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 | 19-十二月-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/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 |