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    题名: Selecting the Population Most Close to a Control via Empirical Bayes Approach
    作者: Liang, Tachen;黃文濤;Huang, Wen-tao
    贡献者: 淡江大學經營決策學系
    关键词: Asymptotically optimal;Bayes selection procedure;Empirical Bayes;Equivalent to a control;Rate of convergence;Regret
    日期: 2009-01-01
    上传时间: 2010-08-09 17:04:23 (UTC+8)
    出版者: Taylor & Francis
    摘要: This article deals with the problem of selecting the population most equivalent to a control from among k independent normal populations using the parametric empirical Bayes approach. By combining useful information from the past data, an empirical Bayes selection procedure is studied. It is proved that the regret of converges to zero at a rate , where n is the number of past observations at hand. A simulation study is carried out to investigate the performance of for small to moderate values of n.
    關聯: Communications in Statistics: Simulation and Computation 38(8), pp.1690-1713
    DOI: 10.1080/03610910903090161
    显示于类别:[管理科學學系暨研究所] 期刊論文

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