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題名:有煩擾參數情況下輔助統計量之研究
書刊名:中國統計學報
作者:許文郁
出版日期:1991
卷期:29:1
頁次:頁27-36
主題關鍵詞:參數統計量輔助
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
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  • 點閱點閱:35
如何消去煩擾參數是一個統計推論中重要的問題,利用輔助統計量的條件分佈是方法之一。關對「輔助」(ancillarity) 這一概念,Andersen (1970)和Basawa (1981),曾分別提出不同的定義,Liang (1983) 証明,若考慮的分佈屬於指數函數族,當二定義等價。本文主要工作是指出該二定義等價之充分條件,該條件涵蓋至廣,指數函數族僅為其中一例;文末並討論它們與「F-訊息」間之關係。
Eliminating nuisance parameters from the likelihood function so that inference can be made about the parameters of interest is an important problem in statistics. Conditioning on an ancillary statistic is ol1e of the methods of parametric reduction. Andersen (1970)and Basawa (1981) suggested different conceptsof ancillarity. Liang (1983) showed that they are equivalent for exponential families of distributions. This paper investigates relationship between them in general situation. The relation to F -information is also discussed.
期刊論文
1.Andersen, Erling Bernhard(1970)。Asymptotic Properties of Conditional Maximum-Likelihood Estimators。Journal of the Royal Statistical Society. Series B (Methodological),32(2),283-301。  new window
2.Barndorff-Nielsen, O.(1973)。On M-Ancillarity。Biometrika,60(3),447-455。  new window
3.Basawa, I. V.(1981)。Efficiency of Conditional Maximum Likelihood Estimators and Confidence Limits for Mixtures of Exponential Families。Bioinctrika,68(2),515-523。  new window
4.Basu, Debabrata(1977)。On the Elimination of Nuisance Parameters。Journal of the American Statistical Association,72(358),355-366。  new window
5.Efron, Bradley(1977)。The Efficiency of Cox's Likelihood Function for Censored Data。Journal of the American Statistical Association,72(359),557-565。  new window
6.Liang, Kung-Yee(1983)。On Information and Ancillarity in the Presence of a Nuisance Parameter。Biometrika,70(3),607-612。  new window
7.Kalbfieisch, John D.、Sprott, D. A.(1970)。Application of Likelihood Methods to Models Involving Large Numbers of Parameters。Journal of the Royal Statistical Society. Series B (Methodological),32(2),175-208。  new window
8.Sandved, E.(1967)。A principle for conditioning on an ancillary statistic。Skand. Aktuar,50,38-47。  new window
9.Sverdrup, E.(1966)。The Present State of the Decision Theory and the Neyman-Pearson Theory。Revue de l'Institut International de Statistique / Review of the International Statistical Institute,34(3),309-333。  new window
圖書
1.Andersen, E. B.(1973)。Conditional Inference and Models for Measuring。Copenhagen:Mentalhygiejnisk Forlag。  new window
2.Cox, D. R.、Hinkley, D. V.(1974)。Theoretical Statistics。Chapman and Hall。  new window
3.Fisher, R. A.(1956)。Statistical Methods and Scientific。Edinburgh:Oliver and Boyd。  new window
 
 
 
 
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