頁籤選單縮合
題 名 | 單因子二次曲線駐點之穩健貝氏分析=Robust Bayesian Analysis for the Stationary Point of a Single Factor Quadratic Model |
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作 者 | 樊采虹; 郭文建; | 書刊名 | 中國統計學報 |
卷 期 | 37:2 1999.06[民88.06] |
頁 次 | 頁129-147 |
分類號 | 319.5 |
關鍵詞 | 貝氏估計; 後驗平均值; 後驗方差; 貝氏穩健性; 重點抽樣; Bayes estimates; Posterior means; Posterior variance; Bayesian robustness; Importance sampling; |
語 文 | 中文(Chinese) |
中文摘要 | 本文考慮以不同的先驗分佈,對單因子二次曲線模型中控制變數之駐點 (stationary point) 做貝氏估計,經由其對應之後驗平均值及後驗方差的變化來探討貝氏穏健性的問題,並以重點抽樣法 (importance sampling ) 解決計算上的問題。同時將結果以圖形展示,以俾提供對此模型有興趣的使用者一些簡便的貝氏結論,亦即具備所謂的貝氏資訊傳遞 (Bayesian communication ) 功用。 |
英文摘要 | Bayesian estimations of the stationary point in a single factor quadratic model with different prior distributions are considered. Robustness analyses are discussed by examining the sensitivities of the posterior means and posterior variances due to the prior changes. We use importance sampling to handle the computational difficulties over ranges of prior parameters. The results are shown via graphical displays which provides useful information as Bayesian communication. |
本系統中英文摘要資訊取自各篇刊載內容。