論文使用權限 Thesis access permission:校內校外完全公開 unrestricted
開放時間 Available:
校內 Campus: 已公開 available
校外 Off-campus: 已公開 available
論文名稱 Title |
關於Gamma分佈及相關問題之研究 A Study of Gamma Distributions and Some Related Works |
||
系所名稱 Department |
|||
畢業學年期 Year, semester |
語文別 Language |
||
學位類別 Degree |
頁數 Number of pages |
115 |
|
研究生 Author |
|||
指導教授 Advisor |
|||
召集委員 Convenor |
|||
口試委員 Advisory Committee |
|||
口試日期 Date of Exam |
2004-04-03 |
繳交日期 Date of Submission |
2004-05-11 |
關鍵字 Keywords |
gamma分佈、參數、Laplace轉換、均方誤差、反高斯分佈、常數迴歸、廣義的反高斯分佈、測度轉換、動差法、刻劃、beta分佈、二維gamma分佈 renewal process., characterization, constancy of regression, gamma distribution, mean squared error, power of hypothesis testing, Laplace transform, method of moments, generalized inverse Gaussian, Poisson process, inverse Gaussian distribution, Beta distribution, bivariate gamma distribution, parameter estimation, change of measure |
||
統計 Statistics |
本論文已被瀏覽 5728 次,被下載 3611 次 The thesis/dissertation has been browsed 5728 times, has been downloaded 3611 times. |
中文摘要 |
分佈刻劃數十年來一直是統計理論的一門重要課題。雖然已經有許多大家熟悉的結果,對於在應用上扮演重要角色的分佈,例如常態及gamma,新的刻劃結果依然相當具有吸引力。在實際應用上,有時我們會猜測觀測到的資料究竟服從什麼分佈,有時會利用刻劃上的特性去推測分佈。本文我們將先探討gamma分佈及利用刻劃上的特性所做的參數估計方法。其次,我們利用電腦模擬來進行一些分析研究。 |
Abstract |
Characterization of distributions has been an important topic in statistical theory for decades. Although there have been many well known results already developed, it is still of great interest to find new characterizations of commonly used distributions in application, such as normal or gamma distribution. In practice, sometimes we make guesses on the distribution to be fitted to the data observed, sometimes we use the characteristic properties of those distributions to do so. In this paper we will restrict our attention to the characterizations of gamma distribution as well as some related studies on the corresponding parameter estimation based on the characterization properties. Some simulation studies are also given. |
目次 Table of Contents |
Chapter 1: Introduction and Review Chapter 2: Characterizations of the Gamma Distribution via Conditional Moments Chapter 3: Characterizations of the Bivariate Gamma distribution Chapter 4: Characterizations of the Gamma and Generalized Inverse Gaussian distributions Chapter 5: Characterizations of the Gamma Distribution via Conditional Expectations Chapter 6: On Parameter Estimation of two Independent Gamma Population With the Same Scale Parameter Chapter 7: Conclusion |
參考文獻 References |
item[]Alzaid, A.A., Al-Osh, M.A. 1991. Characterizations of probability distributions based on the relation $Xstackrel{ m d}{=}U(X_{1}+X_{2}).$ extit{Sankhy={a} B} extbf{53}, 188-190. item[]Andersen, P.K., Gill, R.D. 1982. Cox's regression model for counting processes: a large sample study. extit{Ann. Stat.} extbf{10}, 1100-1120. item[]Bar-Lev, S.K., Bshouty, D., Enis, P., Letac, G., Lu, I. , and Richards, D. 1994. The diagonal multivariate natural exponential families and their classification. extit{J. Theor. Prob.} extbf{4}, 883-929. item[]Bobecka, K. 2002. Regression versions of Lukacs type characterizations for the bivariate gamma distribution. extit{J. Appl. Stat. Sci.