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題名 簡單順序假設波松母數較強檢力檢定研究- 兩兩母均數比例
More powerful tests for simple order Hypotheses about Poisson parameters --- the ratios of the parameters
作者 潘彥丞
Pan, Yen Chen
貢獻者 劉惠美
Liu, Hui Mei
潘彥丞
Pan, Yen Chen
關鍵詞 波松分布
信賴區間p-value
較強檢定力檢定
Poisson distribution
Confidence interval p-value
More powerful test
日期 2017
上傳時間 11-七月-2017 11:26:30 (UTC+8)
摘要 Roger L. Berger (1996) “More Powerful Tests from Confidence Interval p Values”在檢定兩獨立二項分布時,先建立非條件檢定z-test,找到非條件檢定之p-value,以p_z表示,接著引用Roger L. Berger and Dennis D. Boos (1994) “P Values Maximized Over a Confidence Set for the Nuisance Parameter”將最大化取值的界限限制在信賴區間內,找到的信賴區間之p-value (Confidence interval p-value),以p_c表示,欲針對非條件檢定建構較強檢定力之檢定,亦即檢定尺度依然小於α 並且檢定力較強之檢定,結果發現以p_z≤α找到之拒絕域包含於用p_c≤α找到之拒絕域,等同於用p_c找到之拒絕域其檢定力至少較p_z為高,亦即Berger (1996)引用Berger and Boos (1994)的方法,成功建構較非條件檢定還要強之檢定。
而本文將引用Berger (1996)的方法將兩獨立波松分布進行套用,希望檢定兩波松分布之母均數比例,應用Hon Keung Tony Ng and Man-Lai Tang (2005) ” Testing the equality of two Poisson means using the rate ratio”建立出非條件檢定z-test,並且根據Berger and Boos (1994)的方法,利用Robert M. Price and Douglas G. Bonett (2000) “Estimating the ratio of two Poisson rates”找到之信賴區間,建立信賴區間之p-value,得出較非條件檢定還要強之檢定。
我們發現在進行實驗設計時,兩獨立波松分布之樣本數比例是很重要的變數,它會影響我們找到之較強檢定力之檢定的表現,在廣泛的領域應用上,將此變數控制為理想的值勢必可以達到提升實驗效率並且降低研究之成本。
In the problem of comparing two independent binomial populations , Roger L. Berger (1996) “More Powerful Tests from Confidence Interval p Values.” showed that the test based on the confidence interval p-value of Roger L. Berger and Dennis D. Boos (1994) “P Values Maximized Over a Confidence Set for the Nuisance Parameter.” often is uniformly more powerful than the standard unconditional test.
In this article we consider the problem of comparing two independent poisson population rates ratio. Based on the Hon Keung Tony Ng and Man-Lai Tang (2005) ” Testing the equality of two Poisson means using the rate ratio” , we construct the standard unconditional z-test . Similarly, based on the Berger and Boos (1994),we use the confidence interval from Robert M. Price and Douglas G. Bonett (2000) “Estimating the ratio of two Poisson rates” to construct the confidence p-value. We show the confidence p-value is more powerful than the standard unconditional z-test.
The sample ratio of two independent poisson is an important variable, it controls the influence of the more powerful test. In a wide range of applications , the control of this variable to the ideal value is bound to achieve improved experimental efficiency and reduce the cost of the experiment.
參考文獻 1. Clopper, C. J., and Pearson, E. S. (1934). “The use of Confidence or Fiducial Limits Illustrated in the Case of the Binomial”. Biometrika, 26, 404-413.
2. Haber,M. (1986). “An Exact Unconditional Test for the 2×2 Comparative Trial”. Psychological Bullein, 99, 129-132
3. Hon Keung Tony Ng and Man-Lai Tang (2005). ” Testing the equality of two Poisson means using the rate ratio”. Statistics in Medicine, 24, 955-965.
4. K.Krishnamoorthy and Jessica Thomson (2002). “A more powerful test for comparing two Poisson means”. Journal of Statistical Planning and Inference, 119, 23-35.
