基于验后概率的Bayesian序贯方差检验技术(Ⅰ)

刘琦; 王囡

基于验后概率的Bayesian序贯方差检验技术(Ⅰ)

刘琦,
王囡

国防科学技术大学信息系统与管理学院, 长沙 410073

基金项目: 国家自然科学基金(70971133); 高等学校博士学科点专项科研基金(70571083)

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- 被引次数: 0
出版历程
- 收稿日期: 2010-07-04
- 修回日期: 2010-11-17
- 刊出日期: 2011-07-28

Bayesian sequential variance test technique based on posterior probability (Ⅰ)

LIU Qi,
WANG Nan

College of Information Systems and Management, National University of Defense Technology,Changsha 410073,China

摘要

摘要: 基于验后概率和"小概率事件原理",对复杂假设条件下,方差的Bayesian序贯检验,提出了基于Bayesian验后概率的序贯方差检验的基本假设,建立了Bayesian序贯方差检验(BSVT)模型,设计了临界值的求解算法,并对"强制"截尾条件下的假设检验判别准则进行了论述.最后,结合示例对BSVT模型的求解与应用进行了说明.
- 航空航天装备 /
- 小概率事件原理 /
- 序贯检验 /
- 方差 /
- Bayesian方法 /
- Bayesian序贯方差检验(BSVT)模型
Abstract: Based on posterior probability and "small probability event principle",for the Bayesian sequential test on variance in complicated hypothesis conditions,the basic assumptions of Bayesian sequential variance test were presented,the Bayesian sequential variance test (BSVT) model was constructed,the algorithms of solving the critical value of sequential test were designed,and for given censored test number,the judge criteria for hypothesis testing were discussed.At last,the solution and application of BSVT model were illustrated with an example.
- aerospace equipment /
- small probability event principle /
- sequential test /
- variance /
- Bayesian method /
- Bayesian sequential variance test (BSVT) model

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参考文献(16)

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