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研究生: 沈駿壹
Shen, Jiun-Yi
論文名稱: 在區間資料下,參數模式之參數估計
Estimation in parametric model under interval data
指導教授: 陳重弘
Chen, Chong-Hong
學位類別: 碩士
Master
系所名稱: 理學院 - 數學系應用數學碩博士班
Department of Mathematics
論文出版年: 2002
畢業學年度: 90
語文別: 中文
論文頁數: 33
中文關鍵詞: 韋伯分配動差估計法區間資料指數分配
外文關鍵詞: interval data, exponential distribution, Weibull distribution, method of moment estimation
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  • 在存活分析中,觀察到的數據資料常是一個區間而不是一個點。例如血有病患者輸到不潔的血液後在六個月後檢查並無HIV,但在一年後檢查卻有,所以很顯然對這個病人而言HIV 的潛伏期應在六個月到一年之間,亦即時間區間為(6,12)。諸如此類的觀察值便稱做區間資料。
    本篇論文考慮在參數型態下,以動差估計法的觀點發展一個近似估計法來估計參數,然後應用在指數分配及韋伯分配。並經由模擬和實例子與Dain(1995)的幾種估計方法做比較。

    In survival data analysis , exact event times are sometimes not ascertainable. For example , an hemophiliac has received contaminated blood with
    HIV . After six months , his blood test shows HIV negative , but HIV positive after one year . Therefore , the observation of HIV incubation is (6,12] . This kind of observation is called interval data.
    The purpose of this thesis is to propose an approximation mehod by the idea of method of moment estimation .We apply it to the exponential distribution and the Weibull distribution .We also compare it with the methods using in Dain(1995) via simulation and example.

    1 緒論 1 2 估計方法2 2.1 中點近似估計法(簡稱MID) 2 2.2 極大概似估計法(簡稱MLE) 2 2.3 EM近似估計法 (簡稱EM) 3 2.3.1 EM Algorithm 3 2.3.2 將EM套用在區間資料的一般式 3 2.4 動差近似估計法(簡稱MME) 4 2.4.1點資料型態下的動差估計法 4 2.4.2 區間資料型態下的動差估計法 4 3 指數分配時之估計 6 3.1 中點近似估計法 6 3.2 極大概似估計法 6 3.2.1 一般式 6 3.2.2 特例 7 3.3 EM近似估計法 8 3.3.1 EM近似估計法 8 3.3.2 極大概似估計法與EM近似估計法之關係 9 3.4 動差近似估計法 9 3.5 實際例子 10 3.6 模擬 10 3.6.1 模擬設計 10 3.6.2 模擬結果 11 4 韋伯分配時之估計 12 4.1 中點近似估計法 13 4.2 極大概似估計法 13 4.3 EM近似估計法 15 4.3.1 EM近似估計法 15 4.3.2 極大概似估計法與EM近似估計法之關係 17 4.4 動差近似估計法 17 4.5 實際例子 18 4.6 模擬 18 4.6.1 模擬設計 18 4.6.2 模擬結果 18 5結論 21 附錄 23 參考文獻 32

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