| 简单半序约束下多个正态总体分布参数的Bayes估计与等值检验 |
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| 引用本文： | 史海芳,姬永刚.简单半序约束下多个正态总体分布参数的Bayes估计与等值检验[J].吉林大学学报(理学版),2013,51(1):1-8. |
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| 作者姓名： | 史海芳 姬永刚 |
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| 作者单位： | 1. 吉林大学 数学研究所, 长春 130012,2. 中国民航大学 理学院, 天津 300300 |
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| 基金项目： | 国家自然科学基金(批准号:J1030101) |
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| 摘 要： | 运用Bayes方法讨论多个正态总体均值与标准差比在简单半序约束下的估计问题及如下等值检验问题： H0: μ1=…=μk v.s. H1: μ1≤…≤μk, μ1<μk, 并用Gibbs抽样和Metropolis-Hastings方法给出了上述问题的数值模拟.
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| 关 键 词： | 半序约束 正态分布 Bayes估计 Gibbs抽样 Metropolis Hastings方法 |
| 收稿时间： | 2012-06-15 |
Bayesian Parameter Estimation and Testing of Parameters from Normal Populations under Semi-order Restrictions |
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| SHI Hai-fang,JI Yong-gang.Bayesian Parameter Estimation and Testing of Parameters from Normal Populations under Semi-order Restrictions[J].Journal of Jilin University: Sci Ed,2013,51(1):1-8. |
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| Authors: | SHI Hai-fang JI Yong-gang |
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| Institution: | 1. Institute of Mathematics, Jilin University, Changchun 130012, China;2. |College of Sciences, Civil Aviation University of China, Tianjin 300300, China |
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| Abstract: | The authors developed a procedure for estimator of ratios of means to standard deviations from normal populations under semi order restriction usingBayes method, and considered the testing for the equality of proportions: H0: μ1=…=μk v.s. H1:μ1≤…≤μk, μ1<μk. Finally, simulation results were given by Gibbs sampling and Metropolis Hastings method. |
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| Keywords: | semi order restriction normal distribution Bayes estimation Gibbs sampling MetropolisHastings method |
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