5. Lehmann, EL (1952), “Testing multiparameter hypotheses”. The Annals of Mathematical Statistics, 541-552.
6. Roger L. Berger and Dennis D. Boos (1994). “P Values Maximized Over a Confidence Set for the Nuisance Parameter”. Journal of the American Statistical Association, 89, 1012-1016.
7. Roger L. Berger (1996). “More Powerful Tests from Confidence Interval p Values”. The American Statistician, 50, 314-318
8. Robert M. Price and Douglas G. Bonett (2000). “Estimating the ratio of two Poisson rates”. Computational Statistics & Data Analysis, 34,345-356.
9. Suissa, S., and Shuster,J. J. (1985). “Exact Unconditional Sample Sizes for the 2×2 Binomial Trial”. Journal of the Royal Statistical Society,Ser. A,148,317-327.
10. Thode HC. (1997). “Power and sample size requirements for tests of differences between two Poisson rates”. The Statisticain, 46, 227-230.
11. Data.gov,美國交通違規事件,上網日期2017年6月15日,檢自:https://catalog.data.gov/dataset/traffic-violations-56dda
描述 碩士
國立政治大學
統計學系
104354016
資料來源 http://thesis.lib.nccu.edu.tw/record/#G1043540161
資料類型 thesis
dc.contributor.advisor 劉惠美zh_TW
dc.contributor.advisor Liu, Hui Meien_US
dc.contributor.author (作者) 潘彥丞zh_TW
dc.contributor.author (作者) Pan, Yen Chenen_US
dc.creator (作者) 潘彥丞zh_TW
dc.creator (作者) Pan, Yen Chenen_US
dc.date (日期) 2017en_US
dc.date.accessioned 11-七月-2017 11:26:30 (UTC+8)-
dc.date.available 11-七月-2017 11:26:30 (UTC+8)-
dc.date.issued (上傳時間) 11-七月-2017 11:26:30 (UTC+8)-
dc.identifier (其他 識別碼) G1043540161en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/110786-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 統計學系zh_TW
dc.description (描述) 104354016zh_TW
dc.description.abstract (摘要) Roger L. Berger (1996) “More Powerful Tests from Confidence Interval p Values”在檢定兩獨立二項分布時,先建立非條件檢定z-test,找到非條件檢定之p-value,以p_z表示,接著引用Roger L. Berger and Dennis D. Boos (1994) “P Values Maximized Over a Confidence Set for the Nuisance Parameter”將最大化取值的界限限制在信賴區間內,找到的信賴區間之p-value (Confidence interval p-value),以p_c表示,欲針對非條件檢定建構較強檢定力之檢定,亦即檢定尺度依然小於α 並且檢定力較強之檢定,結果發現以p_z≤α找到之拒絕域包含於用p_c≤α找到之拒絕域,等同於用p_c找到之拒絕域其檢定力至少較p_z為高,亦即Berger (1996)引用Berger and Boos (1994)的方法,成功建構較非條件檢定還要強之檢定。
而本文將引用Berger (1996)的方法將兩獨立波松分布進行套用,希望檢定兩波松分布之母均數比例,應用Hon Keung Tony Ng and Man-Lai Tang (2005) ” Testing the equality of two Poisson means using the rate ratio”建立出非條件檢定z-test,並且根據Berger and Boos (1994)的方法,利用Robert M. Price and Douglas G. Bonett (2000) “Estimating the ratio of two Poisson rates”找到之信賴區間,建立信賴區間之p-value,得出較非條件檢定還要強之檢定。
我們發現在進行實驗設計時,兩獨立波松分布之樣本數比例是很重要的變數,它會影響我們找到之較強檢定力之檢定的表現,在廣泛的領域應用上,將此變數控制為理想的值勢必可以達到提升實驗效率並且降低研究之成本。
zh_TW
dc.description.abstract (摘要) In the problem of comparing two independent binomial populations , Roger L. Berger (1996) “More Powerful Tests from Confidence Interval p Values.” showed that the test based on the confidence interval p-value of Roger L. Berger and Dennis D. Boos (1994) “P Values Maximized Over a Confidence Set for the Nuisance Parameter.” often is uniformly more powerful than the standard unconditional test.
