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研究生: 唐巧玲
Chaio-Ling Tang
論文名稱: 布朗運動之線性和二次動向函數的同值檢定
Homogeneous tests for linear and quadractic drift functions of brownian motions.
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: 93
語文別: 英文
論文頁數: 149
中文關鍵詞: 統計同值檢定
外文關鍵詞: homogeneous test, statistic
相關次數: 點閱:17下載:0
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  •  平均值函數(mean functions)在多維分析上的檢定是很重要的一部份,以變異數分析.共變異數分析和迴歸分析作為應用的基礎,有關這個問題的檢定在隨機過程的資料中是比較少被研究.
     在這篇論文中,我們將討論布朗運動之線性和二次動向函數的同值檢定.


     Testing equality of mean functions is important in multivariate analysis.The application can be found in analysis of variance,analysis of covariance and regression.However,this testing problem is relatively less explored for stochastic processes datum.In this paper,we present homogeneous tests for linear quadratic drift functions of Brownian motions.

    Contents 1.Introduction.....................................................1 2.Homogeneous Tests for Linear Mean functions......................3 2.1 Homogeneous Tests for Two Parameters........................6 2.2 Homogeneous Tests for Intercepts...........................22 2.3 Homogeneous Tests for Slopes...............................31 3.Homogeneous Tests for Quadratic Mean functions..................40 3.1 Homogeneous Tests for Three Parameters.....................44 3.2 Homogeneous Tests for a and b..............................64 3.3 Homogeneous Tests for b and r..............................77 3.4 Homogeneous Tests for a and r..............................90 3.5 Homogeneous Tests for a...................................103 3.6 Homogeneous Tests for b...................................116 3.7 Homogeneous Tests for r...................................129 4.Conclusion.....................................................142 .Reference.......................................................147

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