一個分析具相關性的連續與比例資料的簡單且強韌的方法;An easy and robust way to analyzing bivariate continous and proportion data

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/54280

Title:	一個分析具相關性的連續與比例資料的簡單且強韌的方法;An easy and robust way to analyzing bivariate continous and proportion data
Authors:	余思璇;Yu,Sz-shiuan
Contributors:	統計研究所
Keywords:	伽瑪-貝他二元混合模型;強韌概似函數;強韌二元負二項分配;水文學;Hydrology;Bivariate gamma and Beta model;Robust likelihood;Bivariate negative binomial distribution
Date:	2012-06-23
Issue Date:	2012-09-11 18:42:59 (UTC+8)
Publisher:	國立中央大學
Abstract:	在水文學上，以往總以單變量的統計方法分析資料。Nadarajah(2009)針對乾旱資料提出了伽瑪-貝他二元混合模型來分析乾旱持續時間與其發生比例。本文利用強韌概似函數的概念建立強韌二元負二項模型，並利用模擬與乾旱資料比較此模型與伽瑪-貝他二元混合模型，在分析具相關性的連續與比例資料時的差異與優劣。Traditionally, analysis of Hydrology employs only one hydrological variable. Nadarajah (2009) proposed a bivariate model with gamma and beta as marginal distributions to analyze the drought duration and the proportion of drought events. We demonstrate that the gamma-beta model is sensitive to model misspecification, and propose using the robust bivariate negative binomial model to make inference for data of this type. One obtains legitimate inference without worrying about the true underlying distribution of the bivariate data.Simulations and the analysis of the drought data from the State of Nebraska, USA, are provided to make contrasts between our robust approach and the gamma-beta model.
Appears in Collections:	[Graduate Institute of Statistics] Electronic Thesis & Dissertation

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