Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/18217
DC Field | Value | Language |
---|---|---|
dc.creator | 翁久幸;Michael Woodroofe | zh_TW |
dc.creator | Weng, Ruby C. ; Michael Woodroofe | - |
dc.date | 2000 | en_US |
dc.date.accessioned | 2008-12-19T06:56:15Z | - |
dc.date.available | 2008-12-19T06:56:15Z | - |
dc.date.issued | 2008-12-19T06:56:15Z | - |
dc.identifier.uri | https://nccur.lib.nccu.edu.tw/handle/140.119/18217 | - |
dc.description.abstract | Integrable expansions for posterior distributions are obtained for sequential samples from a multiparameter exponential family. A data dependent transformation is used to convert the likelihood function to the form of a standard multivariate normal density. Then a version of Stein`s Identity is applied. This leaves an expression from which an asymptotic expansion is easily obtained. The results are applied to find confidence intervals for the ratio of two Poisson means after a sequential test and compare well with simulations. | - |
dc.format | application/pdf | en_US |
dc.format.extent | 246384 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.language | en | en_US |
dc.language | en-US | en_US |
dc.language.iso | en_US | - |
dc.relation | Statistica Sinica, 10(3), 693-713 | en_US |
dc.subject | Asymptotic expansions;multiparameter exponential family;sequential confidence levels;Stein`s Identity;veryweak expansion | - |
dc.title | Integrable expansions for posterior distributions for multiparameter exponential confidence levels | en_US |
dc.type | article | en |
item.languageiso639-1 | en_US | - |
item.fulltext | With Fulltext | - |
item.grantfulltext | open | - |
item.cerifentitytype | Publications | - |
item.openairetype | article | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
Appears in Collections: | 期刊論文 |
Files in This Item:
File | Description | Size | Format | |
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693713.pdf | 240.61 kB | Adobe PDF2 | View/Open |
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