A Few Discussion of Samples,a Prior Information and Bayesian Statistical Decision

ZHANG Xiang-ping; ZHANG Jin-huai; XIE Hong-wei

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A Few Discussion of Samples,a Prior Information and Bayesian Statistical Decision

更新时间：2025-07-16

- A Few Discussion of Samples,a Prior Information and Bayesian Statistical Decision
- Acta Electronica Sinica Vol. 31, Issue 4, Pages: 536-538(2003)
- 作者机构：
  
  国防科学技术大学机电工程与自动化学院,长沙,410073
- 作者简介：
- 基金信息：
- DOI：
  CLC： O212.8
- Published：2003
- 稿件说明：
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ZHANG Xiang-ping, ZHANG Jin-huai, XIE Hong-wei. A Few Discussion of Samples,a Prior Information and Bayesian Statistical Decision[J]. Acta Electronica Sinica, 2003, 31(4): 536-538.
DOI：

ZHANG Xiang-ping, ZHANG Jin-huai, XIE Hong-wei. A Few Discussion of Samples,a Prior Information and Bayesian Statistical Decision[J]. Acta Electronica Sinica, 2003, 31(4): 536-538. DOI：

摘要

针对工程实际中所普遍存在的小子样问题

分析验前信息和样本容量大小对Bayes决策的影响.将验前费用和试验费用引入到损失函数中

研究样本容量大小、验前信息以及Bayes决策风险三者之间的关系.并在给定决策风险上限和总费用的条件下

理论上推导样本容量大小、验前信息的可信度、总费用以及Bayes决策风险关系式

从而为小子样条件下

找到验前信息可信度的保证下限提供了理论依据.

Abstract

Considering the problem of small samples in engineering

we analyze the effect of

a priori

information credibility and samples in Bayesian statistical decision.The relation of samples

a priori

information and Bayesian statistical decision adventure is studied by introducing

a priori

cost and testing into the Bayesian loss function.Under the condition of given the decision adventure limitation and total cost

two relation formula about samples

a priori

information credibility

total cost and Bayesian statistical decision adventure have been deduced on theory.Therefore

under the condition of small samples

a kind of theorical method to find the bottomline of

a priori

information credibility is presented.

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