In this article we consider the problem of comparing two independent poisson population rates ratio. Based on the Hon Keung Tony Ng and Man-Lai Tang (2005) ” Testing the equality of two Poisson means using the rate ratio” , we construct the standard unconditional z-test . Similarly, based on the Berger and Boos (1994),we use the confidence interval from Robert M. Price and Douglas G. Bonett (2000) “Estimating the ratio of two Poisson rates” to construct the confidence p-value. We show the confidence p-value is more powerful than the standard unconditional z-test.
The sample ratio of two independent poisson is an important variable, it controls the influence of the more powerful test. In a wide range of applications , the control of this variable to the ideal value is bound to achieve improved experimental efficiency and reduce the cost of the experiment.
en_US
dc.description.tableofcontents 摘要 I
Abstract II
表目錄 IV
圖目錄 V
第一章 緒論 1
第二章 文獻探討 2
第一節 波松分布 2
第二節 條件檢定 3
第三節 確實性檢定 3
第四節 概似比檢定 5
第五節 交聯集檢定 6
第六節 p-value之信賴區間求法 6
第七節 較強檢力檢定 8
第三章 研究方法 13
第一節 建構波松非條件檢定 13
第二節 建構較強檢力檢定 15
第四章 模擬分析 18
第一節 參數設定 18
第二節 建立拒絕域資料集合 19
第三節 模擬分析顯著水準 22
第四節 模擬分析檢定力 26
第五章 實證分析 30
第六章 結論與建議 34
參考文獻 35
zh_TW
dc.format.extent 1053340 bytes-
dc.format.mimetype application/pdf-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G1043540161en_US
dc.subject (關鍵詞) 波松分布zh_TW
dc.subject (關鍵詞) 信賴區間p-valuezh_TW
dc.subject (關鍵詞) 較強檢定力檢定zh_TW
dc.subject (關鍵詞) Poisson distributionen_US
dc.subject (關鍵詞) Confidence interval p-valueen_US
dc.subject (關鍵詞) More powerful testen_US
dc.title (題名) 簡單順序假設波松母數較強檢力檢定研究- 兩兩母均數比例zh_TW
dc.title (題名) More powerful tests for simple order Hypotheses about Poisson parameters --- the ratios of the parametersen_US
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 1. Clopper, C. J., and Pearson, E. S. (1934). “The use of Confidence or Fiducial Limits Illustrated in the Case of the Binomial”. Biometrika, 26, 404-413.
2. Haber,M. (1986). “An Exact Unconditional Test for the 2×2 Comparative Trial”. Psychological Bullein, 99, 129-132
3. Hon Keung Tony Ng and Man-Lai Tang (2005). ” Testing the equality of two Poisson means using the rate ratio”. Statistics in Medicine, 24, 955-965.
4. K.Krishnamoorthy and Jessica Thomson (2002). “A more powerful test for comparing two Poisson means”. Journal of Statistical Planning and Inference, 119, 23-35.
5. Lehmann, EL (1952), “Testing multiparameter hypotheses”. The Annals of Mathematical Statistics, 541-552.
6. Roger L. Berger and Dennis D. Boos (1994). “P Values Maximized Over a Confidence Set for the Nuisance Parameter”. Journal of the American Statistical Association, 89, 1012-1016.
7. Roger L. Berger (1996). “More Powerful Tests from Confidence Interval p Values”. The American Statistician, 50, 314-318
8. Robert M. Price and Douglas G. Bonett (2000). “Estimating the ratio of two Poisson rates”. Computational Statistics & Data Analysis, 34,345-356.
9. Suissa, S., and Shuster,J. J. (1985). “Exact Unconditional Sample Sizes for the 2×2 Binomial Trial”. Journal of the Royal Statistical Society,Ser. A,148,317-327.
10. Thode HC. (1997). “Power and sample size requirements for tests of differences between two Poisson rates”. The Statisticain, 46, 227-230.
11. Data.gov,美國交通違規事件,上網日期2017年6月15日,檢自:https://catalog.data.gov/dataset/traffic-violations-56dda
zh_TW