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博碩士論文 etd-0511104-154757 詳細資訊
Title page for etd-0511104-154757
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
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
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