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| 研究生： |
林炳良 |
|---|---|
| 論文名稱： |
有Christmas tree boundaries的序貫實驗後之區間估計改善 An Improved Confidence Interval for a Sequential Test With Christmas Tree Boundaries |
| 指導教授： | 翁久幸 |
| 學位類別： |
碩士
Master |
| 系所名稱： |
商學院 - 統計學系 Department of Statistics |
| 論文出版年： | 2001 |
| 畢業學年度： | 89 |
| 語文別： | 英文 |
| 論文頁數： | 28 |
| 外文關鍵詞： | singed-root transformation, triangular test, Christmas tree adjustment |
| 相關次數： | 點閱：205 下載：40 |
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The goal of this thesis is to derive an accurate confidence interval after a sequential test with Christmas tree boundaries. We shall begin with an approximate pivot based on signed-root transformation, then apply the procedure of Weng and Woodroofe [2000] to derive an improved confidence interval. Accuracy of the theoretical result is investigated by simulations.
封面頁
證明書
致謝詞
論文摘要
目錄
表目錄
圖目錄
1. Introduction
2. The Binary Responses Case
2.1 The Sequential Background
2.2 The Model
2.3 Two-Treatment Case
2.4 Three-Treatment Case
3. Simulation Results
3.1 Simulated Size and Power With or Without Christmas Tree adjustment
3.2 Simulations for Two-Treatment Case
3.3 Confidence interval for Log-Odds-Ratio
3.4 Simulations for Three-Treatment Case
4. Discussions
5. References
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Woodroofe, M. Very weak expansions for sequentially designed experiments: linear models. Ann. Statist., 17:1087-1102, 1989.
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Weng, R. C. and Woodroofe, M. Integrable expansions for posterior distributions for multiparameter exponential families with applications to sequential confidence levels. Statistica Sinica, 2000.
Whitehead, J. Large sequential methods with application to the analysis of 2 by 2 contingency tables. Biometrika, 65:351-356, 1978.
Whitehead, J. The Design and Analysis of Sequential Clinical Trials. Second Edition, John Wiley, New York, 1997.