最优停时理论在数理统计中的应用

Application of Optimal Stopping Time Theory to Mathenatical Statistics

可测空间 (Ω,F)上有两个概率测度 P与 Q,经试验结果得ω,要检验究竟是 P还是 Q支配着这个试验 ,根据假设检验中通常采取的决策方法 ,并运用最优停时理论给出最优决策。

P and Q are two measures in measruable space.Example ω was got by experiment.For testing that the experiment was controlled by P or Q.This paper presented optimal dewsion by theory of optimal stopping time and method of decision in test of hypthesis.