Wald test, ukufumana okanye indlela isiphumo engcono aqinisekisiwe

Abaninzi kuthi musa ungathanda ukufumana ibe kwimeko apho ulwazi malunga iimeko zangaphandle incinane kakhulu, okanye engekho ngokupheleleyo, yaye ngaloo ndlela imfuno engxamisekileyo ukwenza izigqibo ezibalulekileyo. Kungenzeka, le nto abantu abaninzi bakhetha ukuba ukuphepha uxanduva umxholo kwaye engazigwagwisi, kodwa nangona kunjalo i-ofisi ethule. Ukuba bathe bazi ngale game yaye yintoni inzuzo concelebrate iikhrayitheriya Wald, Savage, Hurwitz, umsebenzi unekhono inkoliso yabo kusenokwenzeka ukuba banyuke ngokukhawuleza.

Ungalindela ngcolile

It linokuchazwa ngokuthi wokuqala ngentla siseko. Wald test evame ibuye ngokuba kwingongoma nganye engenakuncedakala kakhulu okanye ulawulo ubuncinane embi. Kwimeko izibonelelo kuphela kwaye nezima, indawo ezingazinzanga Kuyinto kusengqiqweni reinsurance indawo, nto leyo yenzelwe ecaleni okubi. Maximin Wald test lujolise sekwandiseni win phantsi kweemeko ezinzima kakhulu. Umzekelo ukusetyenziswa kwayo unako ukukhonza njengoko ukwanda ubuninzi kwingeniso zisezantsi bawandise sixa lincinane njalo njalo. N. Esi sicwangciso bugwetyelwe kwiimeko apho umenzi isigqibo, hayi kangako abanomdla impumelelo enkulu, njengoko ufuna inshorensi nxamnye ilahleko engalindelekanga. Ngamanye amazwi, uvavanyo Wald lunciphisa ubungozi kubuncinane kwaye likuvumela ukuba wenze izisombululo kakhulu kakuhle. Loo ndlela yenza kube lula ukufumana ubuncinane alunakuqinisekiswa, isenokungabi embi kangako nangona isiphumo esisiso.

Wald test: umzekelo lokusetyenziswa

Niba ezinye inkampani iza kwenza entsha iindidi zemveliso. Ngoko kuyimfuneko ukuba benze ukhetho phakathi njengenye yeenketho ezine B _1, B _2, B _3, B _4, nganye kufuna uhlobo oluthile zokukhupha okanye zombini. Ukususela isigqibo ekugqibeleni kuxhomekeka koko inkampani akasayi kuninceda. Kanye ngayo iimeko lemarike kwixesha elizayo ayaziwa, kodwa abahlalutyi baqikelela meko ezintathu ezingundoqo: C _1, C _2, C _3. Ezi data wenze netafile kunokwenzeka iinketho edl ezihambelana isibini ngasinye izisombululo ezinokubakhona kunye meko kungenzeka.

Ukusebenzisa uvavanyo Wald, kufuneka ukhethe isicwangciso ilungileyo, uya kuqwalaselwa ngenjongo lweshishini kangangoko. Kwimeko yethu, isibonisi yokusebenza

E = max {25; 22; 15; 20} = 25.

We bayifumana, ekhetha ngamnye iinketho kunye umphumo Ubuncinane bakuba bodwa phakathi kwabo, eya kuzisa ingeniso kakhulu. Oku kuthetha ukuba isisombululo iya kuba ngokuqinileyo _1, ngokwale iingongoma, ukutyeba. Nokuba japan 25 (C ₁₎ ufunyenwe apho ezingaginyisi iimeko, ngelo enye ngexesha kunokwenzeka ukuba sithandane 45 (C _3). Qaphela kwakhona ukuba Wald njengenqobo kugxila kumntu kangangoko kunokwenzeka ukulumka kumgca yokuziphatha. Phantsi kwezinye iimeko, kusenokwenzeka ukuba ukhokelwe ezinye. Umzekelo, ukhetho B ₃ nako ukuzisa iinzuzo ka 90 kunye yoko agunyazisiwe 15. Nangona kunjalo, le meko iya ngaphaya kwemida yeli nqaku, yaye ngoko ke sicinga ukuba side thina.