| 研究生: |
劉士榮 Liu, Shi Rong |
|---|---|
| 論文名稱: |
對失去部分訊息而有價值的類別資料的貝氏方法之探討 A study on Bayesian methods for categorical data under informative censoring |
| 指導教授: |
姜志銘
Jiang, Zhi Ming |
| 學位類別: |
碩士
Master |
| 系所名稱: |
理學院 - 應用數學系 Department of Mathematical Sciences |
| 論文出版年: | 1996 |
| 畢業學年度: | 84 |
| 語文別: | 中文 |
| 論文頁數: | 38 |
| 相關次數: | 點閱:138 下載:0 |
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以貝氏方法處理部分區分(partially-classified)失去部分訊息資料的類別抽樣(categorical sampling with censored data)的研究已行之有年,但大部分都在“失去部分訊息但無價值性”(non-informative censoring)以及“誠實回答”(truthful reporting)的前提下。Thomas J. Jiang取消以上二個限制,於1995年提quasi-Bayes method來近似這類問題的貝氏解。而Paulino and Pereira亦於1995年提出另一方法求得貝氏解。本文重點在於比較此二種方法,亦探討Thomas J. Jiang之quasi-Bayes method之收斂性。
Bayesian treatments of categorical sampling with censored (partially-classified)data have been subjected to research for decades, but most of these researches focused on the analysis of categorical date under non-informative censoring and truthful reporting Thomas J. Jiang dropped these assumptions and proposed quasi-Bayes method to approximate a coherent Bayes solution in 1995. Paulino and Pereira also proposed another method to get Bayes solution In the paper, we shall compare these two methods and study the convergence of quasi-Bayes method..........
1.簡介……….2
2.Two Bayesian approaches……….3
2.1qausi-Bayes method..........3
2.2Paulino and Pereira’s approach..........9
3.quasi-Bayes method之模擬結果..........14
4.Quasi-Bayes method與Paulino and Pereira’s method之比較..........25
5.結論..........31
Reference..........32
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345-362.
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Censored Categorical Data," Journal of the American Statistical Association, 82,
773-781.
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Multiple Hypergeometric Function R for Bayesian Applications," Jornal of
Computation and Graphical Statistics. 1,231-251.
Jiang, T. J., (1995). " Quasi-Bayes Sequential Method for Categorical Data Under
Informative Censoring," Technical Report, To be submitted for Publication.
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Procedures for Priors," IEEE Trans. In! Theory, IT-23, 761-764.
Paulino, C. D. M. (1991), " Analysis of Incomplete Categorical Data : A Survey of the Conditional Maximum Likelihood and Weighted Least Squares Approaches,"
Brazilian J. Prob. Statist. 5, 1-42.
Paulino, C. D. M., and Pereira, C. A. B. (1992), " Bayesian Analysis of Categorical
Data Informatively Censored," Commun. Statist. A 21,2689-705.
Paulino, C. D. M., and Pereira, C. A. B. (1995), “Bayesian Methods for Categorical
Data Under Informative General Censoring," Biometrika, 82, 2, pp. 439-46.
Smith, A. F. M., and Makov, U. E. (1978), " A Quasi-Bayes Sequential Procedure for
Mixture," Journal of the Royal Statistical Society, Ser. B. 40, 106-112.
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