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題名 Integrable expansions for posterior distributions for multiparameter exponential confidence levels
作者 翁久幸;Michael Woodroofe
Weng, Ruby C. ; Michael Woodroofe
關鍵詞 Asymptotic expansions;multiparameter exponential family;sequential confidence levels;Stein`s Identity;veryweak expansion
日期 2000
上傳時間 19-十二月-2008 14:56:15 (UTC+8)
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.
關聯 Statistica Sinica, 10(3), 693-713
資料類型 article
dc.creator (作者) 翁久幸;Michael Woodroofezh_TW
dc.creator (作者) Weng, Ruby C. ; Michael Woodroofe-
dc.date (日期) 2000en_US
dc.date.accessioned 19-十二月-2008 14:56:15 (UTC+8)-
dc.date.available 19-十二月-2008 14:56:15 (UTC+8)-
dc.date.issued (上傳時間) 19-十二月-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/pdfen_US
dc.format.extent 246384 bytes-
dc.format.mimetype application/pdf-
dc.language enen_US
dc.language en-USen_US
dc.language.iso en_US-
dc.relation (關聯) Statistica Sinica, 10(3), 693-713en_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 levelsen_US
dc.type (資料類型) articleen