作者: Marianne Frisén
DOI: 10.1111/J.1751-5823.2003.TB00205.X
关键词: Mathematical economics 、 Stopping rule 、 Linear methods 、 D optimality 、 Calculus 、 Mathematics 、 Optimality criterion 、 Statistical analysis 、 Likelihood ratio method
摘要: Summary Different criteria of optimality are used in different subcultures statistical surveillance. One aim with this review is to bridge the gap between areas. The shortcomings some demonstrated by their implications. Some commonly methods examined detail, respect optimality. examination made for a standard situation order focus on inferential principles. A uniform presentation methods, expressions likelihood ratios, facilitates comparisons methods. correspondences and examined. situations parameter values which have properties thus determined. linear approximation full ratio method, satisfies several optimality, presented. This examine when approximately optimal. Methods complicated reviewed robustness. Resume Des differents criteres d'optimalite sont utilises dans differentes de la surveillance statistique. Un des objectifs cette etude est celui d'etablir un rapprochement entre les disciplines. Les faults quelques uns montres par leurs Quelques methodes frequemment utilisees examinees en detail quant leur optimalite. Cet analyse fait pour une standard, se concentrant sur principes d'inference. Une uniforme methodes, rapports vraisemblance, facilite comparaison methodes. On correspondances et presente lineaire methode du rapport vraisemblance totale, qui satisfait plusieurs Cette utilisee examiner quand lineaires approximativent optimales. Des compliquees etudiees optimalite robustesse.