期刊論文
| 學年 | 97 |
|---|---|
| 學期 | 2 |
| 出版（發表）日期 | 2009-04-01 |
| 作品名稱 | Asymptotic optimality of a two-stage procedure in Bayes sequential estimation |
| 作品名稱（其他語言） | |
| 著者 | Hwang, Leng-cheng; Liu, Jeng-fu |
| 單位 | |
| 出版者 | |
| 著錄名稱、卷期、頁數 | Statistical Papers 50(3), pp. 623–631 |
| 摘要 | The problem of sequential estimation of the mean with quadratic loss and fixed cost per observation is considered within the Bayesian framework. Instead of fully sequential sampling, a two-stage sampling technique is introduced to solve the problem. The proposed two-stage procedure is robust in the sense that it does not depend on the distribution of outcome variables and the prior. It is shown to be asymptotically not worse than the optimal fixed-sample-size procedures for the arbitrary distributions, and to be asymptotically Bayes for the distributions of one-parameter exponential family. |
| 關鍵字 | Asymptotically Bayes;Bayes sequential estimation;Empirical Bayes;Optimal sequential procedure;Two-stage procedure |
| 語言 | en_US |
| ISSN | |
| 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,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/108411 ) |