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系統識別號 U0026-0812200913374320
論文名稱(中文) 相關母體複合假設之檢定
論文名稱(英文) On Testing the Composite Null Hypothesis Among Correlated Populations
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) 黃妍綺
研究生(英文) Yen-Chi Huang
電子信箱 ychuang@stat.ncku.edu.tw
學號 R2694104
學位類別 碩士
語文別 英文
論文頁數 92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 等價  最保守均數組合  水準與檢定力 
英文關鍵字 Equivalence  Least favorable mean configuration  Level and power 
學科別分類
中文摘要 假設一個多變量常態母體,要檢定其平均數是否等價之檢定統計量所利用的概念是:各母體平均數和所有母體的總平均數之間的最大距離會小於一個很微量的值。當虛無假設為真時,檢定量落在拒絕區域內的機率稱之為檢定水準。本研究討論在虛無假設成立下,達到最大檢定水準之均數組合,稱為最大水準均數組合。在均數組合下,檢定水準和檢定力是與未知的平均數和變異數完全獨立的。因此,一旦虛無假設已設定,就可同時求出該假設檢定量之p值。本研究探討四類不同性質的股票基金,根據已知條件,利用電腦程式求出該假設檢定量之p值,也就是各公司間沒有差異的最低標準。附上計算p值統計表的電腦程式。
英文摘要 Assuming a multivariate normal distribution, a distance test statistic is proposed to test the hypothesis of equivalence of normal means, where the equivalence is defined to be maximum distance of treatment means from the grand mean being falling into a small but negligible zone. The least favorable mean configuration (LFMC) to guarantee the maximum level at a null hypothesis is investigated. These level (and the power) of the test are fully independent of the unknown means and variances. For a given null hypothesis,the p-value of the test for an experiment can be determined. Statistical tables of critical values and computer program for evaluating the p-value are provided.
論文目次 1 Introduction 1
2 One-Sample Procedure for Equivalence 3
3 Example 16
3.1 一般型股票基金. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
3.2 科技類股票基金. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
3.3 中小型股票基金. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
3.4 上櫃股票型基金. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
4 Conclusion and Discussion 24
Reference 25
Appendix A 27
Appendix B 33
Appendix C 39
Appendix D 65
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Wen, M. J., Chen, H. J. and Chuang, C. J. (2005). The Level and Power of a Studentized Range Test for Testing the Dispersion of Normal Mean. Technical Report No. 68, July 2005, Department of Statistics, National Cheng Kung University, Tainan, Taiwan. This manuscript can be viewed on http://www.stat.ncku.edu.tw/faculty/mjwen/MjWenTR.htm (TR68DispersionofNormalMean940707).
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