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研究生: 楊博舜
Yang, Po-Shun
論文名稱: 高維兩常態母體平均向量之檢定
A two-sample test for high-dimensional normal mean vector
指導教授: 周若珍
口試委員: 黃榮臣
黃禮珊
學位類別: 碩士
Master
系所名稱: 理學院 - 統計學研究所
Institute of Statistics
論文出版年: 2014
畢業學年度: 102
語文別: 中文
論文頁數: 27
中文關鍵詞: 常態分配兩母體檢定Behrens-Fisher 問題高維度資料
外文關鍵詞: normal distribution, Two-sample test, Behrens-Fisher problem, High-dimensional data
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  • 當資料維度相較於樣本數為大時,傳統在多維使用的檢定方法將不再適用,近期的研究也提出一些在高維的檢定方法。本文提出一平均向量檢定適用於高維兩獨立常態母體,並試圖推導其漸進檢定力函數,藉由模擬實驗可以比較該檢定與近期方法在虛無及對立假設為真下之表現,最後以柏拉圖著作集和大腸癌DNA微陣列兩資料為範例,作該檢定能否區別兩母體平均向量之實例分析。


    When the data dimension is large relative to the sample size, some of the conventional multivariate testing procedures cannot be applied. Recent studies have proposed some test statistics applicable to high-dimensional data. In this thesis, a new test for testing the equality of the mean vectors of two independent normal distributed populations is proposed. Furthermore, the asymptotic power function is obtained. Some simulations are carried out to compare its performance with some existing tests under null and alternative hypotheses, respectively. Finally, the test is applied to Plato's works data and DNA microarray gene expression data of colon cancer tissues to see if it can distinguish the difference between two population mean vectors.

    目錄 1 緒論1 2 文獻回顧3 2.1 單維兩母體檢定3 2.2 多維兩母體檢定4 2.3 高維兩母體檢定6 2.3.1 共變異矩陣檢定6 2.3.2 Σ 1= Σ 2時,平均向量檢定 8 2.3.3 Σ 1≠Σ 2時,平均向量檢定10 3 研究方法12 3.1 Σ 1= Σ 2時,統計量Y 12 3.2 Σ 1≠Σ 2時,統計量Ỹ 15 4 模擬與實例17 4.1 達成顯著水準與經驗檢定力模擬17 4.1.1 Y與PCT之模擬比較17 4.1.2 Ỹ與TSK之模擬比較18 4.2 實例19 4.2.1 柏拉圖著作集19 4.2.2 大腸癌DNA微陣列資料 20 5 結論 22 附表 23

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