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題名 J型-發散統計量與數種適合度檢定統計量之比較
Comparisons of J-divergence statistic with some goodness-of-fit test statistic
作者 吳裕陽
Wu, Yuh Yang
貢獻者 江振東
Jiang, Jenn Dong
吳裕陽
Wu, Yuh Yang
關鍵詞 皮爾生卡方統計量
概似比例統計量
Cressie & Read統計量
J型-發散統計量
多項式分配
卡方分配
顯著水準
檢定力
Pearson chi-square statistic
Likelihood ratio statistic
日期 1994
上傳時間 29-Apr-2016 16:32:14 (UTC+8)
摘要   Taneichi(1993)提出一個新的適合度檢定統計量J<sup>2</sup>,具有近似卡方分配的性質。然而在小樣本的情形下,計算機模擬結果顯示,它的估計顯著水準大於期望顯著水準。所以本論文的重點之一,就是對J<sup>2</sup>進行改進,根據不同的準則,來選取一個適當的常數a。我們建議對每一觀測次數加一常數0.32,作為我們修正後的統計量,這個統計量我們記為J<sub>1</sub><sup>2</sup>。
  Taneichi(1993) introduces a new goodness-of-fit statisticJ<sup>2</sup>, which has an asymptotic chi-squared distribution. However, the results of simulation indicate that the levels of significance are in general bigger than the nominal levels, which prompts us to device a version of J<sup>2</sup> statistic which would perform better under small sample size situations. We suggest adding 0.32 to each observed value and find that the adjustment indeed works rearonably well. This version of J^2 statistic is denoted as J(1)^2.
描述 碩士
國立政治大學
應用數學系
81155004
資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002003901
資料類型 thesis
dc.contributor.advisor 江振東zh_TW
dc.contributor.advisor Jiang, Jenn Dongen_US
dc.contributor.author (Authors) 吳裕陽zh_TW
dc.contributor.author (Authors) Wu, Yuh Yangen_US
dc.creator (作者) 吳裕陽zh_TW
dc.creator (作者) Wu, Yuh Yangen_US
dc.date (日期) 1994en_US
dc.date.accessioned 29-Apr-2016 16:32:14 (UTC+8)-
dc.date.available 29-Apr-2016 16:32:14 (UTC+8)-
dc.date.issued (上傳時間) 29-Apr-2016 16:32:14 (UTC+8)-
dc.identifier (Other Identifiers) B2002003901en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/88733-
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zh_TW
dc.description (描述) 81155004zh_TW
dc.description.abstract (摘要)   Taneichi(1993)提出一個新的適合度檢定統計量J<sup>2</sup>,具有近似卡方分配的性質。然而在小樣本的情形下,計算機模擬結果顯示,它的估計顯著水準大於期望顯著水準。所以本論文的重點之一,就是對J<sup>2</sup>進行改進,根據不同的準則,來選取一個適當的常數a。我們建議對每一觀測次數加一常數0.32,作為我們修正後的統計量,這個統計量我們記為J<sub>1</sub><sup>2</sup>。zh_TW
dc.description.abstract (摘要)   Taneichi(1993) introduces a new goodness-of-fit statisticJ<sup>2</sup>, which has an asymptotic chi-squared distribution. However, the results of simulation indicate that the levels of significance are in general bigger than the nominal levels, which prompts us to device a version of J<sup>2</sup> statistic which would perform better under small sample size situations. We suggest adding 0.32 to each observed value and find that the adjustment indeed works rearonably well. This version of J^2 statistic is denoted as J(1)^2.en_US
dc.description.tableofcontents 摘要
     目錄
     第一章 諸論-----1
     第二章 冪發散統計量-----5
       2.1:冪發散統計量的近似分配-----6
       2.2:冪發散統計量的期望值及變異數-----8
     第三章 J型—發散統計量-----13
       3.1:J2a統計量的近似分配-----14
       3.2:J2a統計量的期望值及變異數-----17
       3.3:常數a的選定-----20
         3.3.1:一階、二階動差之比較-----20
         3.3.2:真正顯著水準之比較-----23
         3.3.3:真正檢定力之比較-----24
         3.3.4:討論-----26
     第四章 X2, I(2/3), G2, J2,J12的模擬比較-----28
       4.1:顯著水準之比較-----28
       4.2:檢定力之比較-----31
       4.3:觀測次數與期望次數的比值對統計量的影響-----33
       4.4:結論及建議-----36
     附錄一-----38
     附錄二-----40
     附表4.1-附表4.5-----42
     附圖4.1-附圖4.5-----47
     參考文獻-----50
zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002003901en_US
dc.subject (關鍵詞) 皮爾生卡方統計量zh_TW
dc.subject (關鍵詞) 概似比例統計量zh_TW
dc.subject (關鍵詞) Cressie & Read統計量zh_TW
dc.subject (關鍵詞) J型-發散統計量zh_TW
dc.subject (關鍵詞) 多項式分配zh_TW
dc.subject (關鍵詞) 卡方分配zh_TW
dc.subject (關鍵詞) 顯著水準zh_TW
dc.subject (關鍵詞) 檢定力zh_TW
dc.subject (關鍵詞) Pearson chi-square statisticen_US
dc.subject (關鍵詞) Likelihood ratio statisticen_US
dc.title (題名) J型-發散統計量與數種適合度檢定統計量之比較zh_TW
dc.title (題名) Comparisons of J-divergence statistic with some goodness-of-fit test statisticen_US
dc.type (資料類型) thesisen_US