| 研究生: |
黃品瑄 Huang, Ping-Hsuan |
|---|---|
| 論文名稱: |
異質變異數下使用一階段抽樣方法選取最佳t個母體應用在投資組合 Multiple comparisons with the t best in portfolio applications |
| 指導教授: |
温敏杰
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: | 2021 |
| 畢業學年度: | 109 |
| 語文別: | 中文 |
| 論文頁數: | 43 |
| 中文關鍵詞: | 一階段抽樣方法 、子集合選取法 、變異數異質性 |
| 外文關鍵詞: | single-stage sampling method, subset selection method, heteroscedasticity |
| 相關次數: | 點閱:60 下載:3 |
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在母體為常態且變異數已知或未知的情況下,先前的研究者已透過兩階段抽樣方法來處理變異數的問題。但由於兩階段抽樣方法缺乏實用性,且必須再額外增加樣本數,因此本研究使用一階段抽樣方法及子集合選取的方法來消除變異數異質性的問題。除此之外,本文亦提供針對每組樣本大小不同下的資料進行一階段抽樣方法,並透過網頁設計的方式,提供使用者一個介面能將資料進行分析並選擇最佳t個母體。
In cases where the normal populations with the variances are unknown and unequal, previous researchers have developed Stein-type two-stage sampling procedures for normal populations under heteroscedasticity. However, due to the lack of practicality of the two-stage sampling method and must requiring additional samples, this study uses single-stage sampling method and subset selection method to deals with the unknown and unequal variance problems. In addition, this article provides a single-stage sampling method for different sample size, and provides a user interface to analyze the data and select the t best population through the web design.
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