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    jsp.display-item.identifier=請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/108411

    题名: Asymptotic optimality of a two-stage procedure in Bayes sequential estimation
    作者: Hwang, Leng-cheng;Liu, Jeng-fu
    关键词: Asymptotically Bayes;Bayes sequential estimation;Empirical Bayes;Optimal sequential procedure;Two-stage procedure
    日期: 2009-04-01
    上传时间: 2016-11-25 02:10:35 (UTC+8)
    摘要: The problem of sequential estimation of the mean with quadratic loss and fixed cost per observation is considered within the Bayesian framework. Instead of fully sequential sampling, a two-stage sampling technique is introduced to solve the problem. The proposed two-stage procedure is robust in the sense that it does not depend on the distribution of outcome variables and the prior. It is shown to be asymptotically not worse than the optimal fixed-sample-size procedures for the arbitrary distributions, and to be asymptotically Bayes for the distributions of one-parameter exponential family.
    關聯: Statistical Papers 50(3), pp. 623–631
    DOI: 10.1007/s00362-007-0092-1
    显示于类别:[數學學系暨研究所] 期刊論文


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