Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/32608
DC Field | Value | Language |
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dc.contributor.advisor | 姜志銘 | zh_TW |
dc.contributor.author | 羅文宜 | zh_TW |
dc.creator | 羅文宜 | zh_TW |
dc.date | 2004 | en_US |
dc.date.accessioned | 2009-09-17T05:50:26Z | - |
dc.date.available | 2009-09-17T05:50:26Z | - |
dc.date.issued | 2009-09-17T05:50:26Z | - |
dc.identifier | G0927510061 | en_US |
dc.identifier.uri | https://nccur.lib.nccu.edu.tw/handle/140.119/32608 | - |
dc.description | 碩士 | zh_TW |
dc.description | 國立政治大學 | zh_TW |
dc.description | 應用數學研究所 | zh_TW |
dc.description | 92751006 | zh_TW |
dc.description | 93 | zh_TW |
dc.description.abstract | 對於處理部份區分或是失去部分訊息資料的類別抽樣的問題,在許多領域裡皆有許多的應用。貝氏方法雖可處理這類問題,但是貝氏方法對這類問題的計算相當耗時,因此對於這種問題的後驗估計,Jiang (1995) 及 Jiang and Dickey (2005) 提出quasi-Bayes方法,Jiang and Ko (2004)利用Gibbs sampler來近似(approximate)這些後驗估計值。但是這兩種近似方法的優劣,因為貝氏方法計算上的困難,一直沒有任何文章作這方面的比較,本文突破計算上的某些限制,在小樣本時,對這兩種近似方法的近似度(相對於真正的貝氏值)作比較,進一步探討使用兩種比較方法的優劣。 | zh_TW |
dc.description.tableofcontents | 1 簡介........................................................3\n2 計算方法的介紹..............................................4\n 2.0 貝氏法在不完整多元伯努利上的應用.........................4\n 2.1 準貝氏法在不完整多元伯努利上的應用.......................8\n 2.2 吉氏取樣器..............................................11\n 2.2.1 吉氏取樣器的介紹.....................................11\n 2.2.2 簡單的收斂說明.......................................13\n 2.2.3 吉氏取樣器在不完整多元伯努利上的應用.................15\n3 Fortran程式................................................18\n 3.1 迴圈單一化..............................................18\n 3.2 溢位....................................................21\n4 準貝氏法與吉氏取樣器的比較結果.............................27\n5 結論.......................................................41\nA 兩種比較方法之平均相對誤差的折線圖.........................44\nB 兩種比較方法在觀察值order不同時估計值的MSE折線圖...........48\nC Fortran 90程式.............................................50 | zh_TW |
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dc.format.mimetype | application/pdf | - |
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dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | en_US | - |
dc.source.uri | http://thesis.lib.nccu.edu.tw/record/#G0927510061 | en_US |
dc.subject | 遺失資料 | zh_TW |
dc.subject | 貝氏方法 | zh_TW |
dc.subject | 準貝氏法 | zh_TW |
dc.subject | 吉氏取樣器 | zh_TW |
dc.title | 具有訊息的遺失資料計算方法之比較 | zh_TW |
dc.type | thesis | en |
dc.relation.reference | Casella. G., and George, E. I. (1992), \"Explaining the Gibbs sampler,\" The American Statistician, 46, 167-174. | zh_TW |
dc.relation.reference | Dickey, J.M., Jiang, T. J., and Kadane, J. B. (1987), \"Bayes Methods for Censored Categorical Data,\" Journal of the American Statistical Association, 85, 398-409. | zh_TW |
dc.relation.reference | Gelfand, A. E., Smith, A. F. M. (1990), \"Sampling-Based Approaches to Calculating Marginal Densities,\" Journal of the American Statistical Association, 85, 398-409. | zh_TW |
dc.relation.reference | Hastings, W. K. (1970), \"Monte Carlo Sampling Methods Using Markov Chains and their Application,\" Biometrika, 57, 97-109. | zh_TW |
dc.relation.reference | Jiang, T. J. (1995), \"Quasi-Bayes Sequential Method For Categorical Data Under Informative Censoring,\" Technical Report, 1995-02, Dept. of Mathematical Sciences, National Chengchi University. | zh_TW |
dc.relation.reference | Jiang, T. J., and Dickey, J. M. (2005), \"Quasi-Bayes Methods for Categorical Data Under Informative Censoring,\" to be published. | zh_TW |
dc.relation.reference | Jiang, T. J., Kadane, J. B., and Dickey, J. M. (1992), \"Computation of Carlson`s Multiple Hypergeometric Function R for Bayesian Applications,\" Journal of Computational and Graphical Statistics, 1, 231-251. | zh_TW |
dc.relation.reference | Jiang, T. J., and Ko, Li-Wen (2004), \"The Gibbs sampler for Bayesian Analysis on Censored Categorical Data,\" 2004 Proceeding of the section on Bayesian Statistical Science of the American Statistical Association, 97-103. | zh_TW |
dc.relation.reference | Karson, M. J., and Wrobleski, W. J. (1970), \"A Bayesian Analysis of Binomial Data With a Partially Informative Category,\" in Proceedings of the Business and Economic Statistics Section, American Statistical Association, 532-534. | zh_TW |
dc.relation.reference | Geman, S., and Geman, D. (1984), \"Stochastic Relation, Gibbs Distribution and the Bayesian Restortion of Image,\" IEEE Transactions on Pattern Analysis and Machine Intelligence, 6, 721-741. | zh_TW |
dc.relation.reference | 汪為開(1995), \"失去部分訊息而有價值的類別資料依循序程序處理之計算方法\"碩士論文-國立政治大學應用數學系研究所. | zh_TW |
dc.relation.reference | 柯力文(2003), \"準貝氏法與吉氏取樣器在處理失去部分訊息資料上的比較\" 碩士論文-國立政治大學應用數學系研究所. | zh_TW |
item.languageiso639-1 | en_US | - |
item.openairetype | thesis | - |
item.cerifentitytype | Publications | - |
item.fulltext | With Fulltext | - |
item.grantfulltext | open | - |
item.openairecristype | http://purl.org/coar/resource_type/c_46ec | - |
Appears in Collections: | 學位論文 |
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