} extbf{11}, 213-233. item[]Bobecka, K., Wesolowski, J. 2002a. Three dual regression schemes for the Lukacs theorem. extit{Metrika} extbf{56}, 55-72. item[]Bobecka, K., Wesolowski, J. 2002b. The Lukacs-Olkin-Rubin theorem without invariance of the "quotient". extit{Studia Math.} extbf{152}, 147-160. item[]Bolger, E.M., Harkness, W. L. 1965. A characterization of some distributions by conditional moments. extit{Ann. Math. Stat.} extbf{36}, 703-705. item[]Casalis , M., Letac, G. 1996. The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones. extit{Ann. Stat.} extbf{24}, 763-786. item[]Chhikara, R.S., Folks, J.L. 1989. extit{The Inverse Gaussian Distribution: Theory, Methodology and Applications.} Marcel Dekker Inc., New York. item[]Chung, K.L. 2001. extit{A course in probability theory}, 3rd ed. Academic Press. item[]Cox , D.R. 1972. Regression models and life tables (with discussion). extit{J. Roy. Stat. Soc. B} extbf{34}, 187-220. item[]Hall, W.J., Simons, G. 1969. On characterizations of the gamma distribution. extit{Sankhy={a} A} extbf{31}, 385-390. item[]Huang, W.J., Chen, L.S. 1989. Note on a characterization of gamma distributions. extit{Stat. Prob. Lett.} extbf{8}, 485-487. item[]Huang, W.J., Chen, L.S. 1991. On a study of certain power mixtures. extit{Chinese J. Math.} extbf{19}, 95-104. item[]Huang, W.J., Su, J.C. 1997. On a study of renewal process connected with certain conditional moments. extit{Sankhy={a} A} extbf{59}, 28-41. item[]Hwang, T.Y., Hu, C.Y. 1999. On a characterization of the Gamma distribution: the independence of the sample mean and the sample coefficient of variation. extit{Ann. Inst. Stat. Math.} extbf{51}, 749-753. item[]Hwang, T.Y., Hu, C.Y. 2000. On some characterizations of population distributions. extit{Taiwanese J. Math.} extbf{4}, 427-437. item[]Hwang, T.Y., Huang, P.H. 2002. On new moment estimation of parameters of gamma distribution using it's characterization. extit{Ann. Inst. Stat. Math.} extbf{54}, 840-847. item[]Johnson, N.L., Kotz, S. 1994. extit{Distributions in Statistics: Continuous Univariate Distributions} I, 2nd edition. John Wiley & Sons, New York. item[]Kagan, A.M., Linnik, Y.V., Rao, C.R. 1973. extit{Characterization problems in mathematical statistics.} Wiley, New York (translated by B. Ramachandran). item[]Laha, R.G. 1964. On a problem connected with beta and gamma distributions, extit{Transactions of American Mathematical Society} extbf{113}, 287-298. item[]Letac, G., Massam, H. 1998. Quadratic and inverse regressions for Wishart distributions. extit{Ann. Stat.} extbf{26}, 573-595. item[]Letac, G., Wesolowski, J. 2000. An independence property for the product of GIG and gamma laws. extit{Ann. Prob.} extbf{28}, 1371-1383. item[]Li, S.H., Huang, W.J., Huang, M.N.L. 1994. Characterizations of the Poisson process as a renewal process via two conditional moments. extit{Ann. Inst. Stat. Math.} extbf{46}, 351-360. item[]Lukacs, E. 1955. A characterization of the gamma distribution. extit{Ann. Math. Stat.} extbf{26}, 319-324. item[]Matsumoto, H., Yor, M. 2003. Interpretation via Brownian motion of some independence properties between GIG and gamma variables. extit{Stat. Prob. Lett.} extbf{61}, 253-259. item[]Olkin, I., Rubin, H. 1962. A characterization of the Wishart distributions. extit{Ann. Math. Stat.