In this study, linear and nonlinear Granger causality tests are used to examine the dynamics, including return to return and volume to volume relationships, between warrants and their underlying stocks in Taiwan Stock Exchange (TSEC). Results of previous studies are mixed and they only focus on linear relationship between the two markets. Here we take nonlinear relationship into consideration to assist in investigating what the direction of information flow is. We use intraday five-minute high frequency data and the result tells that, overall, for both return to return and volume to volume relations, there is bidirectional but asymmetry linear causality and weak unidirectional nonlinear causality from stock to warrant market between these two markets. Combining the linear and nonlinear results we conclude that the direction of information flow is mainly from stock market to warrant market.

本文是探討管理浮動匯率時期（1978年第三季至1993年第三季），台灣地區經常帳盈餘發生的原因，同時考慮匯率因素、貨幣市場及商品與勞務市場吸納的情況。利用兩個向量自迴歸模型，分別納入：(1)匯率、利率、經常帳、消費節約及貨幣供給，(2)匯率、利率、經常帳、財政盈餘及貨幣供給，藉由因果關係檢定、預測誤差分解、及衝擊反應，分析經常帳失衡的原因。 　　實証結果指出：台灣地區經常帳盈餘，深受匯率、財政盈餘及消費節約的影響，這個結論與我國低估幣值與出口拓展的政策一致。且經常帳盈餘並不能夠顯著的影響貨幣供給，這個結論與央行沖銷的措施一致，其目的無非是要隔離國外部門影響國內貨幣。足見自由化的匯率政策，不但讓匯率反應出合理的水準值，同時可追求獨立的貨幣政策，配合著獎勵投資、消費及增加公共支出，增加國內吸納，藉以減少鉅幅的經常帳盈餘。

Taneichi(1993)提出一個新的適合度檢定統計量J²，具有近似卡方分配的性質。然而在小樣本的情形下，計算機模擬結果顯示，它的估計顯著水準大於期望顯著水準。所以本論文的重點之一，就是對J²進行改進，根據不同的準則，來選取一個適當的常數a。我們建議對每一觀測次數加一常數0.32，作為我們修正後的統計量，這個統計量我們記為J₁²。 　　另一探討的重點是在比較皮爾生卡方統計量X²，概似比例統計量G²，Cressie & Read統計量 I(2/3)，J²和J₁²之性質，我們想要了解在小樣本的情形之下，何者較接近於卡方分配，何者具有較強的檢定力。研究結果顯示，X²和I(2/3)較接近卡方分配，但J₁²又較G²及J²好；至於檢定力，我們發現沒有一個統計量在文中所探討的對立假設的情況下，同時都具有最大的檢定力。這些現象都可以用觀測次數對期望次數比值間的關係來解釋。 / Taneichi(1993) introduces a new goodness-of-fit statisticJ², which has an asymptotic chi-squared distribution. However, the results of simulation indicate that the levels of significance are in general bigger than the nominal levels, which prompts us to device a version of J² statistic which would perform better under small sample size situations. We suggest adding 0.32 to each observed value and find that the adjustment indeed works rearonably well. This version of J^2 statistic is denoted as J(1)^2. 　　Although Pearson chi-square statistic X², likelihood ratio statistic G², Cresse-Read statistic I(2/3), J^2 and J(1) ^2 all have asymptotic chi-squared distributions, their small sample behaviors are not expected to be the same. Comparisons based on simulation studies are then made. The conclusions are as follows : (1) In terms of levels of significance, X² and I(2/3) behave more like a chi-squared distribution. Though J(1) ^2 does not perform as good as X² and I(2/3), it does outperform G² and J². (2) In terms of powers, it does not seem that any of the test statistics has a clear advantage over the others.

