配合十二年國教的上路，教育部近年來廣推社區高中，目的是希望透過社區高中的發展，學生能夠就讀所在地附近的社區高中。其中部分因素是可以漸少通勤時間的浪費，避免因通勤時間過長而影響學生學習力及學習表現。本論文目的是欲了解通勤時間過長對學生的學習是否有影響？影響層面如何？本論文，應用模糊理論的概念，以模糊問卷為工具，調查某高中高一學生，將模糊問卷調查值反模糊化，透過模糊相關係數的方式，探討分析「通勤時間的長短」對於「學生學習狀態及學習表現」的相關，最後，採用無母數檢定「長通勤時間與短通勤時間的學生」在「學習狀態及學習表現」是否有顯著差異。 研究結果：一、通勤時間長短對於學生第一節上課精神、上課專注度及學生成績表現呈低度相關。二、檢定結果，長通勤時間學生與短通勤時間學生在學習專注度、上課精神狀態及學習成績表現並無顯著差異。

空間群聚分析應用於流行病學已行之有年，但國內這方面的研究仍較缺乏，尤其在找出哪些地區有較高疾病發生率的群聚偵測。本文針對台灣鄉鎮市資料的特性，提出一套合適的群聚檢測方法，這個方法使用兩階段的電腦模擬，實證上更容易使用；這個方法除了可找出最大顯著群聚外，也能夠偵測出多個群聚的分佈。本文使用電腦模擬比較本文的方法與目前使用較為廣泛的方法(包括Kulldorff(1995)的spatial scan statistic和Tango(2005)的flexible scan statistic)，以型一誤差、型二誤差及錯誤率三種標準衡量方法的優劣。最後套用台灣癌症死亡率與健保就診次數資料，探討台灣癌症空間群聚與就診情形的變化。 / Spatial cluster analyses have applied in epidemiology for many years. In this topic there still are few researches in Taiwan, especially in detecting the areas which have higher disease intensity. In this paper, we proposed a new cluster detection method which is aimed at Taiwan counties’ data. This method which uses two-stage computer simulation procedures is useful in practice. This method can find the most likely cluster. Besides, it can find multiple clusters. We use computer simulations to compare our method with others (Kulldorff’s spatial scan statistic& Tango’s flexible scan statistic). Type-I error, Type-II error and error rate are criterions of measurement. At last, we use Taiwan cancer mortality data and all the people health insurance data to discuss Taiwan cancer spatial clusters and the change of diagnoses.

本文主要的目的是藉由The Geometer's Sketchpad (GSP)軟體的設計，幫助我們得到一組連續型模糊樣本。另外對於模糊數的無母數檢定我們提供了一個較為一般的方法，可以針對梯型、三角型，區間型的模糊樣本同時進行處理。 藉由利用GSP. 軟體所設計的模糊問卷，可以較清楚地紀錄受訪者的感覺，此外我們所提供之對於模糊數的無母數檢定方法比其他方法較為有效力。 在未來的研究裡，我們仍有一些問題需要解決，呈述如下：當所施測的樣本數很大時，如何有效率的在網路上紀錄受測者所建構的隸屬度函數？ / The purpose of this paper is to develop a methodology for getting a continuous fuzzy data by using the software The Geometer's Sketchpad (GSP). And we propose a general method for nonparametric tests with fuzzy data that can deal with trapezoid, triangular, and interval-valued data simultaneously. Using the fuzzy questionnaire designed by GSP. can help respondents to record their thoughts more precisely. Additionally our method for nonparametric tests with fuzzy data is more powerful than others. Additional research issues for further investigation are expressed by question such as follows: how to record the membership function on line, especially when the sample size is large?

