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    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/90905


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    题名: 多變量模擬輸出之統計分析
    作者: 許淑卿
    贡献者: 余千智
    許淑卿
    日期: 1987
    上传时间: 2016-05-04 17:12:32 (UTC+8)
    摘要: 論文提要
    　本論文所擬探討之對象為多變量統計分配函數模擬（Simulation）之最佳停止法則問題（Optimal Stopping Rule Problem），此類問題之目的在於設法利用盡量少的樣本觀察值來求得哭未知母數（Unknown Parameter）的信賴區間（域）（Confidence Interval）（Confidence Region），而此信賴區間（域）之寬度（Width）即包含機率（Coverage Probability）均已事先指定。
    　以往研究者對於最佳停止法則問題的研究對象多侷限於單變量統計分配函數，而多變量統計分配函數模擬之最佳停止法則問題，仍尚在研究階段，因此本論文之重點乃在於探討如何求得滿足最佳停止法則之最小樣本數。在此我們以多變量常態分配函數為重心，發展出一個以信賴區域體積大小為設限標準的最佳停止法則，同時亦提供了一組實際模擬結果的數值比較與分析。
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    描述: 碩士
    國立政治大學
    統計學系
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002006233
    数据类型: thesis
    显示于类别:[統計學系] 學位論文

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