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題名 三維條件常態分配相容性的探討
On the compatibility of three conditional normal distributions in three dimensions
作者 何靉
貢獻者 姜志銘
何靉
關鍵詞 相容性
條件常態分配
Compatible
Conditional Normal Distribution
日期 2011
上傳時間 4-Sep-2013 15:17:04 (UTC+8)
摘要 關於二維之變數,Arnold and Press (1989) 首先提出檢驗兩個條件分配是否滿足相容性的理論。本研究嘗試對n維之變數,探討n個條件分配滿足相容性的檢驗方式;並提出在三維聯合分配下,給定三個條件分配為常態(normal) 時,檢驗此三個條件分配滿足相容性的充分必要條件;最後,並推導出此三個條件分配滿足相容性時,其所對應的聯合機率密度函數之公式。若此三個條件分配其所對應的聯合機率密度函數進一步假設為常態時,檢驗其相容性的充分必要條件可更加以簡化。
Arnold and Press (1989) first provide the theory about the compatibility of two conditional distributions in two dimensions. In this research, we extend the two dimensional cases to the high dimensional cases. In particular, we find the necessary and sufficient conditions of the compatibility of three conditional normal distributions in three dimensions. Furthermore, we also provide a formula to find the joint probability density function when three dimensional conditional normal distributions are compatible. Finally, simple sufficient and necessary conditions are also given when the joint distribution is further assumed to be normal.
參考文獻 [1] Arnold, B. C. and Press, S. J.(1989) Compatible conditional distributions. J.Amer. Statist. Assoc., 84, 152-156.
[2] Yates, R. D. and Goodman, D. J.(2005) Probability and Stochastic Processes (2nd ed), John Wiley & Sons.
[3] 蕭惠玲撰(2010),二維聯合分配下條件常態分配相容性之探討,國立政治大學應用數學系數學教學碩士在職專班碩士論文。
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
98972005
100
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0098972005
資料類型 thesis
dc.contributor.advisor 姜志銘zh_TW
dc.contributor.author (Authors) 何靉zh_TW
dc.creator (作者) 何靉zh_TW
dc.date (日期) 2011en_US
dc.date.accessioned 4-Sep-2013 15:17:04 (UTC+8)-
dc.date.available 4-Sep-2013 15:17:04 (UTC+8)-
dc.date.issued (上傳時間) 4-Sep-2013 15:17:04 (UTC+8)-
dc.identifier (Other Identifiers) G0098972005en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/60088-
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) 98972005zh_TW
dc.description (描述) 100zh_TW
dc.description.abstract (摘要) 關於二維之變數,Arnold and Press (1989) 首先提出檢驗兩個條件分配是否滿足相容性的理論。本研究嘗試對n維之變數,探討n個條件分配滿足相容性的檢驗方式;並提出在三維聯合分配下,給定三個條件分配為常態(normal) 時,檢驗此三個條件分配滿足相容性的充分必要條件;最後,並推導出此三個條件分配滿足相容性時,其所對應的聯合機率密度函數之公式。若此三個條件分配其所對應的聯合機率密度函數進一步假設為常態時,檢驗其相容性的充分必要條件可更加以簡化。zh_TW
dc.description.abstract (摘要) Arnold and Press (1989) first provide the theory about the compatibility of two conditional distributions in two dimensions. In this research, we extend the two dimensional cases to the high dimensional cases. In particular, we find the necessary and sufficient conditions of the compatibility of three conditional normal distributions in three dimensions. Furthermore, we also provide a formula to find the joint probability density function when three dimensional conditional normal distributions are compatible. Finally, simple sufficient and necessary conditions are also given when the joint distribution is further assumed to be normal.en_US
dc.description.tableofcontents 中文摘要 i
Abstract ii
1. 簡介……………………………………………………………..……1
1.1 二維條件分配滿足相容性之充要條件…………………..……1
1.2 二維條件常態分配滿足相容性之充要條件……………..……2
2. 高維條件分配相容性之探討………………………………………..4
3. 三維條件常態分配相容性之探討…………………………………..9
3.1 滿足相容性之充要條件…………....…………………………..9
3.2 滿足相容性且聯合分配亦為常態分配之充要條件…………26
4. 結論……..………………………………………………………..…29
參考文獻……………………………………………………………..…30
zh_TW
dc.format.extent 438238 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/#G0098972005en_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) Conditional Normal Distributionen_US
dc.title (題名) 三維條件常態分配相容性的探討zh_TW
dc.title (題名) On the compatibility of three conditional normal distributions in three dimensionsen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) [1] Arnold, B. C. and Press, S. J.(1989) Compatible conditional distributions. J.Amer. Statist. Assoc., 84, 152-156.
[2] Yates, R. D. and Goodman, D. J.(2005) Probability and Stochastic Processes (2nd ed), John Wiley & Sons.
[3] 蕭惠玲撰(2010),二維聯合分配下條件常態分配相容性之探討,國立政治大學應用數學系數學教學碩士在職專班碩士論文。
zh_TW