處於資訊變化迅速的時代，金融市場上彼此間更是息息相關的，因此在探討各種金融商品投資報酬率的分配時，只用單維分配函數來推估已經是得不到足夠的資訊，在此本研究使用關聯結構（copula）來推估投資報酬率的分配情形。 首先，透過蒙地卡羅(MC)模擬方法來探討Akaike Information Criterion （以下採"AIC"簡稱）法與卡方適合度檢定法檢驗關聯結構是否適合，進行檢驗隨機選取的資料是否服從其相對應的關聯結構。 本文共模擬五種關聯結構，分別為常態、t、Gumbel、Clayton、Frank關聯結構，其中AIC法在邊際分配為已知或未知下，在不同的參數設定值下，在所配適的關聯結構下所得到的AIC值最小，說明AIC法適合檢驗資料的關聯結構。另外卡方檢定法中，在已知邊際分配與未知邊際分配拒絕虛無假設的比例皆很接近設定的顯著水準，表示卡方適合度檢定法適合檢驗資料的關聯結構，而參數估計值的部分，當分割的格子越大，其所相對應的參數估計值會越不準確，且與設定的參數差距有擴大的現象。 最後以台灣股票市場中，內需產業較有影響的水泥類﹑鋼鐵類﹑營造建材類三種類股彼此間的投資報酬率進行配適關聯結構，投資報酬率時點的選擇以一天1/2天，1/3天，1/6天，1/9天，1/18天，1/27天，1/54天作為分割，分割成八種時點作為探討比較，其中AIC法所得到的結果皆以配適t關聯結構較為恰當，再以AIC法的結果，採用卡方t關聯結構，自由度採用3跟4輔助檢驗，然而卡方在5﹑10﹑15分鐘全部拒絕，在30分鐘後，除了鋼鐵與營建類的配對在30﹑45分鐘仍然拒絕，其他的部分都與AIC法符合。 關鍵字：關聯結構、蒙地卡羅(MC)模擬、AIC法、卡方適合度檢定、投資報酬率

本文有別於傳統效率性的計算方式,改採用 Ito Regression 估計單一市場的效率程度。實證結果發現,在各個單一市場皆看到市場呈現無效率的狀態,因此再用 VAR 的架構檢驗多國市場間的效率程度,結論明顯指出組合市場比單一市場還來的有效率,但同時考慮多個市場的有效率性必須在嚴謹的挑選市場下才能達到效率市場的目標。

生物現象多是由許多基因共同作用產生的結果，以基因組分析方法探討外顯特徵變數與基因組的相關性將更能幫助研究人員了解生物體的作用機制。目前已發展的基因組分析方法大多是針對離散型態的外顯特徵變數，在臨床醫學上，很多疾病的外顯特徵為連續型變數。本研究之目的即為發展運用在連續型外顯特徵變數的基因組分析方法。本文將考慮切片平均變異數估計法進行充分維度縮減的方法，原先被用來決定原始資料被縮減的程度之邊際維度檢定法將被運用於基因組分析方法。除了原有的邊際維度檢定法之外，我們另提出一改良的邊際維度檢定法，並以排列重抽法獲得這兩種檢定方法之排列顯著值。本文將透過電腦模擬以及實例分析來評估兩種邊際維度檢定法，同時也將列入Dinu等學者(2013)所發展的線性組合檢定法之結果以作為比較。

