有母數的強韌適合度檢定

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/71929

Title:	有母數的強韌適合度檢定
Authors:	吳偉豪;Wu,Wei-Hao
Contributors:	統計研究所
Keywords:	適合度檢定;經驗分配;強韌;伽瑪分配;韋伯分配;對數常態分配;Burr分配;Goodness of Fit;Empirical distribution;robust;gamma distribution;Weibull distribution;lognormal distribution;Burr distribution
Date:	2016-07-25
Issue Date:	2016-10-13 14:06:55 (UTC+8)
Publisher:	國立中央大學
Abstract:	我們使用伽瑪分配做為模型的假設，利用此分配能夠在分配假設不正確的情況之下，仍然能夠正確的估計母體平均數的特點，來製造新的適合度檢定統計量來檢定資料是否來自某一個特定的分配。本文將選用Kolmogorov-Smirnov (Kolmogorov,1933;Smirnov,1939)、Cramér–von Mises(Cramér,1928;von Mises,1931)與Anderson-Darling(1952)三個檢定統計量作比較。;We take advantage of the property that the gamma distribution is able to deliver consistent estimate for the mean parameter under model misspecification to develop a goodness of fit (GOF) test statistic. We use simulations to compare our novel test statistic with other GOF methods including the Kolmogorov-Smirnov、Cramér–von Mises and Anderson-Darling tests. It appears that our test outperforms in terms of testing power when the underlying distributions are similar to the null hypothesized distribution.
Appears in Collections:	[Graduate Institute of Statistics] Electronic Thesis & Dissertation

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