本篇文章將採用長期記憶模型之一的HYGARCH模型，搭配1985年廣場協議後的日圓匯率期貨資料來估計日圓期貨匯率買入和放空部位的日報酬風險值，探討控管日圓匯率期貨在使用上的風險。為了更準確地計算風險值，本文採用常態分配、學生t分配以及偏態學生t分配來作模型估計以及風險值之計算。 本文實證的結果將有兩方面的貢獻：首先，實證結果顯示當我們採用厚尾分配估計風險值時，樣本內風險值的估計誤差會與信賴水準的高低呈正比的現象，證明在極端的風險值估計上，厚尾分配均有較佳的表現。其次，與其他使用HYGARCH模型研究日圓匯率的文章相較，本文在風險控管層面上所提供的偏態學生t分配，於估計風險值時，比起只考慮厚尾的對稱學生t分配將來得更為有效，其不但在估計誤差上較小，而且根據Kupiec檢定法，其在樣本內的風險值估計也有較好的表現。此外，本文也將多方證明此資料的偏態分配屬於右偏。 / In order to manage the exposure of the dollar/yen futures returns with regarding the long memory behavior in volatility, we use the HYGARCH(1,d,1) model with the data after the Plaza Accord to compute daily Value-at-Risk (VaR) of long and short trading positions. To take into account the fat-tail situation in financial time series, we estimate the model under the normal, Student-t, and skewed Student-t distributions. The contribution of this article is twofold. First, the empirical results show that the bias of in-sample VaR increases as the confidence level increases when VaR is calculated with a fat-tail distribution. Second, we provide a better distribution, the skewed Student-t innovation, for estimating the HYGARCH model for the Japanese yen in respect of risk management because the bias under the skewed Student-t innovation is smaller than that under the Student-t distribution, and in-sample VaR of the models with a skewed Student-t distribution outperforms based on Kupiec test. In addition, we get the innovation skewed to the right through the in-sample VaR analysis.

如何藉由DNA微陣列資料跟存活資料的資訊來找出基因表現定型一直是個重要的議題。這些研究的主要目標是從大量的基因中找出那些真正跟存活時間或其它重要的臨床結果有顯著關係的小部分。Threshold Gradient Directed Regularization (TGDR)是ㄧ種已經被應用在高維度迴歸問題中能同時處理變數選取以及模型配適的演算法。然而，TGDR採用一種梯度投影型態的演算法使得收斂速率緩慢。在本篇論文中，我們建議新的包含Newton-Raphson求解演算法類型的改良版TGDR方法。我們建議的方法有類似TGDR的特性但卻有比較快的收斂速率。文中並利用一筆附有設限存活時間的真實微陣列癌症資料來做示範。 本篇論文的第二部份是關於適用於區間設限存活資料的重複抽樣Peto-Peto檢定。這個重複抽樣Peto-Peto檢定能夠評估存活函數估計方法的檢定力，例如Turnbull的估計方法以及Kaplan-Meier的估計方法。這個檢定方法顯示出在區間設限資料時Kaplan-Meier的估計方法的檢定力要比Turnbull的估計方法的檢定力來得低。這個檢定方法將以模擬的區間設限資料以及一筆真實關於乳癌研究的區間設限資料來說明。 / Analyzing censored survival data with high-dimensional covariates arising from the microarray data has been an important issue. The main goal is to find genes that have pivotal influence with patient's survival time or other important clinical outcomes. Threshold Gradient Directed Regularization (TGDR) method has been used for simultaneous variable selection and model building in high-dimensional regression problems. However, the TGDR method adopts a gradient-projection type of method and would have slow convergence rate. In this thesis, we proposed Modified TGDR algorithms which incorporate Newton-Raphson type of search algorithm. Our proposed approaches have the similar characteristics with TGDR but faster convergence rates. A real cancer microarray data with censored survival times is used for demonstration. The second part of this thesis is about a proposed resampling based Peto-Peto test for survival functions on interval censored data. The proposed resampling based Peto-Peto test can evaluate the power of survival function estimation methods, such as Turnbull’s Procedure and Kaplan-Meier estimate. The test shows that the power based on Kaplan-Meier estimate is lower than that based on Turnbull’s estimation on interval censored data. This proposed test is demonstrated on simulated data and a real interval censored data from a breast cancer study.

