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| 系統識別號 |
U0026-0812200913374219 |
| 論文名稱(中文) |
相關母體與均數之多重比較 |
| 論文名稱(英文) |
Interval Multiple Comparisons With The Average Where Populations Are Correlated |
| 校院名稱 |
成功大學 |
| 系所名稱(中) |
統計學系碩博士班 |
| 系所名稱(英) |
Department of Statistics |
| 學年度 |
95 |
| 學期 |
2 |
| 出版年 |
96 |
| 研究生(中文) |
陳宣諭 |
| 研究生(英文) |
Shiuan-yu Chen |
| 電子信箱 |
syuchen@stat.ncku.edu.tw |
| 學號 |
r2694401 |
| 學位類別 |
碩士 |
| 語文別 |
英文 |
| 論文頁數 |
40頁 |
| 口試委員 |
口試委員-吳宗正
口試委員-溫敏杰
指導教授-陳占平
|
| 中文關鍵字 |
Bonferroni 不等式
與平均數的比較
多變量常態
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| 英文關鍵字 |
comparisons with the average
Bonferroni inequality
multivariate normal distribution
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| 學科別分類 |
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| 中文摘要 |
在多個相關的母體中，求各母體平均數與總母體平均數差異之信賴區間。假設資料具有共同且未知的變異數，以及具有共同已知且為非負的相關係數，結合積分與模擬的方法下求各母體平均數與總母體平均數差異之單尾及雙尾信賴區間，在相關的母體中，各母體平均數與總母體平均數差異之特定信賴區間，所必須的臨界值已經製成統計表格於附錄中。最後，將本信賴區間應用於美國大型共同基金報酬率上。
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| 英文摘要 |
In this research we propose some multiple comparison procedures with the average when the targeted populations are correlated. Simultaneous confidence intervals are considered for normal distributions with a common unknown variance. These procedures can be used to identify
better-than-the-average, worse-than-the-average and
not-much-different-from-the-average products in car models,
agricultural treatments, commercial items, electronic
components, stock fund selection, medical equipments, and drug comparisons.
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| 論文目次 |
1 Introduction 1
2 Multiple Comparisons With Common Unknown Variances 1
2.1 The Upper Confidence Intervals . . . . . . . . . . . . . . . . . . . . . . . . . 1
2.2 The Lower Confidence Intervals . . . . . . . . . . . . . . . . . . . . . . . . . 3
2.3 The Two-Sided Confidence Intervals . . . . . . . . . . . . . . . . . . . . . . 4
2.4 Simultaneous Upper Confidence Intervals by Simulation-Quadrature . . 6
2.5 Simultaneous Lower Confidence Intervals by Simulation-Quadrature . . 6
2.6 Simultaneous Two-sided Confidence Intervals by Simulation-Quadrature 6
3 Example 7
4 Conclusion and Discussion 11
References 12
Appendix A 13
Appendix B 25
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| 參考文獻 |
Casella, G. and Berger, R. L. (1990). Statistic Inference, 2nd Thomson Learning.
Chen, H. J. (2004-6). Evaluation on US mutual funds and retirement pension calculation. A research talk for Department of Accountancy, National Cheng-Kung University, Tainan, May 14, 2004; for Department of Accountancy, Tung-Hai University, Taichung, Dec 14, 2005; and for Graduate School of Business, Zhejiang University, Hangzhou, September 22, 2006.
Chen, H. J. and Wen, M J. (2004). Evaluation on the largest U.S. mutual funds. The Third Conference on Cross -Strait Industrial Development and Management. Hainan University and Cheng Kung University, 95-98.
Gupta, S. S. (1963). Probability integrals of multivariate normal and multivariate t. Ann. Math. statist., 34 , 792-828.
Johnson, N. L. and Kotz, S. (1972). Distribution in Statistics: Continuous Multivariate Distributions. New York: Wiley.
Wu, S. F. and Chen, H.J. (1998). Multiple comparison procedures with the average for normal distribution. American Journal of Mathematical and Management Sciences . Vol. 18, Nos. 1 and 2, 193-218.
Wu, S. F. and Chen, H.J. (2000). Two-stage Multiple comparisons with the average for normal distributions under heteroscedasticity. Computational Statistics and Data Analysis. Vol. 33, 201-213.
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| 論文全文使用權限 |
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