政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/83108
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文筆數/總筆數 : 113303/144284 (79%)
造訪人次 : 50820730      線上人數 : 796
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜尋範圍 查詢小技巧：
  • 您可在西文檢索詞彙前後加上"雙引號"，以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋，建議至進階搜尋限定作者欄位，可獲得較完整資料
    •  進階搜尋
    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/83108


    請使用永久網址來引用或連結此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/83108


    題名: 以逐次方法縮減估計值變異數的模擬研究
    Variance Reduction: A Simulation Study of Sequential Methods
    作者: 吳振興
    Wu, Chen-Hsing
    貢獻者: 余清祥
    Jack Yue, Ching-Syang
    吳振興
    Wu, Chen-Hsing
    關鍵詞: 逐次
    期望值
    模擬
    Sequential
    Expectation
    Simulation
    日期: 1999
    上傳時間: 2016-03-30 19:08:04 (UTC+8)
    摘要: 在本文中使用七種不同的抽樣方法估計對稱分配的位置參數，目的是為了縮減估計值的變異數。我們考慮的方法是四種逐次估計量、Trimmed Mean、修正隨機估計量和加權隨機估計量。本文利用電腦模擬的方式，比較在觀察值為標準常態分配之下這幾種估計量與簡單隨機抽樣的樣本平均數估計值的變異數大小。
    In this paper seven sampling methods are used to estimate the mean of symmetric distributions. Our goal is reduce the variance of the estimate. The methods we consider include four sequential estimators, trimmed mean, adjusted random estimator, and weighted random estimator. This paper uses the method of computer simulation to compare variance of these estimators with sample mean using simple random sampling method under standard normal distribution.
    參考文獻: [1] Caperaa, P. and Rivest, L.P.(1995), On the variance of the trimmed mean, Statistics & Probability Letters, 22, 79-85.
    [2] David, H.A and Balakrishna, N.(1996), Product moments of order statistics and the variance of a lightly trimmed mean, Statistics & Probability Letters, 29, 85-87.
    [3] Mehrotra, K. and Jackson, P.(1991), On choosing an optimally trimmed mean, Communications in Statistics, Part B—Simulation and Computation, 20(1), 73-80.
    [4] Oosterhoff, J.(1994), Trimmed mean or sample median ?, Statistics & Probability Letters, 20, 401-409.
    [5] Shorack, G.R.(1974), Random means, The Annals of Statistics, Vol.2, No.4, 661-675.
    [6] Stigler, S.M.(1973), The asymptotic distribution of the trimmed mean, The Annals of Statistics, Vol.1, No.3, 472-477.
    [7] Stigler, S.M.(1974), Linear functions of order statistics with smooth weight functions, The Annals of Statistics, Vol.2, No.4, 676-693.
    描述: 碩士
    國立政治大學
    統計學系
    86354020
    資料來源: http://thesis.lib.nccu.edu.tw/record/#A2002001930
    資料類型: thesis
    顯示於類別:[統計學系] 學位論文

    文件中的檔案:

    檔案 大小格式瀏覽次數
    index.html0KbHTML2343檢視/開啟


    在政大典藏中所有的資料項目都受到原著作權保護.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回饋