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Discussion on 'Likelihood Ratio Identities and Their Applications to Sequential Analysis' by Tze L. Lai

机译：黎子on论“似然比身份及其在序贯分析中的应用”

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摘要

The likelihood ratio identity is essentially the definition of the likelihood ratio. It is a simple identity with an amazing variety of consequences. Thus when I saw the title of this manuscript, "Likelihood ratio identities and their applications to sequential analysis", I was anxious to read it. I thought that it would be good to see the applications systematically gathered together in one place. Unfortunately, I was disappointed. Because the results in the paper are organized according to the diverse areas of application, they appear disconnected. It is difficult for someone unfamiliar with all of these highly technical applications to see a unifying structure tying together the results based on the likelihood ratio identity alone. Furthermore, the applications are narrowly directed toward asymptotic results. So, although the paper is an excellent survey of asymptotic methods in sequential analysis, it is not so good a survey of applications of the likelihood ratio identity.
机译：似然比同一性实质上是似然比的定义。这是一个简单的身份，带来各种各样的后果。因此，当我看到该手稿的标题“似然比身份及其在顺序分析中的应用”时，我急于阅读它。我认为最好将应用程序系统地聚集在一个地方。不幸的是，我很失望。由于本文的结果是根据不同的应用领域组织的，因此它们似乎是脱节的。对于不熟悉所有这些高科技应用程序的人，很难看到一个统一的结构将仅基于似然比同一性的结果联系在一起。此外，这些应用程序仅针对渐近结果。因此，尽管本文是对顺序分析中渐近方法的极好研究，但对于似然比恒等式应用的研究却不是很好。

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  • 来源
    《Sequential analysis》 |2004年第4期|p.499-502|共4页
  • 作者

    Bennett Eisenberg;

  • 作者单位

    Department of Mathematics, Christmas-Saucon Hall Lehigh University, Bethlehem, PA 18015, USA;

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  • 正文语种 eng
  • 中图分类 统计学;
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