淡江大學機構典藏:Item 987654321/41457
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    題名: An interval estimation procedure with deterministic stopping rule in Bayes sequential interval estimation
    作者: 黃連成;Hwang, Leng-cheng;Yang, Chia-chen
    貢獻者: 淡江大學數學學系
    關鍵詞: Asymptotically Bayes;Asymptotically pointwise optimal;Bayes sequential interval estimation;Stopping rule
    日期: 2001-04-15
    上傳時間: 2010-01-28 07:37:13 (UTC+8)
    出版者: Elsevier
    摘要: The problem of Bayes sequential interval estimation of the mean of a normal distribution with known variance is considered. An interval estimation procedure, which does not depend on the prior distribution, with deterministic stopping rule is proposed in this paper. It is shown that the proposed procedure is asymptotically pointwise optimal and asymptotically Bayes in the sense of Bickel and Yahav (Proceedings of the Fifth Berkeley Symposium on Mathematics and Statistical Probability, Vol. 1, University of California Press, California, 1967, pp. 401–413; Ann. Math. Statist. 39 (1968) 442–456.) for a large class of prior distributions.
    關聯: Statistics and Probability Letters 52(3), pp.243-248
    DOI: 10.1016/S0167-7152(00)00196-6
    顯示於類別:[數學學系暨研究所] 期刊論文

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