在資料分析上，調查者通常需要決定，不同的樣本是否可被視為來自相同的母體。一般最常使用的統計量為Pearson’s 統計量。然而，傳統的統計方法皆是利用二元邏輯觀念來呈現。如果我們想要用模糊邏輯的概念來做樣本調查，此時，使用傳統 檢定來分析這些模糊樣本資料是否仍然適當？透過這樣的觀念，我們使用傳統統計方法，找出一個能處理這些模糊樣本資料的公式，稱之為模糊 。結果顯示，此公式可用來檢定，模糊樣本資料在不同母體下機率的一致性。 / In the analysis of research data, the investigator often needs to decide whether several independent samples may be regarded as having come from the same population. The most commonly used statistic is Pearson’s statistic. However, traditional statistics reflect the result from a two-valued logic concept. If we want to survey sampling with fuzzy logic concept, is it still appropriate to use the traditional -test for analysing those fuzzy sample data? Through this concept, we try to use a traditional statistic method to find out a formula, called fuzzy , that enables us to deal with those fuzzy sample data. The result shows that we can use the formula to test hypotheses about probabilities of various outcomes in fuzzy sample data.

2013年9月1日起，土地徵收將改採「市價」作為地價補償之基準， 期以實現土地之「公平正義」。在文獻回顧中，本文歸納合理的徵收補償為在符合現行法令下，交易市場中最可能的價格。即不論由時間軸，亦或地區範圍軸作觀察，都應為合理之價格，不存在非正常上漲之情形。 本文蒐集2011年至2013年桃園航空城範圍內外之成交案例，運用獨立樣本t檢定，分析範圍內之成交價格是否會受到其開發計畫之影響。研究結果顯示，無論是區分範圍內外，抑或從土地使用分區或分季觀察，範圍內之平均成交價格皆受到航空城計畫之影響，與範圍外相同用地之成交價格，呈現非常顯著之差異。 若依據現行的土地徵收補償市價查估辦法，在限制案例蒐集時間下，估算補償價格時無法避免參考非正常上漲之成交價格；此外，將收益法視為配角，亦會導致當比較法之估算價格有所偏頗時，無法由收益法作為權衡，合理的估算補償價格。 / From September 1st on , the government changed to adopt market value as expropriation compensation, in order to practice justice of land. In Literature Reviews, this paper generalize the definition of reasonable expropriation compensation is the most probable price in the market according to current law. In other words , this reasonable price can not rise sharply through the aspect of time and region. This paper collected the transaction price of Taoyuan Air City from 2011 to 2013, then using independent t-test to analyze that will Taoyuan Air City have impact on the transaction price. The empirical results showed that whether from the inside or outside of Taoyuan Air City or zoning or observation from different period, the transaction price must be influenced by Taoyuan Air City, resulting in manifest difference between the inside transaction price and the outside transaction price. Under the limited time of collecting market cases, the government can not avoid estimating unreasonable expropriation compensation according to the current law; Besides, the Income Capitalization Approach is treated as a supporting role which would lead to unreasonable expropriation compensation because of unbalanced prices.

