| 指数分布异常数据检验的Bayes方法 |
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| 引用本文： | 肖浩,刘次华,董锐,黄丽琨.指数分布异常数据检验的Bayes方法[J].华中科技大学学报(自然科学版),2004,32(8):92-94. |
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| 作者姓名： | 肖浩 刘次华 董锐 黄丽琨 |
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| 作者单位： | 华中科技大学,数学系,湖北,武汉,430074 |
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| 基金项目： | 国家自然科学基金资助项目 (70 2 71 0 6 9) |
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| 摘 要： | 研究了指数分布场合异常数据的检验问题，提出了无信息先验分布下的Bayes检验方法．利用分布参数的先验分布严格推导出新的检验统计量及其后验分布函数．实例和蒙特卡罗模拟表明了方法是可行的，适用于同时含有异常大、异常小数据的情形，并能够避免遭受屏蔽效应．
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| 关 键 词： | 异常数据 指数分布 Bayes方法 先验分布 数据检验 |
| 文章编号： | 1671-4512(2004)08-0092-03 |
| 修稿时间： | 2003年11月27 |
Test of outliers by Bayesian |
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| Xiao Hao Postgraduate, Dept. of Mathematics,Huazhong Univ. of Sci. & Tech.,Wuhan ,China. Liu Cihua Dong Rui Huang Likun.Test of outliers by Bayesian[J].JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE,2004,32(8):92-94. |
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| Authors: | Xiao Hao Postgraduate Dept of Mathematics Huazhong Univ of Sci & Tech Wuhan China Liu Cihua Dong Rui Huang Likun |
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| Institution: | Xiao Hao Postgraduate, Dept. of Mathematics,Huazhong Univ. of Sci. & Tech.,Wuhan 430074,China. Liu Cihua Dong Rui Huang Likun |
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| Abstract: | The paper studied the traditional tests of an exponential sample and presented a Bayesian test based on the noninformative prior distribution. By using prior distribution of the distributional parameter, test statistics and their post distributional functions were derived from the strict deduction. The example and Monte carlo simulation experiments showed its effectiveness. The test was suitable for the data including upper and lower outliers and could avoid the masking effect of the data. |
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| Keywords: | outliers exponential distribution Bayesian method prior distribution |
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