Подождите немного. Документ загружается.

|τ
1
− τ
2
| = |τ
2
− τ
3
| ≥ 0.016

~
θ
0
H
0
~
θ
~
θ
0
H
1
~
θ
~
θ
0
H
0
:
~
θ =
~
θ
0
,
H
1
:
~
θ 6=
~
θ
0
.

λ = −2 ln
L(~u,
~
θ
0
)
L(~u,
ˆ
~
θ)
∈ χ
2
S
.
λ
χ
2
S
S
λ < χ
2
α,S
H
0
~u .
λ > χ
2
α,S
H
0
~u =
(
~
f(
~
θ
0
) + ~ε
0
: H
0
~ε
0
∈ N(0, σ
2
0
I),
~
f(
~
θ
1
) + ~ε
1
: H
1
~ε
1
∈ N(0, σ
2
1
I).
λ = −2 ln[
L(~u,
~
θ
0
, σ
2
0
)
L(~u,
ˆ
~
θ
1
, σ
2
1
)
].
ˆσ
2
0
= (1/n)(~u −
~
f(
~
θ
0
))
2
, ˆσ
2
1
= (1/n)(~u −
~
f(
~
θ
1
))
2
.
λ
λ = n ln(ˆσ
2
0
/ˆσ
2
1
).

~
f(
~
θ
0
)
~
f(
~
θ
1
)
~u =
(
~
f(
~
θ
0
) + ~ε : H
0
,
~
f(
~
θ
1
) + ~ε : H
1
.
λ = ln
P (1/~u)
P (0/~u)
= ln
P (1)p(~u/1)
P (0)p(~u/0)
,
P (0) P (1)
H
0
H
1
λ < 0 H
0
~u .
λ ≥ 0 H
0
~ε ∈ N(0, R)
λ =
1
2
(~u−
~
f(
~
θ
0
))
T
R
−1
(~u−
~
f(
~
θ
0
))−
1
2
(~u−
~
f(
~
θ
1
))
T
R
−1
(~u−
~
f(
~
θ
1
)).
H
0
~u =
~
f(
~
θ
0
) + ~ε
hλ
0
i σ
2
λ
0

H
1
~u =
~
f(
~
θ
1
) + ~ε
hλ
1
i σ
2
λ
1
hλ
0
i ~u
~
f(
~
θ
0
) + ~ε
hλ
0
i =
1
2
h~ε
T
R
−1
~εi −
1
2
(
~
f(
~
θ
0
) −
~
f(
~
θ
1
))
T
R
−1
(
~
f(
~
θ
0
) −
~
f(
~
θ
1
)) −
−
1
2
h~ε
T
R
−1
~εi − h(
~
f(
~
θ
0
) −
~
f(
~
θ
1
))
T
R
−1
~εi =
= −
1
2
(
~
f(
~
θ
0
) −
~
f(
~
θ
1
))
T
R
−1
(
~
f(
~
θ
0
) −
~
f(
~
θ
1
)).
~u
~
f(
~
θ
1
) + ~ε
hλ
1
i = −hλ
0
i.
σ
2
λ
0
~u
~
f(
~
θ
0
) + ~ε
σ
2
λ
0
= h(λ
0
− hλ
0
i)
2
i = h(−
1
2
(
~
f(
~
θ
0
) −
~
f(
~
θ
1
))
T
R
−1
×
×(
~
f(
~
θ
0
) −
~
f(
~
θ
1
))) − (
~
f(
~
θ
0
) −
~
f(
~
θ
1
))
T
R
−1
~ε +
1
2
(
~
f(
~
θ
0
) −
~
f(
~
θ
1
))
T
×
×R
−1
(
~
f(
~
θ
0
) −
~
f(
~
θ
1
))
2
i =
= (
~
f(
~
θ
0
) −
~
f(
~
θ
1
))
T
R
−1
h~ε~ε
T
iR
−1
(
~
f(
~
θ
0
) −
~
f(
~
θ
1
)) =
= (
~
f(
~
θ
0
) −
~
f(
~
θ
1
))
T
R
−1
(
~
f(
~
θ
0
) −
~
f(
~
θ
1
)).
σ
2
λ
1
= σ
2
λ
0
.

λ
p(λ/0) =
1
√
2πσ
λ
0
exp{−
(λ − λ
0
)
2
2σ
2
λ
0
},
H
0
p(λ/1) =
1
√
2πσ
λ
1
exp{−
(λ − λ
1
)
2
2σ
2
λ
1
},
H
1
H
0
H
1
H
0
H
0
P
01
p(λ/0) 0 +∞
P
01
=
∞
Z
0
p(λ/0)dλ =
1
√
2πσ
λ
0
∞
Z
0
exp
(
−
(λ − hλ
0
i)
2
2σ
2
λ
0
)
dλ =

=
1 − Φ
−
hλ
0
i
σ
λ
0
,
Φ(x) =
1
√
2π
x
Z
−∞
exp
−
t
2
2
dt
Φ(−x) = 1 − Φ(x)
H
0
H
0
P
10
p(λ/1)
−∞
P
10
=
0
Z
−∞
p(λ/1)dλ =
1
√
2πσ
λ
1
0
Z
−∞
exp
(
−
(λ − hλ
1
i)
2
2σ
2
λ
1
)
dλ =
= Φ
−
hλ
1
i
σ
λ
1
,
σ
λ
0
= σ
λ
1
hλ
0
i = −hλ
1
i
P
e
= P (0)P
01
+ P (1)P
10
.

P (0) = P (1) = 1/2
P
e
=
1
2
[1 − Φ(−
hλ
0
i
σ
λ
0
)] +
1
2
Φ(
hλ
0
i
σ
λ
0
) = Φ(
hλ
0
i
σ
λ
0
),
P
e
= Φ(−α/2) = 1 − Φ(α/2),
α = [(
~
f(
~
θ
0
) −
~
f(
~
θ
1
))
T
R
−1
(
~
f(
~
θ
0
) −
~
f(
~
θ
1
))]
1/2
.
Φ(−α/2)
Φ(−α/2)
[(
~
f(
~
θ
0
) −
~
f(
~
θ
1
))
T
R
−1
(
~
f(
~
θ
0
) −
~
f(
~
θ
1
))]
1/2
≥ α
0
= 3.3.
u
ki
=
Aϕ(t
i
− τ − k∆xγ) + ε
ki
: H
0
,
ε
ki
: H
1
,
A τ
k = 0 γ
ε
ki
ϕ(t)

ε
ki
∈ N(0, R)
α
2
=
A
2
σ
2
X
k
X
i
X
i
′
r
−1
ii
′
ϕ(t
i
−τ−k∆xγ)ϕ(t
i
′
−τ−k∆xγ) ≥ 3.3
2
R = σ
2
I
α
2
=
A
2
σ
2
n
X
i=1
K
X
k=1
ϕ
2
(t
i
− τ − k∆xγ) ≥ 3.3
2
.
(A, τ, γ)
u =
(
~
f(
~
θ
1
) +
~
f(
~
θ
2
) + ~ε : H
0
,
~
f(
~
θ
0
) + ~ε : H
1
.