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研究生: 沈佩萱
Pei-syuan Shen
論文名稱: 多個母體的變異係數比較之有母數強韌法
Parametric robust test for several coefficients of variation with unknown underlying distributions
指導教授: 鄒宗山
Zong-shan Zou
口試委員:
學位類別: 碩士
Master
系所名稱: 理學院 - 統計研究所
Graduate Institute of Statistics
畢業學年度: 95
語文別: 中文
論文頁數: 46
中文關鍵詞: 變異係數
外文關鍵詞: coefficient of variation, robust test
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  • 在判別多組連續型資料的變異係數是否相等時,常假設資料服從常態分配,然後進行分析。但是,當資料不服從常態分配時,那麼根據此假設所得到的統計推論便會是不對的。
    本文將Royall and Tsou(2003)提出的強韌概似函數的方法,應用在多母體變異係數間之比率的推論上。利用經適當修正過的常態概似函數,提供一個只要母體真正分配的四階動差存在,變異係數正確的統計推論方法。


    This paper uses the robust likelihood technique proposed by Royall and Tsou(2003) to develop a parametric robust score test for testing the equality of coefficients of variation. More specifically, it is demonstrated that the normal likelihood function could be adjusted to provide asymptotically valid inferences for practically all continuous random variables, as long as the underlying distributions have finite fourth moments. Three-sample problem is investigated in details, and the adjustment that achieves the robustness property is presented. Simulation studies are executed to demonstrate the finite sample performance of the novel robust procedure. Real data analyses are provided to compare several procedures for testing the equality of coefficients of variation.

    中文摘要 i 英文摘要 ii 致謝辭 iii 目錄 iv 表目錄 v 第一章 緒論 1 第二章 強韌概似函數 2 2.1 常態模型之可被強韌化 2 2.2 概似函數之修正 3 第三章 常態模型的修正項 5 3.1 參數的最大概似估計量 5 3.2 的計算 6 3.3 的計算 10 第四章 檢定多母體的變異係數 18 4.1 三個母體之分數檢定 18 4.2 三個母體以上之分數檢定 19 第五章 模擬研究 22 5.1 強韌分數檢定之模擬研究 22 5.2 方法比較 30 第六章 實例分析 37 第七章 結論 44 參考文獻 45

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