Integrable expansions for posterior distributions for multiparameter exponential confidence levels | Publication

Title	Integrable expansions for posterior distributions for multiparameter exponential confidence levels
Creator	翁久幸;Michael Woodroofe Weng, Ruby C. ; Michael Woodroofe
Key Words	Asymptotic expansions;multiparameter exponential family;sequential confidence levels;Stein`s Identity;veryweak expansion
Date	2000
Date Issued	19-Dec-2008 14:56:15 (UTC+8)
Summary	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.
Relation	Statistica Sinica, 10(3), 693-713
Type	article

dc.creator (作者)	翁久幸;Michael Woodroofe	zh_TW
dc.creator (作者)	Weng, Ruby C. ; Michael Woodroofe	-
dc.date (日期)	2000	en_US
dc.date.accessioned	19-Dec-2008 14:56:15 (UTC+8)	-
dc.date.available	19-Dec-2008 14:56:15 (UTC+8)	-
dc.date.issued (上傳時間)	19-Dec-2008 14:56:15 (UTC+8)	-
dc.identifier.uri (URI)	https://nccur.lib.nccu.edu.tw/handle/140.119/18217	-
dc.description.abstract (摘要)	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 (關聯)	Statistica Sinica, 10(3), 693-713	en_US
dc.subject (關鍵詞)	Asymptotic expansions;multiparameter exponential family;sequential confidence levels;Stein`s Identity;veryweak expansion	-
dc.title (題名)	Integrable expansions for posterior distributions for multiparameter exponential confidence levels	en_US
dc.type (資料類型)	article	en