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单词 Sequential probability ratio test
释义

Sequential probability ratio test

英语百科

Sequential probability ratio test

The sequential probability ratio test (SPRT) is a specific sequential hypothesis test, developed by Abraham Wald. Neyman and Pearson's 1933 result inspired Wald to reformulate it as a sequential analysis problem. The Neyman-Pearson lemma, by contrast, offers a rule of thumb for when all the data is collected (and its likelihood ratio known).

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更新时间:2025/6/19 10:14:26