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題名 有Christmas tree boundaries的序貫實驗後之區間估計改善
An Improved Confidence Interval for a Sequential Test With Christmas Tree Boundaries
作者 林炳良
貢獻者 翁久幸
林炳良
關鍵詞 singed-root transformation
triangular test
Christmas tree adjustment
日期 2001
上傳時間 15-Apr-2016 16:09:51 (UTC+8)
摘要 The goal of this thesis is to derive an accurate confidence interval after a sequential test with Christmas tree boundaries. We shall begin with an approximate pivot based on signed-root transformation, then apply the procedure of Weng and Woodroofe [2000] to derive an improved confidence interval. Accuracy of the theoretical result is investigated by simulations.
參考文獻 Armitage, P. Numerical studies in the sequential estimation of binomial parameter. Biometrika, 45:1-15, 1958.
Chang, M. N. Confidence intervals for a normal mean following a group sequential test. Biometrics, 45:247-254, 1989.
Coad, D. S. and Woodroofe, M. Corrected confidence intervals after sequential testing with applications to survival analysis. Biometrika, 83:763-777, 1996.
Rosner, G. L. and Tsiatis A. A.. Exact confidence limits following group sequential test. Biometrika, 75:723-729, 1988.
Ross, S. Stochastic Process. Second Edition, John Wiley, New York, 1996.
Siegmund, D. Estimation following sequential testing. Biometrika, 65:341-349, 1978.
Siegmund, D. Sequential Analysis. Springer, New York, 1985.
Ting, D. Y. Estimations following sequential comparison of two binomial populations, N.C.C.U. Press, (unpublished), 2000.
Todd, S., Whitehead, J. and Facey. K.M. Point and interval estimation following a sequential clinical trial. Biometrika, 83:165-461, 1996.
Woodroofe, M. Very weak expansions for sequentially designed experiments: linear models. Ann. Statist., 17:1087-1102, 1989.
Woodroofe, M. Estimation after sequential testing: A simple approach for a truncated sequential probability ratio test. Biometrika, 79:347-353, 1992.
Weng, R. C. and Woodroofe, M. Integrable expansions for posterior distributions for multiparameter exponential families with applications to sequential confidence levels. Statistica Sinica, 2000.
Whitehead, J. Large sequential methods with application to the analysis of 2 by 2 contingency tables. Biometrika, 65:351-356, 1978.
Whitehead, J. The Design and Analysis of Sequential Clinical Trials. Second Edition, John Wiley, New York, 1997.
描述 碩士
國立政治大學
統計學系
88354007
資料來源 http://thesis.lib.nccu.edu.tw/record/#A2002001342
資料類型 thesis
dc.contributor.advisor 翁久幸zh_TW
dc.contributor.author (Authors) 林炳良zh_TW
dc.creator (作者) 林炳良zh_TW
dc.date (日期) 2001en_US
dc.date.accessioned 15-Apr-2016 16:09:51 (UTC+8)-
dc.date.available 15-Apr-2016 16:09:51 (UTC+8)-
dc.date.issued (上傳時間) 15-Apr-2016 16:09:51 (UTC+8)-
dc.identifier (Other Identifiers) A2002001342en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/85130-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 統計學系zh_TW
dc.description (描述) 88354007zh_TW
dc.description.abstract (摘要) The goal of this thesis is to derive an accurate confidence interval after a sequential test with Christmas tree boundaries. We shall begin with an approximate pivot based on signed-root transformation, then apply the procedure of Weng and Woodroofe [2000] to derive an improved confidence interval. Accuracy of the theoretical result is investigated by simulations.en_US
dc.description.tableofcontents 封面頁
證明書
致謝詞
論文摘要
目錄
表目錄
圖目錄
1. Introduction
2. The Binary Responses Case
2.1 The Sequential Background
2.2 The Model
2.3 Two-Treatment Case
2.4 Three-Treatment Case
3. Simulation Results
3.1 Simulated Size and Power With or Without Christmas Tree adjustment
3.2 Simulations for Two-Treatment Case
3.3 Confidence interval for Log-Odds-Ratio
3.4 Simulations for Three-Treatment Case
4. Discussions
5. References		zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#A2002001342en_US
dc.subject (關鍵詞) singed-root transformationen_US
dc.subject (關鍵詞) triangular testen_US
dc.subject (關鍵詞) Christmas tree adjustmenten_US
dc.title (題名) 有Christmas tree boundaries的序貫實驗後之區間估計改善zh_TW
dc.title (題名) An Improved Confidence Interval for a Sequential Test With Christmas Tree Boundariesen_US
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) Armitage, P. Numerical studies in the sequential estimation of binomial parameter. Biometrika, 45:1-15, 1958.
Chang, M. N. Confidence intervals for a normal mean following a group sequential test. Biometrics, 45:247-254, 1989.
Coad, D. S. and Woodroofe, M. Corrected confidence intervals after sequential testing with applications to survival analysis. Biometrika, 83:763-777, 1996.
Rosner, G. L. and Tsiatis A. A.. Exact confidence limits following group sequential test. Biometrika, 75:723-729, 1988.
Ross, S. Stochastic Process. Second Edition, John Wiley, New York, 1996.
Siegmund, D. Estimation following sequential testing. Biometrika, 65:341-349, 1978.
Siegmund, D. Sequential Analysis. Springer, New York, 1985.
Ting, D. Y. Estimations following sequential comparison of two binomial populations, N.C.C.U. Press, (unpublished), 2000.
Todd, S., Whitehead, J. and Facey. K.M. Point and interval estimation following a sequential clinical trial. Biometrika, 83:165-461, 1996.
Woodroofe, M. Very weak expansions for sequentially designed experiments: linear models. Ann. Statist., 17:1087-1102, 1989.
Woodroofe, M. Estimation after sequential testing: A simple approach for a truncated sequential probability ratio test. Biometrika, 79:347-353, 1992.
Weng, R. C. and Woodroofe, M. Integrable expansions for posterior distributions for multiparameter exponential families with applications to sequential confidence levels. Statistica Sinica, 2000.
Whitehead, J. Large sequential methods with application to the analysis of 2 by 2 contingency tables. Biometrika, 65:351-356, 1978.
Whitehead, J. The Design and Analysis of Sequential Clinical Trials. Second Edition, John Wiley, New York, 1997.		zh_TW