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研究生: 陳宣諭
Chen, Shiuan-yu
論文名稱: 相關母體與均數之多重比較
Interval Multiple Comparisons With The Average Where Populations Are Correlated
指導教授: 陳占平
Chen, Jan-Peing
學位類別: 碩士
Master
系所名稱: 管理學院 - 統計學系
Department of Statistics
論文出版年: 2007
畢業學年度: 95
語文別: 英文
論文頁數: 40
中文關鍵詞: Bonferroni 不等式與平均數的比較多變量常態
外文關鍵詞: comparisons with the average, Bonferroni inequality, multivariate normal distribution
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  • 在多個相關的母體中,求各母體平均數與總母體平均數差異之信賴區間。假設資料具有共同且未知的變異數,以及具有共同已知且為非負的相關係數,結合積分與模擬的方法下求各母體平均數與總母體平均數差異之單尾及雙尾信賴區間,在相關的母體中,各母體平均數與總母體平均數差異之特定信賴區間,所必須的臨界值已經製成統計表格於附錄中。最後,將本信賴區間應用於美國大型共同基金報酬率上。

    In this research we propose some multiple comparison procedures with the average when the targeted populations are correlated. Simultaneous confidence intervals are considered for normal distributions with a common unknown variance. These procedures can be used to identify
    better-than-the-average, worse-than-the-average and
    not-much-different-from-the-average products in car models,
    agricultural treatments, commercial items, electronic
    components, stock fund selection, medical equipments, and drug comparisons.

    1 Introduction 1 2 Multiple Comparisons With Common Unknown Variances 1 2.1 The Upper Confidence Intervals . . . . . . . . . . . . . . . . . . . . . . . . . 1 2.2 The Lower Confidence Intervals . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.3 The Two-Sided Confidence Intervals . . . . . . . . . . . . . . . . . . . . . . 4 2.4 Simultaneous Upper Confidence Intervals by Simulation-Quadrature . . 6 2.5 Simultaneous Lower Confidence Intervals by Simulation-Quadrature . . 6 2.6 Simultaneous Two-sided Confidence Intervals by Simulation-Quadrature 6 3 Example 7 4 Conclusion and Discussion 11 References 12 Appendix A 13 Appendix B 25

    Casella, G. and Berger, R. L. (1990). Statistic Inference, 2nd Thomson Learning.
    Chen, H. J. (2004-6). Evaluation on US mutual funds and retirement pension calculation. A research talk for Department of Accountancy, National Cheng-Kung University, Tainan, May 14, 2004; for Department of Accountancy, Tung-Hai University, Taichung, Dec 14, 2005; and for Graduate School of Business, Zhejiang University, Hangzhou, September 22, 2006.
    Chen, H. J. and Wen, M J. (2004). Evaluation on the largest U.S. mutual funds. The Third Conference on Cross -Strait Industrial Development and Management. Hainan University and Cheng Kung University, 95-98.
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    Johnson, N. L. and Kotz, S. (1972). Distribution in Statistics: Continuous Multivariate Distributions. New York: Wiley.
    Wu, S. F. and Chen, H.J. (1998). Multiple comparison procedures with the average for normal distribution. American Journal of Mathematical and Management Sciences . Vol. 18, Nos. 1 and 2, 193-218.
    Wu, S. F. and Chen, H.J. (2000). Two-stage Multiple comparisons with the average for normal distributions under heteroscedasticity. Computational Statistics and Data Analysis. Vol. 33, 201-213.

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