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研究生:蘇筱筑
研究生(外文):Xiao-Zhu Su
論文名稱:布朗運動及布阿松過程之變異數分析
論文名稱(外文):The analysis of variance of Brownian motion and Poisson process.
指導教授:許玉生許玉生引用關係
學位類別:碩士
校院名稱:國立中央大學
系所名稱:數學研究所
學門:數學及統計學門
學類:數學學類
論文種類:學術論文
論文出版年:2004
畢業學年度:92
語文別:中文
論文頁數:99
中文關鍵詞:變異數分析布阿松過程布朗運動
外文關鍵詞:analysis of varianceBrownian motionPoisson processANOVA
相關次數:
  • 被引用被引用:0
  • 點閱點閱:237
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  • 下載下載:58
  • 收藏至我的研究室書目清單書目收藏:0
統計是一門比較的學問,而變異數(analysis of variance)分析為最主要的比較工具。變異數分析的技巧主要是作變異數之分解及自由度(degree of freedom)之分解並以變異數除自由度作統計量對一些分布(如常態分布)的期望值(通常為線性)作概似檢定(likelihood ratio test)。隨機過程數據已日漸重要,但傳統變異數分析似未及於隨機過程。因布朗運動(Brownian motion)及布阿松過程(Poisson process)為許多重要隨機過程之原型,故本文主要目的在將變異數分析之技巧推廣於數據為布朗運動或布阿松過程之情形。
The classical analysis of variance (ANOVA) has been focused mainly on the mean of the normal distribution. The purpose of this paper is to extend the idea of ANOVA to deal with parameters of Brownian motion and Poisson process.
第一章 簡介…………………………………………………………………1
第二章 布朗運動的變異數分析……………………………………………3
第一節 同值檢定……………………………………………………………3
第二節 行效應檢定…………………………………………………………10
第三節 列效應檢定…………………………………………………………30
第四節 交互效應檢定………………………………………………………46
第三章 布阿松過程的變異數分析…………………………………………63
第一節 同值檢定……………………………………………………………63
第二節 行效應檢定…………………………………………………………68
第三節 列效應檢定…………………………………………………………79
第四章 結論…………………………………………………………………90
參考文獻…………………….…………………………………………………98
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