Selecting the Best Population: An Empirical Bayes Approach
學年 92
學期 2
發表日期 2004-06-21
作品名稱 Selecting the Best Population: An Empirical Bayes Approach
著者 Huang, Wen-Tao; Lai, Yao-Tsung
作品所屬單位 淡江大學經營決策學系
出版者 臺北縣淡水鎮 : 淡江大學
會議名稱 2004年兩岸管理科學暨經營決策學術研討會
會議地點 貴州省貴陽市, 中國
摘要 Consider k(k~2) populations whose meanei and variance a} are all unknown. For given control values θand σ²'";, 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 toθ and whose variance is less than or equal to σ²; . In this paper we focus on the case of normal populations. However, the analogous method can be applied for the cases other than normal. A Bayes approach is set up and an empirical Bayes procedure is proposed which has been shown to be asymptotically optimal.
關鍵字 Selection;multiple criteria;empirical Bayes;asymptotic optimality
語言 en
會議性質 兩岸
研討會時間 20040621~20040621
國別 CHN
公開徵稿 Y
出處 2004年兩岸管理科學暨經營決策學術研討會論文集, pp.43-52

機構典藏連結 ( )