傳統的不均度指標對於不均度的排序皆是精確而不含糊的，在Lorenz曲線相交的情況下，無法使用Lorenz準則判別不均度優劣，若使用不均度指標則可能產生不一致的排序結果，為了解決此一困境，本研究沿用Basu（1987）與Ok（1995，1996）的研究架構，修改其所得不均度的模糊測量方法，並力求將相關的模糊理論研究方法應用在所得不均度的議題上。 本文實證部分主要使用1980年至2002年中華民國行政院主計處「家庭收支調查報告」的資料，計算出家戶與個人資料的所得不均度指標值。結果發現，若考慮個人對於不均度感受上的模糊性，在家戶所得方面，80年代至90年代以後不均度顯著惡化，而個人所得分配則無明顯差異。而迴歸分析結果顯示，妻子勞動參與率上升、戶內就業人數比例增加，社福支出增加均有助於改善家戶所得不均的情況，而就業者平均教育程度上升與失業率的增加會加深家戶所得不均度。考慮不同的不均度指標間存在著模糊性，亦即將不均度指標視為模糊數（fuzzy number），而將傳統迴歸分析延伸至模糊迴歸分析，所預測的結果不再是一個精確的點，而是一個模糊區間，如此更切合實際所得分配狀況。最後，對於1993年至1997年不均度的模糊比較結果，討論了語意表示與信賴區間兩種不同的解模糊方法。而不同機制（隸屬度函數與不均度指標的不同）下的模糊排序結果可能產生不一致，本文也引用了文獻上的方法加以解決。值得注意的是，利用各種模糊關係的總和排序，與主計處每年根據家戶總可支配所得五等分位資料所計算的Gini係數排序略有出入，顯示出更客觀的排序結果。

微陣列晶片是發展及應用較為成熟的生物晶片技術。由於微陣列實驗程序複雜，故資料常包含多種不同來源的實驗誤差，為了適當的區分實驗中來自處理、晶片及基因的效應，我們提出混合效應變異數分析模型來調整系統誤差。針對各基因在不同實驗環境的差異性假設檢定問題，利用最小平方法推導出點估計以及對應的檢定統計量。本研究介紹多重檢定問題中的族型一誤差，並證明在此模型下，Sidak調整法為適當的多重檢定方法。在給定族型一誤差率的顯著水準，利用檢定力的公式，運算出在預設檢定力的最低水準下所需最小樣本（晶片）數。最後我們透過電腦模擬，以蒙地卡羅法來估計檢定力與族型一誤差率，由模擬結果發現，採用此最小樣本數結果，其檢定力可達到預期的水準以上，並且其族型一誤差率皆適當地控制在顯著水準以內。

