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简单半序约束下多个正态总体分布参数的Bayes估计与等值检验

Bayesian Parameter Estimation and Testing of Parameters from Normal Populations under Semi-order Restrictions
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摘要 运用Bayes方法讨论多个正态总体均值与标准差比在简单半序约束下的估计问题及如下等值检验问题:H0:μ1=…=μkv.s.H1:μ1≤…≤μk,μ1<μk,并用Gibbs抽样和Metropolis-Hastings方法给出了上述问题的数值模拟. The authors developed a procedure for estimator of ratios of means to standard deviations from normal populations under semi-order restriction using Bayes method, and considered the testing for the equality of proportions. Ho：μ1=…=μkv.s.H1：μ1≤…≤μk,μ1〈μk. Finally, simulation results were given by Gibbs sampling and Metropolis-Hastings method.
作者 史海芳 姬永刚
机构地区 吉林大学数学研究所 中国民航大学理学院
出处 《吉林大学学报（理学版）》 CAS CSCD 北大核心 2013年第1期1-8,共8页 Journal of Jilin University:Science Edition
基金 国家自然科学基金(批准号:J1030101)
关键词 半序约束 正态分布 BAYES估计 GIBBS抽样 Metropolis—Hastings方法 semi-order restriction normal distribution Bayes estimation Gibbs sampling Metropolis-Hastings method
分类号 O212.1 [理学—概率论与数理统计]
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参考文献10

  • 1Robertson T,Wright F T,Dykstra R L. Order Restricted Statistical Inference[M].New Jersey:John Wiley & Sons Inc,1988.
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二级参考文献5

  • 1Tsui, K.W. and Weerahandi, S., Generalized p values in significance testing of hypotheses in the presence of nuisance parameters, Journal of the American Statistical Association, 84(1989), 602-607.
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吉林大学学报（理学版）
2013年 第1期

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