Empirical Bayes Procedures for Selecting the Best Population with Multiple Criteria Based on reliability
碩士 === 真理大學 === 財務與精算學系碩士班 === 106 === Consider k(k≥2) populations whose meanθ_i, varianceσ_i^2 and survival rateR_i(T_0),i=1,...,k,are all unknown. For two given control values R_0 and σ_0^2, we are interested in selecting some populations whose survival rate is the largest in the qualified subset...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/x86865 |
| Summary: | 碩士 === 真理大學 === 財務與精算學系碩士班 === 106 === Consider k(k≥2) populations whose meanθ_i, varianceσ_i^2 and survival rateR_i(T_0),i=1,...,k,are all unknown. For two given control values R_0 and σ_0^2, we are interested in selecting some populations whose survival rate is the largest in the qualified subset in which each population variance is no larger than σ_0^2 and survival rate is no less than R_0. In this paper, under a Bayes framework, we focus on the normally distributed populations taking normal conjugate prior. A Bayes approach is set up and an empirical Bayes procedure is proposed which has been shown to be asymptotically optimal. A simulation study is carried out for the performance of the proposed procedure and it is found satisfactory.
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