Please use this identifier to cite or link to this item: https://ah.lib.nccu.edu.tw/handle/140.119/87532
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dc.contributor.advisor余清祥zh_TW
dc.contributor.advisorYu, Qing-Xiangen_US
dc.contributor.author黃秋霖zh_TW
dc.contributor.authorHuang, Qiu-Linen_US
dc.creator黃秋霖zh_TW
dc.creatorHuang, Qiu-Linen_US
dc.date1995en_US
dc.date.accessioned2016-04-28T07:06:28Z-
dc.date.available2016-04-28T07:06:28Z-
dc.date.issued2016-04-28T07:06:28Z-
dc.identifierB2002003013en_US
dc.identifier.urihttp://nccur.lib.nccu.edu.tw/handle/140.119/87532-
dc.description碩士zh_TW
dc.description國立政治大學zh_TW
dc.description統計學系zh_TW
dc.description.abstract本論文主要是發掘變異數在Two-armed Bandit問題中的影響。在文中我們假設兩種治療法的成功率分別是θ1和θ2,且以π1~Beta(cα,cβ)和π2~Beta(α,β)為其驗前機率分配。此外,我們假設所有病人數(N)已知。zh_TW
dc.description.abstractThe focus of the report is to find the influence of variance in Two-armed Bandit problems. In this report, we consider the case when the success probabilities of the two treatmentsθ1,θ2 haveπ1~Beta(cα,cβ) andπ2~Beta(α,β) as their priors, and the total number of patients, N is known.en_US
dc.description.tableofcontentsAbstract i\r\n1INTRODUCTION 1\r\n1.1PRELIMINARIES..........1\r\n1.2LITERATURE REVIEW..........4\r\n2MODEL 7\r\n2.1INTRODUCTION..........7\r\n2.2ASSUMPTION..........7\r\n2.3STRATEGIES..........9\r\n3KNOWN TRIAL LENGTH 12\r\n3.1INTRODUCTION..........12\r\n3.2GENERAL RESULTS..........13\r\n3.3THE INFLUENCE OF THE VARIANCE FACTOR..........24\r\n3.4CONTINUITY OF UTILITY FUNCTION..........37\r\n4CONCLUSION AND COMMENTS 41\r\nBibliography 43zh_TW
dc.source.urihttp://thesis.lib.nccu.edu.tw/record/#B2002003013en_US
dc.subjectTwo-armed bandit問題zh_TW
dc.subject治療法zh_TW
dc.subject策略zh_TW
dc.subject效用函數zh_TW
dc.subject變異因子zh_TW
dc.titleThe Influence of Variance in Two-Armed Bandit Problemszh_TW
dc.typethesisen_US
dc.relation.reference[1] Apostal, T. M. (1975) Mathematical analysis. Addison- Wesley.\r\n[2] Berry, D. A. and Fristedt, B. (1985) Bandit problems - Sequential allocation of experiments, Ch.apm.an and Hall.\r\n[3] Berry, D. A. and Pearson, L. (1984) Optimal design for two-stage clinical trials with dichotomous responses. Unit. of Minnesota Tech.. Rep.\r\n[4] Canner, P. L. (1970). Selecting one of the two treatments when the responses are dichotomous, J.A.S.A. , 65, 293-306.\r\n[5] Chernoff, H. and Ray, S. N. (1965). A bayes sequential sampling inspection plan. Ann. Math.. Statist. 36, 1387-1407.\r\n[6] Clayton, M. K. and ` Witmer, J. A. (1988) Two-stage bandit , Annals of Stat. Vo1.16 , No.2, 887-894.\r\n[7] Colton, T. (1963) A model for selecting one of two medical treatment. J.A.S.A. , 58, 388-400.\r\n[8] Cornfield, J., Halperin, M. , and Greenhouse, S.W. (1969). An adaptive procedure for sequential clinical trials. 1. A.S.A, 64, 759- 770.\r\n[9] Eick, S. G. (1988) The two-armed bandit with delayed responses, Annals of Stat, Vol.l6, No.2: 254-264.\r\n[10] Eick, S. G. (1988) Gittins procedures for bandits with delayed responses: J.R.S.S. , Soc. B , 50, No.1, 125-132 .\r\n[11] Petkau, A. J. (1978) Sequential medical trials for comparing an experimental with a standard treatment. 1. Am.er. Statist. Assoc, 73, 328-338.\r\n[12] Witmer, J. A. (1983) Bayesian multistage decision problems, Ph. D. Thesis.\r\n[13] Witmer , J. A. (1986) Bayesian multistage decision problems, Annals of Stat., Vol. 14, No. 1. 283-297.zh_TW
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