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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Uniformly most powerful test ： ウィキペディア英語版 Uniformly most powerful test In statistical hypothesis testing, a uniformly most powerful (UMP) test is a hypothesis test which has the greatest power 1 − ''β'' among all possible tests of a given size ''α''. For example, according to the Neyman–Pearson lemma, the likelihood-ratio test is UMP for testing simple (point) hypotheses. == Setting == Let $X$ denote a random vector (corresponding to the measurements), taken from a parametrized family of probability density functions or probability mass functions $f\_(x)$, which depends on the unknown deterministic parameter $\backslash theta\; \backslash in\; \backslash Theta$. The parameter space $\backslash Theta$ is partitioned into two disjoint sets $\backslash Theta\_0$ and $\backslash Theta\_1$. Let $H\_0$ denote the hypothesis that $\backslash theta\; \backslash in\; \backslash Theta\_0$, and let $H\_1$ denote the hypothesis that $\backslash theta\; \backslash in\; \backslash Theta\_1$. The binary test of hypotheses is performed using a test function $\backslash phi(x)$. :$\backslash phi(x)\; =$ \begin 1 & \text x \in R \\ 0 & \text x \in A \end meaning that $H\_1$ is in force if the measurement $X\; \backslash in\; R$ and that $H\_0$ is in force if the measurement $X\; \backslash in\; A$. Note that $A\; \backslash cup\; R$ is a disjoint covering of the measurement space. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Uniformly most powerful test」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.