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几何分布时间序贯检验的贝叶斯推断
引用本文:魏立力.几何分布时间序贯检验的贝叶斯推断[J].应用数学学报,1999,22(1):54-70.
作者姓名:魏立力
作者单位:宁夏大学数学系!银川750021
摘    要:设有统计模型{x,Bx,Pθ},θ∈(0,1),其中Pθ为几何分布:Pθ(X=k)=(1-θ)θ^k-1k=1,2,…。考虑检验问题:θ=θo vs. θ=θ1(0〈θ0〈θ1〈1)本文对一种依次试验的时间序贯样本,给出了上述检验问题的贝叶斯停止判决法则,其中损失函数为试验费用和误判损失之和,贝叶斯停止判决法则由后验概率的两组界(上界和下界)所给出。

关 键 词:贝叶斯推断  时间序贯计划  几何分布  序贯检验

BAYESIAN PROCEDURE IN TIME SEQUENTIAL SAMPLE PLAN OF GEOMETRIC DISTRIBUTION
WEI LILI.BAYESIAN PROCEDURE IN TIME SEQUENTIAL SAMPLE PLAN OF GEOMETRIC DISTRIBUTION[J].Acta Mathematicae Applicatae Sinica,1999,22(1):54-70.
Authors:WEI LILI
Abstract:in the test of the hypothesis problem. for the geometric distribution: P(X=k) =(1-), a Bayesian procedure in time sequential sample plan is proposed in this paper. The loss function is the sum of the cost of the experiment times and the loss due to the wrong decision. In the procedure, two series of limits of posterior probabilities (upper limits and lower limits) of the event {0 =} are given. The Bayesian stopping rule and decision rule are determined by the limits.
Keywords:Bayesian procedure  Geometric distribution  time sequential plan
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