| 研究生: |
陳致甫 Chen, Chih-Fu |
|---|---|
| 論文名稱: |
Bootstrap法在一階段異質性下平均數分析模型的應用 Bootstrap Procedure in Single-Stage HANOM Model |
| 指導教授: |
溫敏杰
Wen, Miin-Jye |
| 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: | 2012 |
| 畢業學年度: | 100 |
| 語文別: | 英文 |
| 論文頁數: | 36 |
| 中文關鍵詞: | 未知變異數和不等變異數 、t 分配 、異質變異下的平均數分析 、拔靴法(Bootstrap procedure) |
| 外文關鍵詞: | Unknown and unequal variances, t distribution, HANOM, Bootstrapping procedure |
| 相關次數: | 點閱:103 下載:3 |
| 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 |
平均數分析法(ANOM)是可以利用圖形的方法比較各組母體平均數是否有顯著差異於整體平均數的一種方法。但平均數分析法的假設需要變異數相等,Nelson和Dudewicz (2003)利用Stein(1945)的理論提出了二階段抽樣法的平均數分析,該方法又被稱作異質變異下的平均數分析(HANOM)。但由於二階段抽樣需要抽取額外的樣本,很多時候加抽樣本並不容易進行。本篇研究中,我們運用Efron所提出的拔薛法(Bootstrap Procedure)來應用在異質變異下的平均數分析中,我們僅需要原來一階段的樣本即可執行異質變異下的平均數分析方法。
The analysis of means (ANOM) compares the mean of each group with the overall mean and the comparison can be presented in a graphical form. One assumption of the classical ANOM model is that the variances must be equal. But, variances and the sample sizes are often not equal in the real cases. Nelson and Dudewicz (2003) developed two-stage sampling procedure based on Stein’s theory (1945) to deal with ANOM models on heteroscedastic data (HANOM). However, two-stage sampling procedure needs more samples to analyze the data. In this study, we use single-stage sampling procedure and bootstrapping procedure to handle HANOM problem, which do not require additional observations.
Bishop, T. A. and Dudewicz, E. J. (1978). Exact analysis of variance with unequal variances: test procedures and tables. Technometrics, 20, 419-430.
Bernard, A. J., and Wludyka, P. S. (2001). Robust I-sample analysis of means type randomization tests for variances. Journal of Statistical Computation and Simulation, Vol. 69, pp 57-88.
Chen, H. J. and Lam, K. (1989). Single-stage interval estimation of the largest normal mean under heteroscedasticity. Communications in Statistics - Theory and Methods, 18(10), 3703-3718.
Chen, S. Y. and Chen, H. J. (1998). Single-stage analysis of variance under heteroscedasticity. Communications in Statistics - Simulation and Computation, 27(3), 641-666.
Hung, T. H. (2010). Analysis of means under heteroscedasticity. National Cheng Kung University Department of Statistics, Master Thesis.
LaPlace, P. S. (1827). Memoire sur le flux et reflux lunaire atmospheric. In Connaissance des Temps pour l'an, 1830, 3-18.
Nelson, P. R. (1982). Exact critical points for the analysis of means. Communications in Statistics: Theory and Methods, 11(6), 699-709.
Nelson, P. R. (1991). Numerical evaluation of multivariate normal integrals with correlations . The Frontiers of Statistical Sciencetific Theory & Industrial Application, 97-114.
Nelson, P. R. and Dudewicz, E. J. (2002). Exact analysis of means with unequal variances. Technometrics, 44(2), 152-160.
Ott, E. R. (1967). Analysis of Means-A Graphical Procedure. Industrial Quality Control, 24, 101-109. Reprinted in Journal of Quality Technology, 15(1983), 10-18.
Soong, W. C. and Hsu, J. C. (1997). Using complex integration to compute multivariate normal probability. Journal of Computational and Graphical Statistics, 6, 397-425.
Stein, C. (1945). A two-sample test for a linear hypothesis whose power is independent of the variance. The Annals of Mathematical Statistics, 16(3), 243-258.
Wen, M. J. and Chen, H. J. (1994). Single-stage multiple comparison procedures under heteroscedasticity. American Journal of Mathematical and Management Sciences, 14, 1-48.
Wen, M. J. and Hung, T. H. (2000). Single-Stage Analysis of Means under Heteroscedasticity. 2010 Joint Statistical Meeting, August 5, 2010, Vancouver, Canada.
Westfall, P. H. and Young, S. S. (1993). Resampling-Based Multiple Testing, Wiley, 35-48
Wludyka, P. S. and Nelson, P. R. (1997). An analysis-of-means-type test for variances from normal populations. Technometrics, 39(3), 274-285.
Wludyka, P. S. and Nelson, P. R. (1997). Analysis of means type tests for variances Using Jackknifing and Subsampling. American Journal of Mathematical and Management Sciences, Vol. 17, Numbers 1&2, pp 31-60.
Wludyka, P. S. and Nelson, P. R. (1999). Two nonparametric analysis of means type test for variances,” Journal of Applied Statistics, Vol. 26, No. 2, pp 243-256.
Wu, S. F. and Chen, H. J. (1998). Multiple comparisons with the average for normal distributions. American Journal of Mathematical and Management Sciences, 18(1), 193-218.