} extbf{33}, 1272-1280. item[]Pakes, A.G. 1992a. A characterization of gamma mixtures of stable laws motivated by limit theorems. extit{Statistica Neerlandica} extbf{2-3}, 209-218. item[]Pakes, A.G. 1992b. On characterizations through mixed sums. extit{Austral. J. Stat.} extbf{34}, 323-339. item[]Pakes, A.G., Khattree, R. 1992. Length-biasing, characterizations of laws and the moment problem. extit{Austral. J. Stat.} extbf{34}, 307-322. item[]Pakes, A.G. 1994. Necessary conditions for characterization of laws via mixed sums. extit{Ann. Inst. Stat. Math.} extbf{46}, 797-802. item[]Patil, G.P., Seshadri, V. 1964. Characterization theorems for some univariate probability distributions. extit{J. Roy. Stat. Soc. B} extbf{26}, 286-292. item[]Pusz, J. 1997. Regressional characterization of the generalized inverse Gaussian population. extit{Ann. Inst. Stat. Math.} extbf{49}, 315-319. item[]Pusz, J. 2002. Some extensions on the bivariate populations of the Laha-Lukacs characterizations. extit{Technical report, Wydzial Matematyki I Nauk Informacyjnych, Politechnika Warszawska, Warszawa, Poland.} item[] Redheffer, R.M. 1992 extit{Introduction to Differential Equations.} Jones and Bartlett Publishers, Inc. Boston. item[]Roussas, G.G. 1997. extit{A Course in Mathematical Statistics,} 2nd edition. Academic Press, New York. item[]Seshadri, V. 1999. extit{The Inverse Gaussian Distribution, Statistical Theory and Applications.} Springer-Verlag Inc., New York. item[]Seshadri, V., Wesolowski, J. 2001. Mutual characterizations of the gamma and generalized inverse Gaussian laws by constancy of regression. extit{Sankhy={a} A} extbf{63}, 107-112. item[]Seshadri, V., Wesolowski, J. 2003. Constancy of regressions for beta distributions. extit{Sankhy={a}} extbf{65}, 284-291. item[]Shih, J.H., Louis, T.A. 1995. Inference on the association parameter in copula models for bivariate survival data. extit{Biometrics} extbf{51}, 1384-1399. item[]Tweedie, M.C.K. 1945. Inverse statistical variates. extit{Nature} extbf{155}, 453-453. item[]Wang, Y.H. 1981. extit{Extensions of Lukacs' characterization of the gamma distribution. In: Analytical Methods in Probability Theory, Lecture Notes in Mathematics} extbf{861}, Springer, New York, 166-177. item[]Wesolowski, J. 1989. A characterization of the gamma process by conditional moments. extit{Metrika} extbf{36}, 299-309. item[]Wesolowski, J. 1990. A constant regression characterization of the gamma law. extit{Adv. Appl. Prob.} extbf{22}, 488-490. item[]Wesolowski, J. 2002a. On a functional equation related to an independence property for beta distributions. extit{Aequationes Math.} extbf{63}, 245-250. item[]Wesolowski, J. 2002b. The Matsumoto-Yor independence property for GIG and Gamma laws, revisited. extit{Math. Proc. Camb. Phil. Soc.} extbf{133}, 153-161. item[]Yeo, G.F., Milne, R.K. 1991. On characterizations of beta and gamma distributions. extit{Stat. Prob. Lett.} extbf{11}, 239-242. |
電子全文 Fulltext |
本電子全文僅授權使用者為學術研究之目的,進行個人非營利性質之檢索、閱讀、列印。請遵守中華民國著作權法之相關規定,切勿任意重製、散佈、改作、轉貼、播送,以免觸法。 論文使用權限 Thesis access permission:校內校外完全公開 unrestricted 開放時間 Available: 校內 Campus: 已公開 available 校外 Off-campus: 已公開 available |
紙本論文 Printed copies |
紙本論文的公開資訊在102學年度以後相對較為完整。如果需要查詢101學年度以前的紙本論文公開資訊,請聯繫圖資處紙本論文服務櫃台。如有不便之處敬請見諒。 開放時間 available 已公開 available |
QR Code |