Asymptotically pointwise optimal rules in the poisson process
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 )

機構典藏連結