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| 研究生： |
梁雅琪 Ya-Chi Liang |
|---|---|
| 論文名稱： |
使用貝氏方法改善普瓦松分配參數的信賴區間 IMPROVED CONFIDENCE INTERVALS FOR A POISSON PARAMETER USING THE BAYESIAN METHOD |
| 指導教授： |
呂理裕
Lii-Yuh Leu |
| 口試委員: | |
| 學位類別： |
碩士 Master |
| 系所名稱： |
理學院 - 統計研究所 Graduate Institute of Statistics |
| 畢業學年度： | 91 |
| 語文別： | 中文 |
| 論文頁數： | 26 |
| 中文關鍵詞： | 信賴區間 、貝氏方法 、參數 、普瓦松分配 |
| 外文關鍵詞： | Confidence intervals, Bayesian method, Poisson distribution |
| 相關次數： | 點閱：10 下載：0 |
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當樣本數少時，若使用近似常態法所得之信賴區間往往估計結果不盡理想。因此考慮使用貝氏方法調整，希望可以獲得一個更精確之信賴區間。調整後的貝氏可靠區間不僅其覆蓋機率至少為(1-α)，期望長度也比較短，而且達到均質的改善。
When the sample size is small, the evaluating confidence interval is not good by using asymptotic normal method. We consider that improving confidence intervals by using the Bayesian method to get a best one. The improved Bayes credible interval has that (a) the coverage probability is at least (1-α) (b) the length of the interval is small (c) uniformly improve the confidence interval.
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[2] Clopper, C. J. and Pearson, E. S. (1934). “The use of confidence or fiducial limits illustrated in the case of the binomial,” Biometrika, 26, 404-413.
[3] Crow, E.L., and Gardner, R.S. (1959). “Confidence intervals for the expectation of a Poisson variable,” Biometrika, 46, 441-453.
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[6] Wang- Shu Lu (2000). “Improved Confidence Intervals for a Binomial Parameter using the Bayesian Method,” Commun.Statist.-Theory Meth., 29, 2835-2847.
[7] George Casella and Roger L. Berger(2002). “STATISTICAL INFERENCE,” Wadsworth Publishling Company Belmont, California
