| DC 欄位 |
值 |
語言 |
| DC.contributor | 數學系 | zh_TW |
| DC.creator | 李世懿 | zh_TW |
| DC.creator | Shih-yi Li | en_US |
| dc.date.accessioned | 2008-6-29T07:39:07Z | |
| dc.date.available | 2008-6-29T07:39:07Z | |
| dc.date.issued | 2008 | |
| dc.identifier.uri | http://ir.lib.ncu.edu.tw:88/thesis/view_etd.asp?URN=952201022 | |
| dc.contributor.department | 數學系 | zh_TW |
| DC.description | 國立中央大學 | zh_TW |
| DC.description | National Central University | en_US |
| dc.description.abstract | 分布函數為機率上重要的分析工具，其重要性不亞於機率密度函數及特徵函數。在統計上分布函數也有很多應用，令$F$表一分布函數，則$F^{-1}$可用於隨機變數之模擬及穩定型分布(stable distribution)之冪數(exponent)的估計。通常分布函數是未知的，必需用樣本估計。分布函數未知時，常用之分布函數的估計式為經驗分布(empirical distribution function)。本文之目的為研究$F^{-1}$的估計，但上述經驗分布卻因其反函數不存在，故不能直接運用。本文提出$F^{-1}(y)$之核估計式$widehat{F}^{-1}(y)$，因此式之機率性質非常複雜，故本文將以電腦模擬方式研究$widehat{F}^{-1}(y)$之漸近一致性(asymptotic consistency)及漸近常態性(asymptotic normality)。 | zh_TW |
| dc.description.abstract | The inverse function of a distribution function has many applications in statistics. In practice, the inverse function is unknown and has to be estimated. The purpose of this paper is to discuss a kernel estimator $widehat{F}^{-1}(y)$ of the inverse function $F^{-1}(y)$ of a distribution function $F(x)$. Since the theoretical property of $widehat{F}^{-1}(y)$ is extremely complicated, we will investigate the asymptotic consistency and asymptotic normality of $widehat{F}^{-1}(y)$ via computer simulations. | en_US |
| DC.subject | 分布函數之反函數 | zh_TW |
| DC.subject | 核估計 | zh_TW |
| DC.subject | inverse distribution function | en_US |
| DC.subject | kernel estimator | en_US |
| DC.title | 分布函數之反函數之核估計的模擬研究 | zh_TW |
| dc.language.iso | zh-TW | zh-TW |
| DC.title | A Simulation Study for Kernel Estimator of Inverse Distribution Function | en_US |
| DC.type | 博碩士論文 | zh_TW |
| DC.type | thesis | en_US |
| DC.publisher | National Central University | en_US |