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研究生: 簡純良
Liang-Chian Chun
論文名稱: 對稱分佈族的位置參數之貝氏區間估計
Bayesian Interval Estimations of Location Parameters of Symmetric Distributions
指導教授: 鄭松壽
Sung-Shou Cheng
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: 88
語文別: 中文
論文頁數: 35
中文關鍵詞: 調整最大概似估計量貝氏有序統計量
外文關鍵詞: MMLE, Bayesian, order statistics
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  • 第一章 緒言 ……………………………………….……………1 第二章 H.P.D.區間估計 …………………………….…………3 第一節 調整最大概似估計量及其漸近分配 ………..……….3 第二節 單一樣本的推論 ……………………………..……….7 2.1 無訊息先驗分配H.P.D.區間估計 2.2 獨立之常態與反加馬先驗分配H.P.D.區間估計 第三節 兩樣本的比較 …………………………..…………….10 3.1 無訊息先驗分配H.P.D.區間估計 3.2 獨立之常態與反加馬先驗分配H.P.D.區間估計 第三章 模擬研究與比較 …………………………..………….13 第四章 結論 ………………………………..………………….17 附錄 …………………………………………………..………….18 參考文獻 …………………………………………………..…….34

    參考文獻
    Bian, G. & Tiku, M. L. (1997). “Bayesian Inference Based on
    Robust Priors and MML Estimators:Part1, Symmetric
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    Tan, W. Y. & Wong, S. P. (1977). “On Distributions of Sums of
    Squares in Nested Random Effect Models from Mixtures of
    Normal Distributions.” Sankya B 39, 245-257.
    Tiku, M. L. (1980) “Robustness of MML Estimators Based on
    Censored Samples and Robust Test Statistics.” Journal of
    Statistical Planning and Inference 4, 123-143.
    Tiku, M. L. & Kumra, S. (1981). “Expected Values and Variance
    and Covariance of Order Statistics for A Family of Symmetric
    Distributions (student’s t).” Selected Tables in Mathematical
    Statistics Volume 8.
    Tiku, M. L. & Suresh, R. P. (1992). “A new method of estimation
    for location and scale parameters.” Journal of Statistical
    Planning and Inference 30, 281-292.
    Tiku, M. L. & Tan, W. Y. & Balakrishnan, N. (1986). “Robust
    Inference.” Marcel Dekker, New York.
    Vaughan, D. C. (1992). “On The Tiku-Suresh Method of
    Estimation.” Commun. Statist. —Theory Meth., 21(2), 451-469.

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