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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 author should be commended for his extremely informative, well-written and coherent review of one of the most celebrated results in the history of statistics-Wald's likelihood ratio identity. His insightful overview of various ramifications and modifications of Wald's seminal work and how they have been put to use for solving various complicated testing and change-point detection problems is greatly appreciated. Through his excellent exposition and careful attention to details, he has clearly highlighted the two main directions along which the evolution of sequential testing theory took place in the post-Wald era, and has also described certain "spin-off"s of Wald's pioneering idea (such as the CUSUM tests) that have turned out to be extremely useful.
机译：应该赞扬作者对统计史上最著名的结果之一-瓦尔德的似然比同一性进行了极为有益的报道，写得很好且连贯的评论。他对Wald开创性工作的各种影响和修改以及如何将其用于解决各种复杂的测试和变更点检测问题的深入见解得到了极大的赞赏。通过出色的阐述和对细节的认真关注，他清楚地强调了后沃尔德时代顺序测试理论演变的两个主要方向，并且还描述了Wald开拓思想的某些“衍生品” （例如CUSUM测试）非常有用。

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  • 来源
    《Sequential analysis》 |2004年第4期|p.537-539|共3页
  • 作者

    Sujay Datta;

  • 作者单位

    Department of Mathematics, Statistics and Computer Science, Northern Michigan University, 1107 New Science Building (Seaborg Science Complex), 1401 Presque Isle Ave., Marquette, MI 49855, USA;

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  • 正文语种 eng
  • 中图分类 统计学;
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