| 研究生: |
陳盈安 Ying-an Chen |
|---|---|
| 論文名稱: |
對稱型機率密度函數之一些泛函的核估計 Kernel Estimators for Some Functionals of Symmetric Probability Density Functions |
| 指導教授: |
許玉生
Yu-Sheng Hsu |
| 口試委員: | |
| 學位類別: |
碩士 Master |
| 系所名稱: |
理學院 - 數學系 Department of Mathematics |
| 畢業學年度: | 97 |
| 語文別: | 中文 |
| 論文頁數: | 84 |
| 中文關鍵詞: | 核估計 、對稱型機率密度函數 |
| 外文關鍵詞: | Kernel Estimators, Symmetric Probability Density Functions |
| 相關次數: | 點閱:7 下載:0 |
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令X_1,X_2…X_n表一組獨立同分布之隨機變數且其共同機率密度函數為f(x),則常用之f(x)之估計式為核估計式$hat{f}(x)$. 核估計式具有許多好的性質,密度函數之泛函如密度函數之眾數(mode),微分及積分均有深入之研究( 參考 Pagan and Ullah (1999) , Silverman (1986) , Prakasa Rao (1983)及Tapia and Thompson (1977) ) . 本文研究對稱型機率密度函數 之一些尚未討論之泛函H(f)的核估計$H(hat{f})$,即關鍵點,反曲點,斜率,曲率及概似函數之核估計.
Kernal density estimator $hat{f}$ is by far the most popular estimator of probability density function f .It is interesting to find performances of $H(hat{f})$ for functionals H(f) of f.Well known results cover a great many H(f) include $f^{(k)}(x)$
, the k-th derivatives of f,integral of f like $int_{-infty}^{x}f(s)ds$ , the distribution function , evaluated at x , and modes of x . In this paper , we investigate $H(hat{f})$ for functionals
H(f) that represent critical points and reflection points of f , slopes and curvatures of f evaluated at fixed points , and likelihood functions , topics that are not discussed yet.
[1] Lehmann,E.L. (1986) . Testing Statistical Hypotheses . 2nd ed. Wiley.
[2] Pagan , A. and Ullah , A. (1999) . Nonparametric Econometrics , Cambridge
University Press.
[3] Prakasa Rao , B.L.S (1983) . Nonparametric Functional Estimation . Academic
Press.
[4] Silverman , B.W. (1986) . Density Estimation for Statistics and Data Analysis ,
Chapman and Hall.
[5] Tapia , R.A. and Thompson , J.R. (1977) . Nonparametric Probability Density
Estimation . Johns Hopkins University Press.