博碩士論文 91221008 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:10 、訪客IP:3.80.6.254
姓名 蘇筱筑(Xiao-Zhu Su)  查詢紙本館藏   畢業系所 數學系
論文名稱 布朗運動及布阿松過程之變異數分析
(The analysis of variance of Brownian motion and Poisson process.)
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
★ (X,Y)及max{X,Y}之分布及特徵函數之估計★ 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) 統計是一門比較的學問,而變異數(analysis of variance)分析為最主要的比較工具。變異數分析的技巧主要是作變異數之分解及自由度(degree of freedom)之分解並以變異數除自由度作統計量對一些分布(如常態分布)的期望值(通常為線性)作概似檢定(likelihood ratio test)。隨機過程數據已日漸重要,但傳統變異數分析似未及於隨機過程。因布朗運動(Brownian motion)及布阿松過程(Poisson process)為許多重要隨機過程之原型,故本文主要目的在將變異數分析之技巧推廣於數據為布朗運動或布阿松過程之情形。
摘要(英) The classical analysis of variance (ANOVA) has been focused mainly on the mean of the normal distribution. The purpose of this paper is to extend the idea of ANOVA to deal with parameters of Brownian motion and Poisson process.
關鍵字(中) ★ 變異數分析
★ 布阿松過程
★ 布朗運動
關鍵字(英) ★ analysis of variance
★ Brownian motion
★ Poisson process
★ ANOVA
論文目次 第一章 簡介…………………………………………………………………1
第二章 布朗運動的變異數分析……………………………………………3
第一節 同值檢定……………………………………………………………3
第二節 行效應檢定…………………………………………………………10
第三節 列效應檢定…………………………………………………………30
第四節 交互效應檢定………………………………………………………46
第三章 布阿松過程的變異數分析…………………………………………63
第一節 同值檢定……………………………………………………………63
第二節 行效應檢定…………………………………………………………68
第三節 列效應檢定…………………………………………………………79
第四章 結論…………………………………………………………………90
參考文獻…………………….…………………………………………………98
參考文獻 [1] Andersen, P. K. Borgan, O. Gill, R. D. and Keiding, N. (1993). Statistical methods on counting processes. Springer-Velag.
[2] Aven, T. and Jensen, U. (1999). Stochastic models in reliability. Springer.
[3] Bosq, D. (1998). Nonparametric statistics for stochastic process. ed., Lecture notes in statistics 110, Springer.
[4] Diggle, P. J. Liang, K. Y., and Zeger, S. L. (1994). Analysis of longitudinal data. Clarendon Press.
[5] Draper, N. R. and Smith, H. (1966). Applied Regression Analysis. Wiley.
[6] Fleming, T. R. and Harrington, D. P. (1991). Counting processes and survival analysis. Wiley.
[7] Fisher, R. A. (1925). Statistical Methods for Research Workers, first edition, Oliver & Boyd, Edinburgh.
[8] Gao, F., Wahba, G., Klein, R. and Klein, B. (2001). “Smoothing Spline ANOVA for Multivariate Bernoulli Observations, With Application to Ophthalmology Data (with discussions),” JASA, Vol. 96, pp. 127-160.
[9] Guo, W., Dai, M., Ombao, H. C., and Sachs, R. V. (2003). “Smoothing Spline ANOVA for Time-Dependent Spectral Analysis,” JASA, Vol. 98, pp. 643-652.
[10] Guttman, I. (2000), “A contrast of EB, modal and EM-algorithm estimates arising in the one-way analysis of variance situation,” Statistics & Probability Letters, Vol. 48, pp. 33-58.
[11] Hines, W. G. S. (1996). “Pragmatics of Pooling in ANOVA Tables,” The American Statistician, Vol. 50, pp. 127-139.
[12] Hogg, R. V. and Craig, A. T. (1995). Introduction to Mathematical Statistics. ed., Prentice Hall.
[13] Huang, J. Z., Kooperberg, C., Stone, C. J. and Truong, Y. K. (2000), “Functional ANOVA modeling for proportional hazards regression,” The Annals of Statistics, Vol. 28, pp. 961-999.
[14] Janky, D. G. (2000). “Sometimes Pooling for Analysis of Variance Hypothesis Tests: A Review and Study of a Split-Plot Model,” The American Statistician, Vol. 54, pp. 269-279.
[15] John, J. A. and Quenouille, M. H. (1977). Experiments: Design and Analysis. Charles Griffin.
[16] Johnson, N. L. and Leone, F. C. (1966). Statistical and Experimental Design in Engineering and the Physical Sciences. Wiley.
[17] Kurz, L. and Benteftifa, H. (1997). Analysis of Variance in Statistical Image Prcoessing. Cambridge University Press.
[18] Lin, X., Wahba, G., Xiang, D., Gao, F., Klein, R. and Klein, B. (2000), “Smoothing spline ANOVA models for large data sets with Bernoulli observations and the randomized GACV,” The Annals of Statistics, Vol. 28, pp. 1570-1600.
[19] Lin, Y. (2000), “Tensor product space ANOVA models,” The Annals of Statistics, Vol. 28, pp. 734-755.
[20] Luo, Z. (1998), “Backfitting in smoothing spline ANOVA,” The Annals of Statistics, Vol. 26, pp. 1733-1759.
[21] Muisela, M. and Rutkowski, R. (1998). Martingale methods in financial modeling. Springer.
[22] Paul, S. R. and Banerjee, T. (1998). “Analysis of Two-Way Layout of Count Data Involving Multiple Counts in Each Cell,” JASA, Vol. 93, pp. 1419-1429.
[23] Percival, D. B. and Walded, A. T. (2000). Wavelet methods for time series analysis. Cambridge University Press.
[24] Ramsay, J. O. and Silverman, B. W. (1997). Functional data analysis. Springer.
[25] Rao, C. R. (1952). Advanced Statistical Methods in Biometric Research. Wiley.
[26] Scheffe, H. (1959). The Analysis of Variance. Wiley.
[27] Seber, G. A. F. (1966). The Linear Hypothesis: A General Theory. Charles Griffin.
[28] Seber, G. A. F. (1976). Linear Regression Analysis. Wiley.
[29] Shorack, G. R. and Wellner, J. A. (1986). Empirical processes with applications to statistics. Wiley.
[30] Spitzner, D. J., Marron, J. S. and Essick, G. K. (2003). “Mixed-Model Functional ANOVA for Studying Human Tactile Perception,” JASA, Vol. 98, pp. 263-272.
[31] Stark, H. and Woods, J. W. (2002). Probability and random processes with applications to signal processing. ed., Prentice Hall.
[32] Terbeck, W. and Davies, P. L. (1998). “Interactions and outliers in the two-way analysis of variance,” The Annals of Statistics, Vol. 26, pp. 1279-1305.
[33] Wahba, G., Wang, Y., Gu, C., Klein, R. and Klein, B. (1995), “Smoothing spline ANOVA for exponential families, with application to the Wisconsin epidemiological study of diabetic retinopathy,” The Annals of Statistics, Vol. 23, pp. 1865-1895.
[34] Wetherill, G. B. (1980). Intermediate Statistical Methods. Chapman & Hall.
指導教授 許玉生(Yu-Sheng Hsu) 審核日期 2004-6-17
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