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博碩士論文 etd-0707110-152658 詳細資訊
Title page for etd-0707110-152658
論文名稱
Title
利用 Mathematica 計算分佈函數與特徵函數
Calculating Distribution Function and Characteristic Function using Mathematica
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
33
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
2010-06-04
繳交日期
Date of Submission
2010-07-07
關鍵字
Keywords
符號運算、Mathematica、數值運算、獨立單變量隨機變數、特徵函數、電腦代數系統、線性組合
characteristic function, computer algebra system, independent univariate random variables, Mathematica, numerical computation, symbolic computation, linear combination
統計
Statistics
本論文已被瀏覽 5742 次,被下載 1317
The thesis/dissertation has been browsed 5742 times, has been downloaded 1317 times.
中文摘要
本論文著重於 Mathematica 7.0 (Wolfram, 2008) 在分配理論上符號運算的應用,研究分成二個部份,首先,我們將會藉由修改一些程式去擴展 Mathematica 的能力以便於去處理獨立單變量隨機變數線性組合的特徵函數之符號運算,這些程式使用 pattern-matching 的語法去提高 Mathematica 在化簡代數乘積及加總的能力。第二,通過 Mathematica 的 pattern-matching 特性,特徵函數可
以被分類到一些常見的分配裡,包括六個離散分配及七個連續分配。最後,將會提供幾個例子,這些例子包含獨立隨機變數線性組合的特徵函數之極限、編寫的程式之應用以及舉例介紹中央極限定理、大數法則及一些分配的性質。
Abstract
This paper deals with the applications of symbolic computation of Mathematica 7.0 (Wolfram, 2008) in distribution theory. The purpose of this study is twofold. Firstly, we will implement some functions to extend Mathematica capabilities to handle symbolic computations of the characteristic function for linear combination of independent univariate random variables. These functions utilizes pattern-matching codes that enhance Mathematica's ability to simplify expressions involving the product and summation of algebraic terms. Secondly, characteristic function can be classified into commonly used distributions, including six discrete distributions and seven continuous distributions, via the pattern-matching feature of Mathematica. Finally, several examples will be presented. The examples include calculating limit of characteristic function of linear combinations of independent random variables, and applications of coded functions and illustrate the central limit theorem, the law of large numbers and properties of some distributions.
目次 Table of Contents
Contents
1 Introduction 3
2 Extending Mathematica 5
2.1 Modifying built-in function . . . . . . . . . . 5
2.2 Match distribution by characteristic function . . . . . 10
3 Examples 14
4 Summary 18
Appendix 19
A.1 Table of characteristic functions of common distributions . . . . . . . . . . 19
A.2 Programs for matching distributions . . . . . . . . . . . 22
參考文獻 References
Casella, G. and Berger, R.L. (2001). Statistical Inference, 2nd Edition. Duxbury, Pacific Grove, CA.
Feller, W. (1966). An Introduction to Probability Theory and its Applications, Vol. II, 2nd Edition. Wiley, New York.
Johnson, N.L., Kemp, A. and Kotz, S. (2005). Univariate Discrete Distributions, Vol. 1-2, 3rd Edition. Wiley, New York.
Johnson, N.L., Kotz, S. and Balakrishnan, N. (1994). Continuous Univariate Distributions, Vol. 1-2, 2nd Edition. Wiley, New York.
Luceño, A. (1997). Further evidence supporting the numerical usefulness of characteristic functions. The American Statistician 51, 233-234.
Lukas, E. (1970). Characteristic Functions, 2nd Edition. Charles Griffin & Company Limited, London.
McCullagh, P. (1994). Does the moment generating function characterize a distribution? The American Statistician 48, 208.
Waller, L.A. (1995). Does the characteristic function numerically distinguish distributions? The American Statistician 49, 150-152.
Wolfram, S. (2008). Mathematica 7.0. Wolfram Research, Champaign, IL.
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