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題名 二維聯合分配下條件常態分配相容性之探討
Compatibility of normal conditional distributions under bivariate distribution
作者 蕭惠玲
貢獻者 姜志銘
蕭惠玲
關鍵詞 相容性
條件常態分配
Compatible
Normal Conditional Distribution
日期 2009
上傳時間 23-Apr-2010 19:25:05 (UTC+8)
摘要 根據Arnold and Press (1989) 提出檢驗兩個條件分配是否滿足相容條件的理論內容,本研究推論出,當給定二個條件機率密度函數的形式為常態(normal)時,如何判斷這兩個條件常態分配是否相容的充要條件,並進而推論出這兩個條件常態分配對應的聯合機率密度函數亦為常態分配的條件。我們更進一步透過電腦模擬方法,提供兩個不同聯合常態分配下所分別得到的兩組不同條件分配樣本,據以推得當對應的母數相差到何種程度時,可判定這兩組樣本其原始母體不同。
Arnold and Press (1989) provide the theory about the compatibility of two conditional densities. In this research, we use their results to find the sufficient conditions of the compatibility of two conditional densities, which have the normal form. New sufficient conditions are also given if we further assume that corresponding joint density is normal. In addition, we use computer to generate two different samples from two different conditional normal distributions, which are from two different joint normal distributions. With the repeated samples, we provide the ranges of one population parameter when the other population parameters are fixed so that the samples are almost always incompatible.
參考文獻 Arnold, B.C. and Press, S.J. (1989) Compatible conditional distributions. J. Amer. Statist. Assoc., 84, 152-156.
Arnold, B.C., Castillo, E., and Sarabia, J.M. (1999) Conditional specification of Statistical Models. New York: Springer.
描述 碩士
國立政治大學
應用數學系數學教學碩士在職專班
96972007
98
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0096972007
資料類型 thesis
dc.contributor.advisor 姜志銘zh_TW
dc.contributor.author (Authors) 蕭惠玲zh_TW
dc.creator (作者) 蕭惠玲zh_TW
dc.date (日期) 2009en_US
dc.date.accessioned 23-Apr-2010 19:25:05 (UTC+8)-
dc.date.available 23-Apr-2010 19:25:05 (UTC+8)-
dc.date.issued (上傳時間) 23-Apr-2010 19:25:05 (UTC+8)-
dc.identifier (Other Identifiers) G0096972007en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/38938-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 應用數學系數學教學碩士在職專班zh_TW
dc.description (描述) 96972007zh_TW
dc.description (描述) 98zh_TW
dc.description.abstract (摘要) 根據Arnold and Press (1989) 提出檢驗兩個條件分配是否滿足相容條件的理論內容,本研究推論出,當給定二個條件機率密度函數的形式為常態(normal)時,如何判斷這兩個條件常態分配是否相容的充要條件,並進而推論出這兩個條件常態分配對應的聯合機率密度函數亦為常態分配的條件。我們更進一步透過電腦模擬方法,提供兩個不同聯合常態分配下所分別得到的兩組不同條件分配樣本,據以推得當對應的母數相差到何種程度時,可判定這兩組樣本其原始母體不同。zh_TW
dc.description.abstract (摘要) Arnold and Press (1989) provide the theory about the compatibility of two conditional densities. In this research, we use their results to find the sufficient conditions of the compatibility of two conditional densities, which have the normal form. New sufficient conditions are also given if we further assume that corresponding joint density is normal. In addition, we use computer to generate two different samples from two different conditional normal distributions, which are from two different joint normal distributions. With the repeated samples, we provide the ranges of one population parameter when the other population parameters are fixed so that the samples are almost always incompatible.en_US
dc.description.tableofcontents Abstract………………………………………………………………ⅰ
中文摘要………………………………………………………………ⅱ
1. 簡介 ……………………………………………………………… 1
1.1 研究動機…………………………………………………… 1
1.2 研究目的…………………………………………………… 1
1.3 研究架構…………………………………………………… 2
2. 條件常態分配相容性的理論探討 ……………………………… 3
3. 不相容條件常態分配的探討 ……………………………………18
4. 結論 ………………………………………………………………48
附錄
附錄A資料模擬之計算式………………………………………49
附錄B變數線性轉換不影響相容性之證明……………………50
附錄C固定 = =1及 ,且當 = 的值改變時,觀察
不可判別的 值的區間變化圖…………………………52
附錄D固定 =1, = =1,且當 = 的值改變時,觀察
不可判別的 值的區間變化圖…………………………95
參考文獻 ……………………………………………………………101
zh_TW
dc.format.extent 2451608 bytes-
dc.format.mimetype application/pdf-
dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0096972007en_US
dc.subject (關鍵詞) 相容性zh_TW
dc.subject (關鍵詞) 條件常態分配zh_TW
dc.subject (關鍵詞) Compatibleen_US
dc.subject (關鍵詞) Normal Conditional Distributionen_US
dc.title (題名) 二維聯合分配下條件常態分配相容性之探討zh_TW
dc.title (題名) Compatibility of normal conditional distributions under bivariate distributionen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) Arnold, B.C. and Press, S.J. (1989) Compatible conditional distributions. J. Amer. Statist. Assoc., 84, 152-156.zh_TW
dc.relation.reference (參考文獻) Arnold, B.C., Castillo, E., and Sarabia, J.M. (1999) Conditional specification of Statistical Models. New York: Springer.zh_TW