布朗運動之線性和二次動向函數的同值檢定

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唐巧玲(Chaio-Ling Tang) 查詢紙本館藏

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論文名稱

布朗運動之線性和二次動向函數的同值檢定
(Homogeneous tests for linear and quadractic drift functions of brownian motions.)

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摘要(中)

平均值函數（mean functions）在多維分析上的檢定是很重要的一部份，以變異數分析．共變異數分析和迴歸分析作為應用的基礎,有關這個問題的檢定在隨機過程的資料中是比較少被研究．
　在這篇論文中，我們將討論布朗運動之線性和二次動向函數的同值檢定．

摘要(英)

Testing equality of mean functions is important in multivariate analysis.The application can be found in analysis of variance,analysis of covariance and regression.However,this testing problem is relatively less explored for stochastic processes datum.In this paper,we present homogeneous tests for linear quadratic drift functions of Brownian motions.

關鍵字(中)

★ 統計
★ 同值檢定

關鍵字(英)

★ homogeneous test
★ statistic

論文目次

Contents
1.Introduction.....................................................1
2.Homogeneous Tests for Linear Mean functions......................3
2.1 Homogeneous Tests for Two Parameters........................6
2.2 Homogeneous Tests for Intercepts...........................22
2.3 Homogeneous Tests for Slopes...............................31
3.Homogeneous Tests for Quadratic Mean functions..................40
3.1 Homogeneous Tests for Three Parameters.....................44
3.2 Homogeneous Tests for a and b..............................64
3.3 Homogeneous Tests for b and r..............................77
3.4 Homogeneous Tests for a and r..............................90
3.5 Homogeneous Tests for a...................................103
3.6 Homogeneous Tests for b...................................116
3.7 Homogeneous Tests for r...................................129
4.Conclusion.....................................................142
.Reference.......................................................147

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指導教授

許玉生(Yu-Sheng Hsu)

審核日期

2005-6-8

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