為了因應全球暖化，鼓勵再生能源發展，先進國家逐步推動「綠色電價」。由於再生能源發電成本較一般傳統電力成本來得高，故再生能源電能之價格也會高於傳統電能之價格。對於高成本高售價之再生能源電能，多數國家在市場上透過用電戶自願認購方式進行銷售，並收取所謂的綠色電價，以作為綠色電力基金之來源，或作為未來發展再生能源之資金來源。透過這樣的制度，可以讓整體社會共同參與環境保護的工作，也可提高人民的環保意識和各界環境責任感，也可籌措再生能源發展所需的資金。 本研究透過問卷調查法，以網路問卷－Google Form發放，觀察並探討民眾對於綠色電價政策之購買意願，以及民眾對於當前政策之考量，透過ANOVA檢定，分析民眾填答問卷之結果，了解民眾本身對於環保問題的認知與意識，及民眾對於綠色電價政策之考量因素主要為何。根據問卷分析與檢定結果發現：多數民眾對於綠色電價的概念仍然相當模糊，但是大多會選擇購買綠色電價。 其次是對於本文所歸納的五個政策因素考量存有疑慮－政府政策宣導、綠色電價的制度設計、相關法規制定、執行單位之效能，以及支付額外的綠色電價對國人經濟上的負擔。五項當中，又以執行單位可能效能不佳之疑慮評分為最高。 本研究另外發現，民眾對於綠色電價的願付價格，接受度最高的是綠色電價比一般電價貴10%以下，意即在回收的221份問卷中，當綠電價格每度低於3.18元，一般民眾有五成以上會選購，與目前綠電價格設定3.96元存有落差。據此，在綠色電價政策推行上，和實際民眾購買意願之間，應該如何制訂一個合理的綠色電價，是需要仰賴國內產、官、學各界充分討論，以及民眾意見妥善表達，在國家與社會民眾間，取得一個平衡點，並且參考各先進國家發展自願性綠色電價之經驗。如此，方能在國家發展經濟的同時，又能兼顧環境保護和節能減碳，達到國家永續發展之政策目標。 / In response to global warming, the development of renewable energy is encouraged. Advanced countries are gradually promoting “green power pricing programs”. Due to the higher generating costs of renewable energy’s electricity than conventional one, therefore renewable energy electricity prices will be definitely higher than traditional electric energy prices. The high cost of renewable energy’s electricity pushes most countries in the market to sell this type of electricity to consumers through a voluntary subscription mode and charge a so-called green power pricing. Using green power as a source of funds or as the future development of renewable energy funding sources and with such a system, you can make the whole society participate in environmental protection work. People from all walks of life will have their environmental awareness and responsibility adequately improved. This study uses an online questionnaire－Google Form to survey, observe and explore the public’s reaction towards green power pricing policy, its willingness to purchase and its considerations for the current policies. Through the ANOVA test and the analysis of the results of the survey to understand the public’s cognition and awareness of environmental issues and the public’s main considerations towards the green power pricing policy, for most people such concept is still quite vague but anyhow they will choose to buy green. Secondly, this article summarizes five policy factors for consideration –doubts about government policy and advocacy, the designing of the green power pricing system, the related laws and regulations, the performance of the executive units and the payment of the green power pricing adding to the economic burden of the people. In the above five points, the poor performance of the units will, undoubtedly, carry the highest score. This study also found that the public is willing to pay for green power pricing and there is even a higher acceptance if the price would not exceed more than 10% of conventional electricity price. In other words, according to the response of 221 questionnaires, if the green power price lower than NT$3.18 /kWh, there will be half of people to purchase it. This study conducted a gap analysis between the current green power price－NT$3.96 /kWh and the price people accepted generally. Accordingly, the implementation of a policy on green electricity and the real willingness of the people to purchase such electricity depend on how reasonable the green tariff is. The industry, the government , the academia should all express their opinions. The state and the society must seek and strike a balance while referring to the development of green energy voluntary subscription tariffs in advanced countries. In this way, while simultaneously developing the economy of the country and taking into account the environment protection, energy saving and carbon reduction, we can reach our national goals of achieving a sustainable development.

新巴賽爾資協定中，針對銀行風險管理具備三大支柱，支柱一管理信用風險、市場風險及作業風險，其中信用風險方法更分為標準法、基礎內部模型法與進階內部模型法。不論銀行採用何種內部模型法，銀行必須有估計違約機率之能力，並且送交監理機關審查核准。為了確保預測違約機率之適當，巴賽爾銀行監理委員會BCBS (2005) 對於不同資料長度與驗證期間分別建議二項檢定、卡方檢定、常態檢定與紅綠燈檢定。當資料期數足夠時，BCBS推薦使用紅綠燈檢定，但該檢定需要若干假設：違約事件間相互獨立且違約事件在時間上亦獨立，因此在BCBS (2005) 中之某些情境下，採用紅綠燈檢定驗證違約機率會受到違約事件之間並非獨立，造成中央極限定理不適當地近似標準化之違約機率至常態分配，且模擬之型一誤差亦有高估之結果。 在違約事件之間獨立且無時間相關性下，本文建議採用卜瓦松分配近似二項分配；在違約事件之間非獨立且具有時間相關性下，本文則建議採用二項分配，結合granularity adjustment，使違約事件間之相關性可以反映在不同顏色之分色點上。最後，由數量模擬結果顯示：本文建議採用之改良方法，皆可有效將型一誤差維持在設定之顯著水準上，並反映真實之檢定力。因此，不論對銀行或監理機關來說，改良之違約機率驗證方法係值得使用之方法。 / There are three methods in Basel II (Standardized Approach, Foundation IRB Approach and Advanced IRB Approach) to calculate the capital charges. The banks have to estimate probability of default (PD) if they use IRB approach. Four statistic methods recommended by BCBS worthy to validate the PD: Binomial test, Chi-square test, Normal test and Extended Traffic Lights test (ETLT). If the data are long enough, BCBS recommended using the ETLT with the assumptions that the obligors are independent and also independent in time. From numerical results, validating PDs by ETLT will overestimate the type I errors and statistic power. We suggest two methods in different scenarios to make the type I errors closed to the significant level. First, we suggest to approximate Normal distribution in Poisson distribution with randomization technique. Second, we combine Binomial distribution with granularity adjustment to fit the correlation between the obligors. Both methods not only perform well in type I errors, but also reflect the real statistic power. For the banks, both methods are worthy to use for avoiding to increasing the capital charges unexpectedly or the operational risk of the banks.

