Asymptotic optimality of a two-stage procedure in Bayes sequential estimation

淡江大學機構典藏 > 理學院 > 數學學系暨研究所 > 期刊論文 > Item 987654321/108411

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

題名:	Asymptotic optimality of a two-stage procedure in Bayes sequential estimation
作者:	Hwang, Leng-cheng;Liu, Jeng-fu
關鍵詞:	Asymptotically Bayes;Bayes sequential estimation;Empirical Bayes;Optimal sequential procedure;Two-stage procedure
日期:	2009-04-01
上傳時間:	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
顯示於類別:	[數學學系暨研究所] 期刊論文

文件中的檔案:

檔案	描述	大小	格式	瀏覽次數
Asymptotic optimality of a two-stage procedure in Bayes sequential estimation.pdf		143Kb	Adobe PDF	1	檢視/開啟
index.html		0Kb	HTML	163	檢視/開啟

在機構典藏中所有的資料項目都受到原著作權保護.

TAIR相關文章