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    Title: 處理失去部分訊息資料問題的準貝氏法
    Quasi-Bayesian methods on the problem with censored data
    Authors: 劉猷銘
    Contributors: 姜志銘
    劉猷銘
    Keywords: 準貝式法
    quasi-Bayes method
    Date: 2001
    Issue Date: 2016-04-15 16:03:02 (UTC+8)
    Abstract: 以貝式方法處理部分區分(partially-classified)失去部分訊息資料的類別抽樣(categorical sampling with censored data)大部分皆建立在“無價值性失去部分訊息的類別資料”(non-informative censored categorical data)與“誠實回答”(truthful reporting)的前提下。Jiang (1995)取消這兩個假設,提出類似Makov & Smith(1977)和Smith & Makov(1978)對混合分配(mixture distribution)所用之準貝式法(quasi-Bayes method)來得到近似解。而本文將討Jiang提出之準貝式法的收斂性,及考慮先驗分配對估計精準度的影響。
    封面頁
    證明書
    致謝詞
    論文摘要
    目錄
    1 簡介
    2 準貝式法
    2.1 多元白努利抽樣
    2.2 準貝式法
    3 準貝式法之收斂性
    3.1 某些先驗分配下的結果
    3.2 收斂性質的模擬
    4 模擬先驗分配對估計精準度之影響
    5 結論
    Reference
    附錄
    附錄1:收斂性質的模擬
    附錄2:情形一到情形七的α、β、u和G
    附錄3:模擬先驗分配對估計精準度之影響
    Reference: Dickey,J.M., Jiang,J.M., and Kadane, J. B. (1987)," Bayesian Methods for Censored Categorical Data," Journal of the American Ststistical Association, 82, 773-781.
    Jiang,T.J.(1995) " Quasi-Bayes Sequential for Categorical Data under Informative Censoring ," Technical report #1995-02, Department of Mathematical Sciences, National Chengchi University.
    Jiang,T.J.,and Dickey,J.M. (2001), "Bayesian Approaches to Categorical Data with Informative Censoring," To be published.
    Makov, U. E., and Smith, A. F. M. (1977), "A Quasi-Bayes Unsupervised Learning Procedures for Priors, " IEEE Trans.Inf.Theory,IT-23,761-764.
    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
    Venter, J. H. (1966) "On Dvroetzky Stochastic Approximation, " Ann. Math. Statist, 37, 1534-1544.
    Description: 碩士
    國立政治大學
    應用數學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#A2002001144
    Data Type: thesis
    Appears in Collections:[Department of Mathematical Sciences] Theses

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