| 引用本文: | 张金槐.利用验前信息的一种序贯检验方法——序贯验后加权检验方法.[J].国防科技大学学报,1991,13(2):1-13.[点击复制] |
| Zhang Jinhuai.A Sequential Testing Method with Prior Information-Sequential Posterior Weighted Testing Method (SPOT Method)[J].Journal of National University of Defense Technology,1991,13(2):1-13[点击复制] |
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| 利用验前信息的一种序贯检验方法——序贯验后加权检验方法 |
| 张金槐 |
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(自动控制系)
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| 摘要: |
| 序贯验后加权检验方法是Bayes统计观点在假设检验中的运用。本文提出了该方法的一般理论，给出了当总体的分布参数具有验前信息时的序贯检验方法。文中确定了决策区的划分，同时讨论了序贯截尾方案，给出了俭验中可能犯两类错误的概率的上界，并将一般理论应用于产品的可靠性检验和再入飞行器随机落点的精度鉴定。由于运用了验前信息，因此能有效地在少量试验之下进行统计假设检验。本文所提供的方法对于昂贵产品试验结果的统计评定具有普遍意义。 |
| 关键词: 序贯假设检验，检验的效函数，可靠性，随机落点密集度 |
| DOI： |
| 投稿日期：1990-09-10 |
| 基金项目: |
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| A Sequential Testing Method with Prior Information-Sequential Posterior Weighted Testing Method (SPOT Method) |
| Zhang Jinhuai |
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(Department of Automatic Control)
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| Abstract: |
| The general theory of sequential weighted test，and the truncated SPOT is discussed in this paper. The upper bound of the two kinds of error for testing hypothesis of the truncated SPOT is derived. Two application examples of this method are provided：one is the reliability testing of product；the other is the accuracy detecting of the random fall point of the re-entry vehicle. By virtue of using prior information before testing，we can efficiently test statistical hypothesis under the condition of small testing number. This SPOT method is quite significant to statistica1 detection of expensive products. |
| Keywords: sequential testing hypothesis,power function of the test,reliability,dispersion of the random fall points |
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