本研究旨在探究英國校長專業資格檢定制度在我國國中小學校長培育制度的建構，以及探討校長專業培育課程與校長專業能力指標間的關係。本研究方法為文獻分析、問卷調查及後置訪談法，問卷調查樣本為台北縣、台北市、基隆市與宜蘭縣四縣市之學校行政人員，含校長、主任、組長等共800人，樣本回收524份，回收率達65.5%。訪談樣本為辦理國家級中小學校長職前培訓工作的教育行政人員，包含國民中學與國民小學部分共兩名。研究工具包含自編之「我國國中小學校長培育制度調查問卷」、採用之「校長專業培育課程問卷」、採用之「校長專業能力指標問卷」與自編之「我國國中小學校長培育制度訪談大綱」。本研究統計方法為描述性統計、單因子變異數分析、t考驗、皮爾森積差相關分析、結構方程模式（SEM）分析等方法分析。本章乃根據研究結果與分析，歸納獲致成主要結論如下： 壹、英國校長專業資格檢定制度之內涵與現況 一、 校長培育課程係根據校長國家標準； 二、 校長培育由國家籌設之專責機構辦理； 三、 校長培育制度為長時間的實務訓練以及彈性分散式的時間規劃； 四、 校長培育課程應重視個別差異，依照學員的需求評估提供合適培育路徑與學習課程模組； 五、 校長認證課程採成人式學習原理及資訊與通訊科技(ICT)應用； 六、 校長培育制度經費採行個人支付而國家補助的方式； 七、 校長培育制度應重視實務實習並落實於學校改善之中； 八、 校長培育制度重視師傅教導的教學方式； 九、 校長培育制度可進一步採行校長專業資格檢定認證模式； 貳、我國國中小學校長培育制度之建構 一、 校長培育制度規劃可採本研究建構之三向度模式規劃； 二、 校長培育機構之設立應由國家設立專責機構統籌辦理； 三、 校長培育時程規劃應為半年至一年，並採行分段辦理； 四、 進入校長培育課程前進行學員需求評估據以規劃課程； 五、 培育課程講座以兼具理論與實務經驗的大學教授為先； 六、 學員學習成效由原培育單位與專責評鑑中心共同評鑑； 七、 培育過程中的經費可由學員自行支付且國家予以補助； 八、 校長實務實習時程規劃可於中期開始並採分散式規劃； 九、 校長實務實習學校應在不同類型學校實習並落實實做； 十、 師傅學員的配對可為多對一的形式學習更豐富的經驗； 十一、師傅校長的甄選來源多元化並建立審查機制遴選良師； 十二、師傅校長與培訓課程應同時開始且每週皆有師傅校長； 參、校長專業課程與校長專業能力 一、學校行政人員對於校長專業培育課程之知覺為相當重要程度。 二、校長專業培育課程以教學領導課程得分最高。 三、學校行政人員對於校長專業能力指標之知覺為相當重要程度。 四、學校行政人員對於校長專業能力指標之知覺，以「行政管理」最為重要。 五、整體校長專業培育課程對於整體校長專業能力指標具有顯著的影響力。 最後，本研究依研究結果分別提出以下建議： 壹、英國校長專業資格定制度值得作為我國校長培育制度規劃之借鏡與參考。 貳、校長培育制度之規劃應先訂立校長國家標準。 參、我國校長培育可採本研究建構之校長培育三向度模式。 肆、校長培育制度中需要更多的校長積極地投入與參與。 伍、對未來進一步研究的建議。 關鍵字：英國校長專業資格檢定制度（NPQH）、校長培育制度、校長儲訓制度、校長專業培育制度、校長實務實習制度、師傅校長校長制度、校長專業培育課程、校長專業能力指標 / Abstract The main purpose of this study was to construct the elementary and secondary school principal preparation systems in Taiwan by (1) Analyzing the documents and literature of the NPQH in England; (2) Investigating the opinions of different members on the ideal elementary and secondary school principal preparation systems in Taiwan; (3) Analyzing the relationships between principal professional preparation curriculum and principal professional competency standards; (4) Explore the influential power of principal professional preparation curriculum on the part of principal professional competency standards. The method of this study was adopted literature review, questionnaires investigation and interviews. There were 800 questionnaire total issued and 524 effective samples were acquired. The sample included school principals and main administrators. There were 2 interview samples who were the core educational administrators conducting the work of he elementary and secondary school principal preparation. The instrument were ”Questionnaire for constructing the principal preparation systems of elementary and secondary school in Taiwan” and “Interview conspectus for constructing the principal preparation systems of elementary and secondary school in Taiwan.” The data gathered from questionnaires were analyzed by description statistics, t-test, One-way ANOVA, Pearson-moment correlation analysis, Scheff’e posteriori comparison, and SEM through the use of LISREL 8.71. The conclusion drawn from the study results were as follows: 1. The constructing systems for the elementary and secondary school principal preparation in Taiwan are “three dimension model.” 2. The institution of the elementary and secondary school principal preparation is the one of national level. 3. The time of the elementary and secondary school principal preparation is half to one year, and is a distributed formation. 4. The need assessment for students of the elementary and secondary school principal preparation was conducted before accepting the preparation curriculum. 5. The fist order teacher of principal preparation curriculum was the professor who was experienced in practice and theoretical in colleges. 6. The learning and performance assessment to students was conducted by original preparation center and other professional assessment center. 7. The pay of principal preparation was paid by students’ himself /herself and national government. 8. The practical internship was conducted form the middle of the principal preparation, and was conducted by a distributed formation. 9. The ideal internship school of the principal preparation was multiple-type. 10. The best pair of mentor and trainne was several to one 11. The resources of mentors were multiple and accepted selecting. 12. The mentor participated in the principal preparation, and directed the principals weekly. In the last part, the researcher, based on the findings, proposes some suggestions for the design unit of principal preparation system, hoping to benefit the development of construction of the elementary and secondary school principal preparation systems in future. Key words: National Professional Qualification for Headship, NPQH, principal preparation systems, principal professional preparation curriculum, principal professional competency standards