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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/87532


    Title: The Influence of Variance in Two-Armed Bandit Problems
    Authors: 黃秋霖
    Huang, Qiu-Lin
    Contributors: 余清祥
    Yu, Qing-Xiang
    黃秋霖
    Huang, Qiu-Lin
    Keywords: Two-armed bandit問題
    治療法
    策略
    效用函數
    變異因子
    Date: 1995
    Issue Date: 2016-04-28 15:06:28 (UTC+8)
    Abstract: 本論文主要是發掘變異數在Two-armed Bandit問題中的影響。在文中我們假設兩種治療法的成功率分別是θ1和θ2，且以π1~Beta(cα,cβ)和π2~Beta(α,β)為其驗前機率分配。此外，我們假設所有病人數(N)已知。
    The focus of the report is to find the influence of variance in Two-armed Bandit problems. In this report, we consider the case when the success probabilities of the two treatmentsθ1,θ2 haveπ1~Beta(cα,cβ) andπ2~Beta(α,β) as their priors, and the total number of patients, N is known.
    Reference: [1] Apostal, T. M. (1975) Mathematical analysis. Addison- Wesley.
    [2] Berry, D. A. and Fristedt, B. (1985) Bandit problems - Sequential allocation of experiments, Ch.apm.an and Hall.
    [3] Berry, D. A. and Pearson, L. (1984) Optimal design for two-stage clinical trials with dichotomous responses. Unit. of Minnesota Tech.. Rep.
    [4] Canner, P. L. (1970). Selecting one of the two treatments when the responses are dichotomous, J.A.S.A. , 65, 293-306.
    [5] Chernoff, H. and Ray, S. N. (1965). A bayes sequential sampling inspection plan. Ann. Math.. Statist. 36, 1387-1407.
    [6] Clayton, M. K. and ` Witmer, J. A. (1988) Two-stage bandit , Annals of Stat. Vo1.16 , No.2, 887-894.
    [7] Colton, T. (1963) A model for selecting one of two medical treatment. J.A.S.A. , 58, 388-400.
    [8] Cornfield, J., Halperin, M. , and Greenhouse, S.W. (1969). An adaptive procedure for sequential clinical trials. 1. A.S.A, 64, 759- 770.
    [9] Eick, S. G. (1988) The two-armed bandit with delayed responses, Annals of Stat, Vol.l6, No.2: 254-264.
    [10] Eick, S. G. (1988) Gittins procedures for bandits with delayed responses: J.R.S.S. , Soc. B , 50, No.1, 125-132 .
    [11] Petkau, A. J. (1978) Sequential medical trials for comparing an experimental with a standard treatment. 1. Am.er. Statist. Assoc, 73, 328-338.
    [12] Witmer, J. A. (1983) Bayesian multistage decision problems, Ph. D. Thesis.
    [13] Witmer , J. A. (1986) Bayesian multistage decision problems, Annals of Stat., Vol. 14, No. 1. 283-297.
    Description: 碩士
    國立政治大學
    統計學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002003013
    Data Type: thesis
    Appears in Collections:[Department of Statistics] Theses

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