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政大典藏 > College of Commerce > Department of Statistics > Theses > Item 140.119/95947

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/95947

Title:	簡單線性迴歸模式中解釋變數具測量誤差下控制問題之研究
Authors:	張文哲
Contributors:	陳麗霞張文哲
Keywords:	簡單線性迴歸模式測量誤差 LSCE控制法則貝氏最佳控制法則預測期望損失
Date:	1997
Issue Date:	2016-05-10 16:00:47 (UTC+8)
Abstract:	在解釋變數含測量誤差的簡單線性迴歸模式中，欲使第t+1期之產出Y達到某一目標值Y<sup></sup>，則必需控制第t+1期投入變數Z，若參數α，β為以知時，可以將其設定為θ=(Y<sup></sup>-α)/β。但當參數α，β為未知時，我們利用LSCE控制法則的設定方法，得到第t+1期設定的控制值Z<sub>t+1</sub>，而且在機率為1下，Z<sub>t+1</sub> 收斂至θ=(Y<sup>*</sup>-α)/β。而貝氏最佳控制法則部份則是由第t+1期的預測期望損失，找出使其為最小的Z值即是所應設定的第t+1期控制值Z<sub>t+1</sub>，並利用模擬結果來說明。
Description:	碩士國立政治大學統計學系 84354007
Source URI:	http://thesis.lib.nccu.edu.tw/record/#A2010000714
Data Type:	thesis
Appears in Collections:	[Department of Statistics] Theses

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