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    政大機構典藏 > 商學院 > 統計學系 > 期刊論文 >  Item 140.119/18217
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/18217


    Title: Integrable expansions for posterior distributions for multiparameter exponential confidence levels
    Authors: 翁久幸;Michael Woodroofe
    Weng, Ruby C.;Michael Woodroofe
    Keywords: Asymptotic expansions;multiparameter exponential family;sequential confidence levels;Stein's Identity;veryweak expansion
    Date: 2000
    Issue Date: 2008-12-19 14:56:15 (UTC+8)
    Abstract: Integrable expansions for posterior distributions are obtained for sequential samples from a multiparameter exponential family. A data dependent transformation is used to convert the likelihood function to the form of a standard multivariate normal density. Then a version of Stein's Identity is applied. This leaves an expression from which an asymptotic expansion is easily obtained. The results are applied to find confidence intervals for the ratio of two Poisson means after a sequential test and compare well with simulations.
    Relation: Statistica Sinica, 10(3), 693-713
    Data Type: article
    Appears in Collections:[統計學系] 期刊論文

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