J4 ›› 2013, Vol. 51 ›› Issue (01): 1-8.

• 数学 •    下一篇

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

史海芳1,2, 姬永刚2   

  1. 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
  • 收稿日期:2012-06-15 出版日期:2013-01-26 发布日期:2013-01-31
  • 通讯作者: 史海芳 E-mail:shihf07@mails.jlu.edu.cn

Bayesian Parameter Estimation and Testing of |Parametersfrom Normal Populations under Semiorder Restrictions

SHI Haifang1,2, JI Yonggang2   

  1. 1. Institute of Mathematics, Jilin University, Changchun 130012, China;2. |College of Sciences, Civil Aviation University of China, Tianjin 300300, China
  • Received:2012-06-15 Online:2013-01-26 Published:2013-01-31
  • Contact: SHI Haifang E-mail:shihf07@mails.jlu.edu.cn

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, μ1k, 并用Gibbs抽样和Metropolis-Hastings方法给出了上述问题的数值模拟.

关键词: 半序约束; 正态分布; Bayes估计; Gibbs抽样; MetropolisHastings方法

Abstract:

The authors developed a procedure for estimator of ratios of means to standard deviations from normal populations under semiorder restriction using  Bayes method, and  considered the testing for the equality of proportions: H0: μ1=…=μk v.s. H1: μ1≤…≤μk, μ1k. Finally, simulation results were given by Gibbs sampling and MetropolisHastings method.

Key words: semiorder restriction, normal distribution, Bayes estimation, Gibbs sampling, MetropolisHastings method

中图分类号: 

  • O212.1