| 研究生: |
張國乾 Chang, Kuo-Chien |
|---|---|
| 論文名稱: |
獨立貝他二元分枝分配之完全整合性質研究 Perfect Aggregation of the Multivariate Distributions Generated from Stochastic Bifurcation Processes Governed by Independent Beta Laws |
| 指導教授: |
翁慈宗
Wong, Tzu-Tsung |
| 學位類別: |
碩士 Master |
| 系所名稱: |
管理學院 - 工業與資訊管理學系 Department of Industrial and Information Management |
| 論文出版年: | 2006 |
| 畢業學年度: | 94 |
| 語文別: | 中文 |
| 論文頁數: | 59 |
| 中文關鍵詞: | 隨機二元分枝過程 、貝氏分析 、完全整合 、獨立貝他二元分枝分配 |
| 外文關鍵詞: | perfect aggregation, Bayesian analysis, stochastic bifurcation processes, independent beta bifurcation distribution |
| 相關次數: | 點閱:89 下載:1 |
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繃散分析在不遺漏資訊的情況下,針對使用者的問題可提供一個可靠性高的參考決策;相對於繃散分析,整合分析只收集整合資料去估計問題的近似值。雖然收集整合資料所需的成本較繃散資料低,但整合分析尚必須付出整合誤差的錯誤成本,若貝氏分析具有完全整合的性質,則整合分析與繃散分析會具有相同的分析結果,因此,完全整合的性質實為降低分析成本的關鍵之一。實務上,定義在「非負」與「總和為一」的單位體之貝氏分析,常以狄氏分配為先驗分配,因為狄氏分配在計算上較為簡單,且具有完全整合的性質。然而,狄氏分配受限於任兩變數必須為負相關的限制,當參數向量存有顯著正相關的因子時,狄氏分配便不適合當成先驗分配。IBB 分配是透過隨機二元分枝過程所產生的多項式分配,且狄氏分配是IBB 分配的一個特例,以IBB 分配為先驗分配的貝氏分析,在計算上較狄氏分配複雜許多,但IBB 分配不限制參數向量任兩變數的正負相關性,此特性讓定義在單位體的貝氏分析在使用上更具彈性。本研究已證實出,IBB 分配在特定的條件之下具有完全整合的性質,並且提出在變數向量的期望值與共變數矩陣已知的情況下IBB 分配的架構方式。
Collecting data for a sufficient statistic is generally much easier and less expensive than
recording the details of the available data. When the posterior distributions of a quantity of interest given the aggregate and disaggregate data are identical, perfect aggregation is said to hold, and in this case the aggregate data is a sufficient statistic for the quantity of interest. The Dirichlet distribution is one of the most popular multivariate distributions defined on unit simplex (i.e., all variables are nonnegative and their sum equals one), because the computation for the moments of the Dirichlet distribution is simple. However, the Dirichlet distribution can be used only when all variables are negatively correlated. When some of the variables are significantly positively correlated, the Dirichlet distribution will be an inappropriate prior for Bayesian analysis. The multivariate distributions generated from stochastic bifurcation processes governed by independent beta laws, which will be called independent beta bifurcation distributions, allow the correlation sign to vary within a row. Hence, independent beta bifurcation distributions are more appropriate for analyzing compositional data. In this thesis, when the quantity of interest is the sum of some parameters in a vector having an independent beta bifurcation distribution, the necessary and sufficient conditions for perfect aggregation are established. The methods by considering the means together with either variances or covariances of variables to construct an independent beta bifurcation distribution are also presented.
中文
洪明君,1999 年,Dirichlet 分配,非短視行為,與演化性賽局,國立政治大學經濟學研究所碩士論文。
郭家菱,2003 年,帶有分型誤差之染病同胞對資料之貝氏調整連鎖分析方法,國立臺灣大學流行病學研究所碩士論文。
西文
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