期刊論文
| 學年 | 87 |
|---|---|
| 學期 | 1 |
| 出版（發表）日期 | 1999-01-01 |
| 作品名稱 | Empirical bayes procedures for selecting the best population with multiple criteria |
| 作品名稱（其他語言） | |
| 著者 | Huang, Wen Tao; Lai, Yao Tsung |
| 單位 | 淡江大學經營決策學系 |
| 出版者 | Norwell: Kluwer Academic Publishers |
| 著錄名稱、卷期、頁數 | Annals of the Institute of Statistical Mathematics 51(2), pp.281-299 |
| 摘要 | Consider k (k ≥ 2) populations whose mean θ i and variance σ i 2 are all unknown. For given control values θ0 and σ 0 2, we are interested in selecting some population whose mean is the largest in the qualified subset in which each mean is larger than or equal to θ0 and whose variance is less than or equal to σ 0 2. In this paper we focus on the normal populations in details. However, the analogous method can be applied for the cases other than normal in some situations. A Bayes approach is set up and an empirical Bayes procedure is proposed which has been shown to be asymptotically optimal with convergence rate of order O(ln2 n/n). A simulation study is carried out for the performance of the proposed procedure and it is found satisfactory. |
| 關鍵字 | Best population;multiple criteria;asymptotical optimality;empirical Bayes rule;convergence rate |
| 語言 | en |
| ISSN | 0020-3157 |
| 期刊性質 | 國外 |
| 收錄於 | |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | |
| 國別 | USA |
| 公開徵稿 | |
| 出版型式 | 紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/64881 ) |