| Summary: | 碩士 === 淡江大學 === 數學研究所 === 70 ===
Let M1(x) and M2(x) be respectively two unknown regbression functions (response function with levelx). Three kinds of problems are considered.
(1) For given α, let θ1, and θ2 be respectively the unique root of M1 and M2, I.e. M1(θ1)=M2(θ2)=α. By taking samples, we want to decideθ1≧θ2 or θ1<θ2.
(2) For given α, we propose an algorithm to find a confidence interval for θ, with a prefixed confidence probability, where M1(θ)=α.
(3) Assume a unique θ such that M1(θ) attains its maximum, we propose an algorithm to find a confidence interval for θ with a prefixed confidence probability.
By using computer, some Monte Carlo Studies are made for the proposed algorithm.
|
|---|
