博碩士論文 88221017 詳細資訊




以作者查詢圖書館館藏 以作者查詢臺灣博碩士 以作者查詢全國書目 勘誤回報 、線上人數:98 、訪客IP:3.233.226.151
姓名 李靜芳(Ching-Fang Lee)  查詢紙本館藏   畢業系所 數學系
論文名稱 (X,Y)及max{X,Y}之分布及特徵函數之估計
(Distribution and Characteristic Functions Estimations for (X,Y) and max{X,Y})
相關論文
★ 定點離散核估計★ 密度函數核估計之差的極限分布及其應用
★ 密度函數的直接核估計與間接核估計★ 前二階樣本動差之函數在m相關平穩過程上之統計推論
★ 平穩過程高階動差之極限分佈及應用★ 統計模型參數和之估計
★ 隨機過程參數和之估計★ 二組件組合產品之故障率的非母數估計
★ 穩定性密度函數之核估計★ 柏努力條件下常態分布之參數估計
★ 二維品質度量之直接與間接參數估計★ 布朗運動之雙曲正弦與雙曲餘弦變換
★ 布朗運動及布阿松過程之變異數分析★ 布朗運動之線性和二次動向函數的同值檢定
★ 兩個獨立的基本Lévy隨機過程之極值過程★ 常態及二項混合模型之最大概似估計式的漸近最優性
檔案 [Endnote RIS 格式]    [Bibtex 格式]    [相關文章]   [文章引用]   [完整記錄]   [館藏目錄]   [檢視]  [下載]
  1. 本電子論文使用權限為同意立即開放。
  2. 已達開放權限電子全文僅授權使用者為學術研究之目的,進行個人非營利性質之檢索、閱讀、列印。
  3. 請遵守中華民國著作權法之相關規定,切勿任意重製、散佈、改作、轉貼、播送,以免觸法。

摘要(中) 令X,Y表二獨立之隨機變數,則(X,Y)及max{X,Y}之分布及特徵函數各有兩種不同表示方式,也因此有二種不同估計方法,本文之主要目的在比較此二種估計法之優劣。
摘要(英) Let X,Y be independent random variables. Distribution and characteristic functions for (X , Y) and max{X , Y} can be expressed by two different reports in each other. We will compare distribution and characteristic functions for (X , Y) and max{X , Y} in different estimation.
關鍵字(中) ★ 分布函數
★ 特徵函數
★ 經驗分布函數
★ 經驗特徵函數
關鍵字(英) ★ empirical distribution function
★ characteristic function
★ distribution function
★ empirical characteristic function
論文目次 第一節 簡介.................................1
第二節 經驗分布估計法 ......................3
第三節 經驗特徵函數估計法...................8
第四節 結論 ................................23
參考文獻 ..............................31
參考文獻 1.ALEXAANDER, K. S.(1984).Probability inequalities for empirical processes and a law of the iterated logarithm.Ann.Probab.12 1041-1067. [Correction:(1987) Ann.Probab,15, 428-430.]
2.BOLTHAUSEN,E.(1978)Weak convergence of an empirical process indexed by the
closed convex subsets of I2.Z.Wahrsch.Verw.Gebiete ,43, 173-181.
3.CSÖRGÖ,S.(1981).Multivariate empirical characteristic function.Z .Wahrsch .
Verw.Gebiete, 55 ,203-229.
4.CSÖRGÖ,S.(1981a).The empirical characteristic process when parameters are
estimated. Contribution to Probability(Ed.J.Gani and V.K. Rohatgi),Academic Press, New York.
5.CSÖRGÖ,S.(1981b).Limit behaviour of the empirical characteristic function. Ann.Probability ,9,130-144.
6.CSÖRGÖ,S.(1983).Estimating characteristic functions under random censorship.
Theory Probab.Appl,28,615-622.
7.CSÖRGÖ,S.(1986).Testing for normality in arbitrary dimension.The Annals of
Statistics. 14, 2,708-723.
8.DAHLHAUS,R.(1988).Empirical spectral processes and their application to time
series analysis.Stochastic Process.Appl.,30, 69-83.
9.DUDLRY,R.M.(1978).Central limit theorems for empirical measures. Probab. 6,
899-929.
10.DUDLRY,R.M.(1984).A course on empirical processes.Ecole d’Et de Probabilities de Saint Flour XII. Lecture Notes in Math.1097,1-142.
Springer,New York.
11.EDDY,W.F.and HARTIGAN,J.A.(1977).Uniform convergence of the empirical
distribution function over convex sets.Ann.Statist,5 ,370-374.
12.FEIGIN,P.D.and HEATHCOTE,C.R.(1976).The empirical characteristic function
and the Cramer-von Mises Statistic.Sankhya Ser .A ,38,309-325.
13.FEUERVERGER, A. and MUREIKA, R.A.(1977). The empirical characteristic
function and its applications.Ann. Statistic ,5,88-97.
14.KELLER,H.-D.(1988).Large deviations of the empirical characteristic function.Acta Sci.Math.52,207-214.
15.KENT,J.T.(1975).A weak convergence theorem for the empirical characteristic function.J.Appl.Prob.12,515-523.
16.KOLCHINSKIĭ,V.I.(1989).Limit theorem for empirical characteristic functions in Banach spaces.Theor.Probability and Math.Statist.39,83-91.
17.KOUTROUVELIS,I.A.(1980a).A goodness-of-fit test of simple hypotheses based on the empirical characteristic function.Biometrika.67,238-240.
18.LUKACS,E.(1970).Characteristic Functions.Griffin,London.
19.LUKACS,E.(1983).Developments in Characteristic Function Theory Griffin,London.
20.MARCUS,M.B.(1981).Weak convergence of the empirical characteristic
function .Ann.Probab.9,194-201.
21.MUROTA,K.(1981).Test for normality based on the empirical characteristic
function. Rep.Statist.Appl.Res.Un.Japan Sci.Engrs, 28 ,1-17
22.MUROTA,K. and TAKEUCHI, K.(1981).The studentized empirical characteristic
function and its application to test for the shape of distribution. Biometrika ,68 ,55-65.
23.PETTITT,A.N.(1979).Testing for bivariate normality using the empirical
distribution function.Comm.Statist.A—Theory Methods ,8,699-712.
24.SHORACK,G.R.and WELLNER,J.A.(1986).Empirical Processes with Applications
to Statistics.Wiley,New York.
25.SORENSEN,H.(2002).Estimation of diffusion parameters for discretely observed
diffusion processes.Bernoulli,8,491-508.
26.USHAKOV,N.G.(1999).Selected topics in characteristic functions.VSP.
27.WELSH,A.H.(1985).A note on scale estimates based on the empirical
characteristic function and their application to test for normality.Statist.Probab.Letters 3.
指導教授 許玉生(YU-SHENG HSU) 審核日期 2003-6-12
推文 facebook   plurk   twitter   funp   google   live   udn   HD   myshare   reddit   netvibes   friend   youpush   delicious   baidu   
網路書籤 Google bookmarks   del.icio.us   hemidemi   myshare   

若有論文相關問題,請聯絡國立中央大學圖書館推廣服務組 TEL:(03)422-7151轉57407,或E-mail聯絡  - 隱私權政策聲明