学科分类
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1 个结果
  • 简介:Aweightofevidenceisacalibratedstatisticwhosevaluesin[0,1]indicatethedegreeofagreementbetweenthedataandeitheroftwohypothesis,onebeingtreatedasthenull(H0)andtheotherasthealternative(H1).Avalueofzeromeansperfectagreementwiththenull,whereasavalueofonemeansperfectagreementwiththealternative.Theoptimalityweconsiderisminimalmeansquarederror(MSE)underthealternativewhilekeepingtheMSEunderthenullbelowafixedbound.Thispaperstudiessuchstatisticsfromaconditionalpointofview,inparticularforlocationandscalemodels.

  • 标签: 结构模型 不变量 置信区间分布 随机变量 统计测试