| Behrens-Fisher问题的信赖与贝叶斯精确区间估计 |
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| 引用本文： | 周源泉,李宝盛.Behrens-Fisher问题的信赖与贝叶斯精确区间估计[J].中国空间科学技术,2007,27(4):53-56,65. |
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| 作者姓名： | 周源泉 李宝盛 |
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| 作者单位： | 1. 北京强度环境研究所,北京,100076
2. 北京航天动力研究所,北京,100076 |
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| 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y时无信息先验的Bayes精确区间估计与Fisher的Fiducial水平为y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。
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| 关 键 词： | Behrens-Fisher问题 Bayes限 共轭型先验 无信息先验 Fiducial限 |
| 修稿时间： | 2006-09-182006-12-14 |
Exact Fiducial and Bayesian Interval Estimation of Behrens-Fisher's Problem |
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| Zhou Yuanquan,Li Baosheng.Exact Fiducial and Bayesian Interval Estimation of Behrens-Fisher''''s Problem[J].Chinese Space Science and Technology,2007,27(4):53-56,65. |
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| Authors: | Zhou Yuanquan Li Baosheng |
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| Institution: | Beijing Institute of Structure and Environment Engineering, Beijing 100076;Beijing Aerospace Propulsion Institute, Beijing 100076 |
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| 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. |
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| Keywords: | Behrens-Fisher's problem Bayesian limits Conjugate prior No informative prior Fiducial limits |
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