具有d风险限制的二项概率估计

IF 0.1 Q4 MATHEMATICS, APPLIED
R. Salimov, I. Kareev
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引用次数: 0

摘要

在贝叶斯范式的框架下,从最优估计问题的意义上考虑了不合格产品比例评估的标准问题。这个问题被简化为评估一个二项式方案的成功概率,该方案具有一个适用于先验贝塔分布的二次损失函数。与经典的参数估计方法不同,我们使用d -后验方法来构造统计保证解。构造了具有一致最小d风险的估计和贝叶斯估计。最后一个是设计一个d保证的顺序“首次交叉”过程所必需的。序贯程序导致产品批次检验量的显著减少。在这方面,规划测试量以保证对d -风险的给定限制的任务得到了解决。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Binomial Probability Estimates with Restrictions on Their d-Risks
The standard problem of assessing the proportion of substandard products was considered in the framework of the Bayesian paradigm in the sense of the problem of optimal estimation. This problem was reduced to assessing the probability of success in a binomial scheme with a quadratic loss function for which a prior beta distribution applies. Unlike the classical approach to parameter estimation, we used the d -posterior approach to construct statistical guarantee solutions. Estimates with the uniformly minimal d -risk and the Bayesian estimate are constructed. The last one is necessary for designing a d -guaranteed sequential “first crossing” procedure. The sequential procedure leads to significant reduction of the inspection volume of products batch. In this regard, the task of planning the volume of tests that guarantees a given restriction on d -risk was solved.
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来源期刊
CiteScore
0.60
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审稿时长
17 weeks
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