摘要
郑祖康［１］提出了数理统计学中一个有意义的新问题－假设检验的稳定性．但是，由于稳定性定义的条件太强，从而通常检验统计量的稳定性并不好．本文根据假设检验的实际意义，定义了假设检验的相对稳定性，讨论了一类常用检验统计量的相对稳定性的一些性质，作为特例，得到似然比检验的相对稳定性的性质．
The stability of hypothesis testing, proposed by Zheng (1997), is a new problem in statistics. However, the conditions on the stability of hypothesis testing is too strong so that some of usual statistical tests are bad in the stability. In this paper, a relative stability of hypothesis testing is introduced. Some properties of the relative stability for a class of usual tests is discussed. As a special example, the properties of likelihood ratio test is also studied.
出处
《应用数学学报》
CSCD
北大核心
2001年第4期616-622,共7页
Acta Mathematicae Applicatae Sinica
基金
国家自然科学基金(10171051号)
南开大学青年教师基金资助项目.
