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    题名: 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
    作者: 林炳良
    贡献者: 翁久幸
    林炳良
    关键词: singed-root transformation
    triangular test
    Christmas tree adjustment
    日期: 2001
    上传时间: 2016-04-15 16:09:51 (UTC+8)
    摘要: 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.
    參考文獻: Armitage, P. Numerical studies in the sequential estimation of binomial parameter. Biometrika, 45:1-15, 1958.
    Chang, M. N. Confidence intervals for a normal mean following a group sequential test. Biometrics, 45:247-254, 1989.
    Coad, D. S. and Woodroofe, M. Corrected confidence intervals after sequential testing with applications to survival analysis. Biometrika, 83:763-777, 1996.
    Rosner, G. L. and Tsiatis A. A.. Exact confidence limits following group sequential test. Biometrika, 75:723-729, 1988.
    Ross, S. Stochastic Process. Second Edition, John Wiley, New York, 1996.
    Siegmund, D. Estimation following sequential testing. Biometrika, 65:341-349, 1978.
    Siegmund, D. Sequential Analysis. Springer, New York, 1985.
    Ting, D. Y. Estimations following sequential comparison of two binomial populations, N.C.C.U. Press, (unpublished), 2000.
    Todd, S., Whitehead, J. and Facey. K.M. Point and interval estimation following a sequential clinical trial. Biometrika, 83:165-461, 1996.
    Woodroofe, M. Very weak expansions for sequentially designed experiments: linear models. Ann. Statist., 17:1087-1102, 1989.
    Woodroofe, M. Estimation after sequential testing: A simple approach for a truncated sequential probability ratio test. Biometrika, 79:347-353, 1992.
    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.
    描述: 碩士
    國立政治大學
    統計學系
    88354007
    資料來源: http://thesis.lib.nccu.edu.tw/record/#A2002001342
    数据类型: thesis
    显示于类别:[統計學系] 學位論文

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