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| Title: | 有限離散型二維條件分配相容性演算法之研究
On the algorithms for the compatibility of bivariate finite conditional distributions |
| Authors: | 劉軒志 |
| Contributors: | 姜志銘
劉軒志 |
| Keywords: | 相容性
演算法
條件機率矩陣
比值矩陣
compatibility
algorithms
conditional matrix
ratio matrix |
| Date: | 2012 |
| Issue Date: | 2013-09-02 16:45:56 (UTC+8) |
| Abstract: | 給定兩個條件機率分配，判斷他們是否相容？是否有唯一的聯合機率分配？以及相容時，如何找出所有可能的聯合機率分配？是研究相容性相當重要的課題。本文針對有限離散型二維條件機率分配，以Arnold and Press(1989) 最先提出的比值矩陣法，及由Song , Li, Chen, Jiang, and Kuo (2010) 所提出的檢驗法為架構，提出新演算法且利用此演算法來設計程式，使程式能判斷兩條件機率分配是否相容，以及相容後可求出對應的所有聯合機率分配。本文亦依據新演算法並應用MATLAB軟體設計程式，讓使用者可以很快地對上述三個問題得到答案。
When two conditional distributions are given, the following three important questions are likely to be raised. Are they compatible? Is the corresponding joint distribution unique if they are compatible? How do you find all the corresponding joint distributions if they are compatible? In this thesis, basing on ratio matrix method given first by Arnold and Press (1989), and on the method for checking compatibility existence, for checking uniqueness, and for finding all possible joint distributions provided by Song, Li, Chen, Jiang, and Kuo (2010), we provide a new algorithm to answer these questions. Using this new algorithm, we also provide a MATLAB computer program so that any user could get the answer quickly for the above three questions. |
| Reference: | [1] Arnold, B. C., and Press, S. J. (1989). Compatible Conditional Distributions.J. Amer. Statist. Assoc. 84, 152-156.
[2] Arnold, B. C., Castillo, E., and Sarabia, J. M. (2004), Compatibility of Partial or Complete Conditional Probability Specifications. J. Statist. Plann. Inference. 123, 133-159.
[3] Perez-Villalta, R. (2000), Variables finitas condicionalmente esecificadas.Questioo 24, 425-448.
[4] Song, C. C., Li, A., Chen, C. H., Jiang, T. J., and Kuo, K. L. (2010), Compatibility of finite discrete conditional distributions. Statistica Sinica. 20, 423-440. |
| Description: | 碩士
國立政治大學
應用數學系數學教學碩士在職專班
98972002
101 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0098972002 |
| Data Type: | thesis |
| Appears in Collections: | [應用數學系] 學位論文
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| 200201.pdf | | 2382Kb | Adobe PDF2 | 537 | View/Open |
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