中国空间科学技术

中国空间科学技术

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Behrens-Fisher问题的信赖与贝叶斯精确区间估计

周源泉;李宝盛;   

  1. 北京强度环境研究所,北京航天动力研究所 北京100076,北京100076
  • 发布日期:2007-08-25

Exact Fiducial and Bayesian Interval Estimation of Behrens-Fisher's Problem

Zhou Yuanquan(Beijing Institute of Structure and Environment Engineering,Beijing 100076)Li Baosheng(Beijing Aerospace Propulsion Institute,Beijing 100076)   

  • Online:2007-08-25

被引次数

2

摘要： 两正态总体均值与标准差均未知时的均值差的区间估计问题,称为Behrens-Fisher问题。给出了问题的共轭型先验与无信息先验下的Bayes精确区间估计及其计算方法,并指出可信水平为γ时无信息先验的Bayes精确区间估计与Fisher的Fiducial水平为γ的Fiducial精确区间估计在数值上一致。将Welch&Aspin近似与无信息先验的Bayes精确区间估计作比较,结果显示此近似一般偏冒进,故对重要的工程问题建议使用Bayes(或Fiducial)精确区间估计。

关键词: Behrens-Fisher问题, Bayes限, 共轭型先验, 无信息先验, Fiducial限

Abstract: The interval estimation of the difference of two sample's mean in normal populations has been studied.The exact fiducial and the exact Bayesian interval estimation,taking conjugate and noinformative prior,of Behrens-Fisher problem are presented.The computation method is discussed and illustrated.