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研究生: 呂政勳
論文名稱: 高維 Behrens-Fisher 問題
High dimensional Behrens-Fisher problem
指導教授: 周若珍
口試委員: 史玉山
鄭少為
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: 2011
畢業學年度: 99
語文別: 中文
論文頁數: 27
中文關鍵詞: 兩母體檢定Behrens-Fisher 問題高維度資料
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  • 本論文將融合 Welch(1938) 與 Wu et al.(2006) 方法之概念, 提出
    PCT-like 檢定, 使用兩種近似虛無分配作為 PCT-like 檢定量之虛無分配 ,來解決高維 Behrens-Fisher 問題。 並以模擬實驗, 比較兩者與 Yao(1965) 法、 Kim(1992) 法和 Wu et al.(2006) 法之型一誤差率及檢定力。 結果顯示, PCT-like 法之型一誤差率在多數情況接近目標值, 而檢定力皆與其他法表現相當。 本文亦對現存的 「母體變異是否相等」 檢定法作了比較。 最後以柏拉圖作品風格與大腸癌篩檢資料作為實證。


    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 高維兩母體變異矩陣檢定. . . . . . . . . . . . . . . . .7 2.3.2 高維兩母體平均向量檢定. . . . . . . . . . . . . . . . .8 3 研究方法. . . . . . . . . . . . . . . . . . . . . . . . . .12 3.1 PCT-like 統計量與其近似虛無分配 . . . . . . . . . . . . . . . . 12 3.2 E(L) 與 Var(L) 的估計值 . . . . . . . . . . . . . . . . . . . . . 13 4 模擬與實證. . . . . . . . . . . . . . . . . . . . . . . . . .15 4.1 型一誤差率與檢定力模擬 . . . . . . . . . . . . . . . . . . . . . . 15 4.1.1 L(1), L(2)與 PCT 法之模擬比較 . . . . . . . . . . . . . 15 4.1.2 L(1)、 L(2)、 Yao 和 Kim 法之模擬比較 . . . . . . . . . . 16 4.1.3 多維變異矩陣檢定之模擬比較 . . . . . . . . . . . . . . . 16 4.2 實證 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 4.2.1 柏拉圖的著作文集 . . . . . . . . . . . . . . . . . . . . . 17 4.2.2 大腸癌 DNA 微陣列資料 . . . . . . . . . . . . . . . . . 18 5 結論. . . . . . . . . . . . . . . . . . . . . . . . . .20

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