期刊論文
| 學年 | 89 |
|---|---|
| 學期 | 2 |
| 出版（發表）日期 | 2001-02-01 |
| 作品名稱 | Asymptotically pointwise optimal rules in the poisson process |
| 作品名稱（其他語言） | |
| 著者 | 黃連成; Hwang, Leng-cheng |
| 單位 | 淡江大學數學學系 |
| 出版者 | Taylor & Francis |
| 著錄名稱、卷期、頁數 | Sequential Analysis 20(1-2), pp.13-23 |
| 摘要 | The concept of asymptotic pointwise optimality in the discrete time processes provided by Bickel and Yahav (1967) is extended to the continuous time processes in the present paper. An asymptotically pointwise optimal (A.P.O.) rule is proposed in the homogeneous Poisson process. It is shown to be asymptotically optimal for the arbitrary priors and asymptotically non-deficient for the conjugate priors, expanding the discrete time processes of Bickel and Yahav (1968) and Woodroofe (1981) to accommodate the continuous time processes, respectively. |
| 關鍵字 | Asymptotically non-deficient;Asymptotically optimal;Asymptotically pointwise optimal;Bayes sequential estimation;Homogeneous Poisson process |
| 語言 | en |
| ISSN | 0747-4946 |
| 期刊性質 | 國內 |
| 收錄於 | |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | 否 |
| 國別 | TWN |
| 公開徵稿 | |
| 出版型式 | ,電子版 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/41446 ) |