θ_1←→θ=θ_0各自对应最优检验的两类错误概率可以互换的结论.

In this article,we discuss the basic Neyman-Pearson Lemma.By the proof of theuniqueness of the best testing power function under the condition that the population parameterθtakes eitherθ_0 orθ_1,we obtain the conclusion that,as to the hypotheses T_1：θ=θ_0（？）θ=θ_1and T_2：θ=θ_1（？）θ=θ_0,the probabilities of two types of errors can be exchanged correspondingto the respect best tests.