An attempt to define new criteria for model selection in mathematical statistics ∗ Sergei
نویسندگان
چکیده
We propose a new approach for model selection in mathematical statistics that is based not on the probability but on the ‘waiting time’ of a sample. By waiting time of a sample we understand the average time of the first appearance of the sample in a sequence of independent identically distributed random variables. In the paper we consider a few simple examples to illustrate the main idea and further mathematical problems related to the new approach.
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