| 研究生: |
紀孟嘉 Chi, Meng-Chia |
|---|---|
| 論文名稱: |
合成函數在評估雙變量環境風險上之應用研究 Applying Copula Functions in the Evaluation of Bivariate Environmental Risks |
| 指導教授: |
潘浙楠
Pan, Jeh-Nan |
| 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: | 2006 |
| 畢業學年度: | 94 |
| 語文別: | 中文 |
| 論文頁數: | 92 |
| 中文關鍵詞: | 空氣污染防制法 、階梯損失函數 、合成函數(copula) |
| 外文關鍵詞: | step loss function, air pollution control act, copula function |
| 相關次數: | 點閱:96 下載:2 |
| 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 |
近年來,工業的發展提高了人類的生活水準及便利性,但伴隨而來的高度污染已經嚴重地影響生存環境。有鑑於環境污染對生態及人類有重要的影響,世界各國均著手訂定環境污染的相關罰則,以期能降低污染物,減少對環境的污染。目前我國針對空氣污染罰款的部分是以行政院環保署所制定的「空氣污染防制法」作為執法的依據。本研究係針對兩種不同的空氣污染物,首先依據環保法規建立適合不同污染物的階梯損失函數(step loss function)並比較其與田口單邊二次損失函數及INLF(inverted normal loss function)之間的差異,其次利用合成函數求算此兩種不同污染物同時發生之機率,最後則結合損失函數及同時發生之機率,評估其潛在風險及損失。使用合成函數的優點是可建立不同邊際分配函數的聯合機率函數,並進一步求得總期望損失。利用合成函數計算損失的方式,可取得較精確結果及損失之估算。最後本研究以高雄縣某人造樹脂公司所提供之氮氧化物(Nox)及硫氧化物(Sox)連續自動監測紀錄資料再比較以不同方式估算兩個污染物同時發生對工廠所造成潛在風險及損失。
關鍵詞:階梯損失函數、空氣污染防制法,合成函數(copula)
Recently, the over industrialization and excessive use of natural resource have caused many series environmental problems, and thereby reduced the living quality of human beings. In view of the serious ecological problems caused by an pollution and other contaminations, almost all the countries around the world including the Environmental Protection Administration(EPA) of Taiwan have imposed regulations or laws, such as air pollution control act to reduce and control air pollution problems. In this research, we first establish a suitable step loss function based on various penalties stipulated in the Air Pollution Control Act of Taiwan. The differences among step loss function, Taguchi quadratic and Inverted normal loss functions are compared too. Secondly, the risk and potential losses of the two different pollutants occur at the same times are estimated by combining the copula and loss functions. The advantage of using copula function is that the joint probability function for difference marginal distributions, the expected total losses can be calculated in a more precise way. Finally, the application of copula function in estimating the risk and potential loss is demonstrated through a set of realistic Nox and Sox data provided by a chemical company located at kaoshiung county of Taiwan.
Keyword: step loss function, air pollution control act, copula function
參考文獻
【1】 Cherbini,U. and Luciano, E. (2002), “Bivariate option pricing with copula, ” Appl. Math. Finance, 8, 69-85.
【2】 Dall’Aglio, G. (1959), “Sulla compatibilit`a delle funzioni di ripartizione doppia,” Rend. Mat, 18, 385-413.
【3】 Frechet, M.(1957), “Les tableaux de correlations dont les marges sont donnees, Annales de l’Universite de Lyon,” Sciences Mathematiques at Astronomie. Serie A, 4, 13-31.
【4】 Fr´echet, M. (1951), “Sur les tableaux de corr´elation dont les marges sont donn´ees,” Ann. Univ. Lyon Sect. A 9, 53-77.
【5】 Frees, E. and Valdez, E. (1998), “Understanding relationships using copulas, ” North American Actuarial, Journal 2, 1-25.
【6】 McBean, E. A. and Rovers, F.A. (1998), “Statistical procedures for analysis of environmental monitoring data and risk assessment, ” Prentice Hall PTR, Upper Saddle River,N.J.
【7】 Nelsen, R. B. (1999), “An introduction to copulas,” Springer, New York.
【8】 Pan, J. N. and Wang, J. H. (2000), “A study of loss function for product Interference Analysis, ” Industrial Engineering Research, Vol.2,No.1, 80-100.
【9】 Rober, T. C. and Terence, R. (1999), “Correlations and copulas for decision and risk analysis,” Management Science, Vol.45, No.2, 208.
【10】 Sklar, A. (1959), “Fonctions de r´epartition `a n dimensions et leurs marges,” Publ.Inst. Statist. Univ. Paris 8, 229-231.
【11】 Spiring, F. A. and Yueng, A. S. (1998), “A general class of loss functions with industrial applications,” Journal of Quality Technology, Vol.30, No.2, 152-162.
【12】 Spiring,F.A. (1993), “The reflected normal loss function,” The Canadian Journal of Statistics, Vol.21,pp.321-330.
【13】 Stuart, A. k. and Rahul, P. (1999), “Fitting bibariate loss distributions with copulas,” Mathematics and Economics, Vol.24, 139-148.
【14】 Sun, F.B., Laramee, J.Y. and Ramberg, J.S. (1996), “On spiring’s normal loss function,” The Canadian Journal of Statistics, Vol.24, No.2, 241-249.
【15】 Taguchi, G. (1986), Introduction to Quality Engineering: Designing Quality Into Products and Processes,Asian Productivity Organization,Tokyo.
【16】 Wilks, D. S. (1995), Statistical Methods in the Atmospheric Sciences, Academic Press,San Diego.
【17】 潘浙楠、李文瑞(2003),品質管理,華泰文化事業股份有限公司。
【18】 潘浙楠、李育宗(2001),單邊規格下產品損失函數之研究,品質學報,第八卷,第一期,39-66頁。