頁籤選單縮合
題名 | Note on Empirical Bayes Procedures for Selecting the Best Population with Conjugate Prior |
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作者姓名(外文) | Huang,Wen-tao; Wu,Jyh-shyang; Lai,Yao-tsung; | 書刊名 | International Journal of Information and Management Sciences |
卷期 | 9:4 1998.12[民87.12] |
頁次 | 頁1-10 |
分類號 | 515.01 |
關鍵詞 | Best population; Multiple criteria; Asymptotic optimality; Empirical bayes rule; |
語文 | 英文(English) |
英文摘要 | Consider k (k≧2) populations whose mean θ and variance σ are all unknown. For given control values θ and σ , we are interested in selecting some population whose mean is the largest in the qualified subset in which each mean is larger than or equal to θ and whose variance is less than or equal to σ . In this paper we focus on the normal populations taking normal-gamma as its conjugate prior. However, the analogous method can be applied for the cases other than normal. A Bayes approach is set up and an empirical Bayes procedure is proposed which has been shown to be asymptotically optimal. |
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