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研究生: 張家豪
Chang, Chai-Hao
論文名稱: Box-Cox 常態轉換之診斷
Diagnostics of Box-Cox Normality Transformation
指導教授: 路繼先
Lu, C. Joseph
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: 2005
畢業學年度: 93
語文別: 英文
論文頁數: 47
中文關鍵詞: Box-Cox 轉換最大概似估計式影響點之診斷馬式距離
外文關鍵詞: Box-Cox version of power transformation, Diagnostics of influence, Maximum likelihood approach, Mahalanobis distance
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  •   Box-Cox 轉換主要應用於將非常態分配資料轉換為近似常態分配,因此轉換係數 $lambda$ 的選取甚為重要. 不過 lambda 的估計量容易受到影響點的干擾, 至今有些許方法探討如何找出這些引影響點,不過多著重於單變量和迴歸議題上. 隨著電腦運算能力的快速與精確,我們可以擴充此議題於多變量問題上. 而且更可以利用圖形來視覺化所謂的影響點, 以方便檢視. 本研究所有的程式與圖示全部利用免費軟體 R 完成.

     The main use of Box-Cox transformation is to transformation data to be approximately normal distributed. While one or a few cases can greatly influence the estimation of transformation coefficient lambda. To detect influential cases, several methods have been suggested. So far, diagnostics for the transformation coefficient lambda is mainly on univariate data and regression problem.With current computing capability, we can replace complicated derivation by fast computing program,which allow us to extend the methodology to multiivariate cases. Among these, graphic presentation provides detailed and further insight through visual examination. All the computing and graphics are carried out by freeware R.

    1 Introduction ------------------------------------------------------------3 1.1Motivation -------------------------------------------------------------3 1.2 Literature Review -----------------------------------------------------4 1.3 Overview --------------------------------------------------------------4 2 Box-Cox Transformation --------------------------------------------------5 2.1 The Behavior of Box-Cox Transformation --------------------------------5 2.2 Estimation of the Coefficient lambda ----------------------------------6 2.2.1 Univariate Case -----------------------------------------------------6 2.2.2 Regression Case -----------------------------------------------------9 2.2.3 Multivariate Case --------------------------------------------------10 2.3 Confidence Region of lambda ------------------------------------------13 2.4 Minitab's Trees Data -------------------------------------------------14 3 Diagnostics on Infuential Points ---------------------------------------16 3.1 Introduction ---------------------------------------------------------16 3.2 Cook and Wang's Method -----------------------------------------------16 3.3 Tsai and Wu's Method -------------------------------------------------17 3.4 Artificial Data ------------------------------------------------------18 3.5 Florida Area Cumulus Experiment Data ---------------------------------18 3.6 Confidence Interval of lambda_(i) ------------------------------------21 3.7 Extension to Multivariate lambda -------------------------------------23 4 Some Remarks on Box-Cox Transformation ---------------------------------25 4.1 Mahalanobis Distance -------------------------------------------------25 4.2 Simulation Study in Mahalanobis Distance -----------------------------29 4.3 Some Issues in Transformation to Multivariate Normality --34 4.4 Simulation Study -----------------------------------------------------38 5 Concluding Remarks -----------------------------------------------------44 References ---------------------------------------------------------------46 Appendix -----------------------------------------------------------------48

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