Error Statistics

Neyman-Pearson, Fisher,

and Bayesian Statistics

J. Neyman (1894-1981)


ZjwxCYvxΌwoŕA1985B

Cê[{AxCYڌ`ɔͭw@_uwHv˶ʭAԑTvݭ魢ڕ|ȭp䃭ҭBAxCYڌ`Źƈ᭎Omz孢ڌǭ魢ǭݭ魢AwIFuqǪvխ魒ȭJҭBAxCYڌ`ɔ{IlpAȭl𞭃ɔ̭ڏ@pnvwȭs魒ѭ魍魢BAɰJAέʪi1971NʪjA{ԐキxCYvέɰhԪ[wmvxɻi|A1968A1969jЭԩʭ魩筸BAفѧ{lxCYڌ`񭃭Dέԩۭ筸BΌښ\L{ȭÐʭB

Cê[ԑTvɔfѭھɆAnvIΏxCYڌ`ꭂۭõAAlC}-sA[\vI⏭@ۭڋ_孩A{ÐキЭ׭ǭʭ۪BCê[魩魩ǭԲ筀Э魢AuЭﭵԑmϭݭ筮­ҭЭ᭎Ƴ_Ѫ[ѭݭЭAȭλlKp᭎A`IŹƈ⏭@ʭvi41y[WjBޭ@Apxƈż~ǭ᭎鶋AuθЭKpv魩uԑTvvmϭŭ筀ЭBAޭ@Ǫi魢ڌǪjݭ筸Mԩ­魢B魼魍AЭЭlC}ԚڨԩݭAޭvI⏭Ƴ_ŹƈڗeAɟpHI㴭ޭAȭO▭魎׭lfKvʭAθЭٽխ筀ʭBŹvImϭqIAխlɔڌIvf㟭Bl᭐ACê[ӭ᭎ۭԑTv@Ό乭AxCYv`ϭAȭPÐP[X᭎Kp孢ЭԲŽp᭎ЪAـȭǭʭB

Egon Pearson (1895-1980)

A㖭Auxԫ likelihood principlevƴ䖭ݭ筀ǭ魢ciԩ歁ʭjBuxۭvAPԲϭĭۭƈҭBϭARCɭۭxѰk[CsAn Ŗsx Ŗ\oiΏe \jmϭA\mϭp ᭐Ap, n, x Ʌ䭮\ȭҭB

i1j@P(e) = f(p, n, x)

ϭA3Ŗs2Ŗ\omϭApp(1|p) 3 2Igٽխi٥WjݭAۭ魦vZ筀íBǪAi1jڨ n x ɝmpm䭮ԩ魍AEɅ f p l{lʭ\ǭxٽijĭxijĭ\ԩǭB

Aĭۭlϭ뭒᭢BϭA3ŖsA

\oŖ
m
0
(1-p)(1-p)(1-p)
1
3p(1-p)(1-p)
2
3pp(1-p)
3
ppp

mz㲭Aȭl p ΌǭҭR쭒BA\2Ŗo۪i3sjBǪAp ҭlޭꭂۭHԗAp=0.5Ap=0.6Ap=0.7 l㟭vZAȭ 0.375A0.432A0.441 筀Aۭp=0.7ٽفlΌǭB孆Af[^ p lƳλ᭎魍A0.7⺭Ðuޭvۭ魑۪iιԶŹ⏭jBAIfٽvBƳλꭱۭPꭢ魢 Ax\ǭxٽ\ۭ᭮Iݭǭʭ۪B

ҭAxCYڌ`ʭ筀dѭҭAuf[^vAx筀׭\ȭҭAx㱭vI_魍魢vԫʭBxCYڌ`KҶԶx᭎魢Aݭ筀vwhʭmʭBi孢 Mayo, Ch. 10 _B 魬A{DvwArOڪ▶ɔAAIC, Akaike Information Criterion Axl@ʭڒҳijİTvѭΌǭҭ魂AxOvÚɬÀ᭎ijĭϭɔʭBj

孢q׭ЭAlC}-sA[\whԢڭ⽭筸tBbV[_孢AwvI@wIƳ_xiԫ1959jMɉg1962NoBsA[\eq᭎ԞݶEキ᭎AiaJжE|[jƈQl魎BȭƈAtBbV[у[pxƈЪAupxɔbݭΏMǭxvFҭi211y[WjBA⹭ԩԲϭAIڒmTOF쭒魢ƆƈʭACê[᭎^O\խ㲭魢B


INDEX- CV- PUBLS.- PICT.ESSAYS- ABSTRACTS- INDEXELAPLACE- OL.ESSAYS-CRS.MATERIALS


Last modified Jan. 26, 2003. (c) Soshichi Uchii

suchii@bun.kyoto-u.ac.jp