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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/6265

    Title: 非高斯共軛模型下經驗貝氏信賴區間之研究
    Other Titles: On Parametric Empirical-Bayes Confidence Intervals under Nonnormal Conjugate Models
    Authors: 吳錦全;陳俊成
    Contributors: 淡江大學統計學系
    Keywords: 經驗貝氏;涵蓋機率;信賴區間;Empirical Bayes;Coverage probability;Confidence limit
    Date: 1994
    Issue Date: 2009-03-16 13:47:34 (UTC+8)
    Abstract: 本計畫之目的在從理論與模擬的角度探討 在Exponential-gamma, Poisson-gamma與Binomial-beta等三種 貝氏統計模型架構下,古典與經驗貝氏(Empirical Bayes)信賴區間之比較,並試圖證明不論是從信 賴區間的長度或信賴區間的涵蓋機率(Coverage probability)來考慮,經驗貝氏信賴區間都要優於 古典信賴區間,也就是說前者的長度較後者短 而涵蓋機率卻較高.除此之外,我們也將對經驗 貝氏方法在商業問題與理論上的應用作一番較 深入的探討.我們將分別就信賴區間長度與涵 蓋機率來討論,全部計畫之進行步驟如下:(1)推 導三種模型架構下古典與經驗貝氏的確實或近 似信賴區間;(2)信賴區間長度比較一解析法;(3) 涵蓋機率比較一解析法;(4)Monte Carlo方法-數值 法.本研究計畫預期之成果有下列幾項:(1)在Exponential-gamma, Poisson-gamma與Binomial-beta等三種模 型架構下,古典與經驗貝氏信賴區間之近似或 確切(Exact)式;(2)經驗貝氏信賴區間優於古典信 賴區的解析證明;(3)經驗貝氏信賴區間優於古 典信賴區間的數值證明Monte Carlo模擬.
    Appears in Collections:[Graduate Institute & Department of Statistics] Research Paper

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