簡易檢索 / 詳目顯示

研究生: 蔡明達
tsai, ming-ta
論文名稱: 岡帕氏雙參數之近似區域估計
指導教授: 陳重弘
chen, chung-hung
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: 2004
畢業學年度: 92
語文別: 中文
論文頁數: 38
中文關鍵詞: 岡帕氏分配完全資料型-Ⅱ右邊單一設限概似比檢定法
外文關鍵詞: gompertz distribution, complete data, type-Ⅱ singlely right censored data, likelihood ratio test
相關次數: 點閱:59下載:1
分享至:
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報
  •   我們往往會對於一個來自某分配的資料作參數的估計,以利作統計決策.而在做參數區間估計的時候,我們總是希望這區間能越小越好.在本文中,我們對岡帕氏分配在完全資料型態和型-Ⅱ右邊單一設限型態去做討論,可顯見概似比檢定近似法所求出來的信賴區域會比確切法來的小很多,不過概似比檢定近似法則須較大的樣本數.在樣本數大小和信賴區域大小之間該如何的取捨,讓統計決策者可以根據自身的條件去權衡考量.

      We tend to form an estimate of the data from a certain distribution in order to make statistic decision, and when estimating confidence region
    of parameters, we hope that this region can be as little as possible. In the study, for the discussion of gompertz distribution in complete data and type II singly right censored data, it is clear that the trusted section confidence region from likelihood ratio test approximation is much smaller than that from exact, but likelihood ratio test approximation needs the bigger sampling. How to make an option between the size of sampling and trusted section confidence region offers a chance for the statistical decision-makers to measure and consider according to their own condition.

    1 緒論......................................5 2 型-Ⅱ逐次設限及其性質.....................7 2.1型-Ⅱ逐次設限樣本.....................7 2.2參數為1的指數分配之型-Ⅱ逐次設限樣本..8 2.3岡帕氏分配之型-Ⅱ逐次設限樣本.........8 3 完全資料的參數估計.......................10 3.1 點估計..............................10 3.2 確切的信賴區域......................13 3.3 概似比檢定法的近似信賴區域..........16 3.4 橢圓近似法的信賴區域................18 4 型-Ⅱ右邊單一設限資料的參數估計..........22 4.1 點估計..............................22 4.2 確切的信賴區域......................25 4.3 概似比檢定法的近似信賴區域..........27 5 模擬與結果...............................29 6 結論.....................................34 7 參考文獻.................................37 8 附錄.....................................39

    Anton, Howard(1987). Elementary Linear Algebra, John Wiley and Sons, New
    York.
    Arnold, Barry C and Shavelle, Robert M (1998). Joint confidence sets for the mean
    and variance of a normal distribution, The American Statistician,Vol.52,
    No.2, 133-140.
    Balakrishnan, N. and Basu, Asit P. (1995). The Exponential Distribution
    : Theory, Methods and Applications, AW, Amsterdam, Netherlands.
    Cohen, A.C. (1991) Truncated and Censored Samples: Theory and Applica-
    tions, Marcel Dekker, New York.
    Cramer, H. (1951). Mathematical Methods of Statistics, Princeton University Press,
    Princeton.
    Douglas, J.B. (1993). Confidence region for parameter pairs, The American
    Statistician, 47, 43-45.
    Epstein, B. and Sobel, M. (1954). Some theorems relevant to life testing from
    an exponential distribution, Annals of Mathematical Statistics, 25, 373-381.
    Flury, Bernard (1997). A First Course in Multivariate Statistics, Springer, New
    York.
    Lu, Hai-Lin (2002). Statistical inference on the Weibull and related distribution,
    National Cheng Kung University, Techincal Report.
    Johnson, N.L, Kotz, S. , and Balakrishnan, N. (1994). Continuous Univariate
    Distribution , Vol.1, 2nd edition. Wiley, New York.
    Kendall, M. and Stuart, A. (eds.) (1979). The Advanced Theory of Stayis-
    tics: Vol.2, Inference and Relationship(4th ed), Charles Griffin & Company
    Ltd, London.
    Kunimura, Dennis (1998). The Gompertz distribution - estimation of paramete-
    rs, Actuarial Research Clearing House, Vol.2, 65-75.
    Meeker, W.Q. , and Escobar, L.A. (1995). Teaching about approximate confid-
    ence region based on maximum likelihood estimation, The American
    Statistician, 49, 48-53.
    Thomas, D.R. and Wilson, W.M. (1972). Linear order statistic estimation for the
    two-parameter Weibull and extreme value distribution from type-Ⅱ
    progressively censored samples, Technometrics, 14, 679-691.
    Wu, Shuo-Jye (2002). Estimation of the parameters of the Weibull distribution
    with progressively censored data. Journal of the Japan Statistical Society,
    Vol.32, No.2, 155-163.

    下載圖示 校內:2007-07-06公開
    校外:2007-07-06公開
    QR CODE