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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
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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.

    第一節 簡介.....................................1 第二節 關鍵點及反曲點之核估計...................2 第三節 斜率及曲率之核估計......................11 第四節 概似函數之核估計........................26 第五節 結論....................................33 參考文獻.......................................38 附錄A..........................................39 附錄B..........................................45 附錄C..........................................71

    [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.

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