歐元的問世，代表的是從1970年代固定匯率被打破以來，世界金融體系最大一次的變革，其對全球之金融及社會文化有很深遠的意義；因此，有關美國與歐元區間之匯率、利率及物價關係的探討遂成為國際金融市場所關心的焦點之一；本文以Frankel (1992)所提出衡量國際間資本移動性的三種利率平價說：拋補利率平價說(Covered Interest Parity，CIP) 、無拋補利率平價說 (Uncovered Interest Parity，UIP)、實質利率平價說 (Real Interest Parity，RIP)為基礎，來檢驗此三種利率平價說是否成立。在實證方法上，本文以Dickey & Fuller (1979,1981)之ADF單根檢定來確定變數之數列特性，再採Johansen (1988)之最大概似估計法，對CIP、UIP與RIP進行實證分析。實證結果發現，於1999 年 1 月至 2004 年 7 月期間，美國與歐元區間 CIP 與 UIP 同時成立，表示當兩國資產報酬率有差異時，可以經由國際間資本的移動，使得報酬率最後有趨於相等的傾向；並且接受遠期匯率為未來即期匯率的不偏估計值之虛無假設，顯示歐元與美元間外匯市場具有效率性。另外，本文之實證結果並不支持 RIP 的成立，其有可能歐元區與美國在編制物價指數時，所使用的物價項目和比重情況不同而異，因此難以表示出公正之匯價；再者由於現實之貨幣、商品市場之不完全，與人民不一定能完全預期及存在貨幣幻覺等許許多多未考慮因素下，故在諸多驗證 RIP之文獻中，亦大多顯示無法找到其均衡之平價關係。 / The emergence of Eurodollar exemplified a significant reformation in the world financial system since the fixed rate had been broken in 1970, which brings far-reaching significance to the global finance and social culture. Therefore some discussions on exchange rate, interest rate and price relationship in the range of US Dollar and Eurodollar are one of focuses the international financial market concerns; On the basis of the three kinds of interest rate parity Frankel brought forward (1992) including Covered Interest Parity (CIP), Uncovered Interest Parity (UIP) and Real Interest Parity (RIP), this research mainly proves their feasibility. For the empirical methods, the Dickey & Fuller (1979, 1981)’s ADF unit root test was used to confirm the characteristics of variable series in this research; additionally, Johansen’s maximum likelihood method (1988) was adopted to do the empirical analysis on CIP, UIP and RIP. Based on the empirical results, we found out that the CIP and UIP are tenable simultaneously in the range of tenable US Dollar and Eurodollar from 1999 January to 2004 July. That means when return on asserts between two counties has some differences, it would become towards equality lastly on the basis of international capital mobility. And the null hypothesis that the forward rate is an unbiased predictor of the future spot rate can be employed, revealing the foreign exchange market in the range of Eurodollar and US Dollar has certain efficiency. Additionally, The empirical results of this research do not support the RIP, because it would vary with different prices and proportion used while making the price index in the range of Eurodollar and US Dollar, and cannot present equitable exchange rate; furthermore, because of imperfect current currency and commodity markets, and many unconsidered factors such as people’ incompletely anticipation and money illusion, most researches for validating RIP fail to find out its balanced parity relation.

本文研究目的係以台灣作實證研究，針對這樣一個逐漸開放的小型經濟體系，分析影響其短期利率變動的因素，並驗證其短期利率的變動是否僅受到國外因素（如國外利率）變動的影響，或者是僅受到國內因素（如預期物價膨脹、貨幣供給、景氣、財政及市場資金狀況等）變動的影響，亦或者是兩者皆有。本文以1989年4月到2004年12月這段期間月資料的時間數列為樣本，利用Dickey & Fuller(1981)之ADF單根檢定法來確定變數之數列特性，並採用Johanson (1988)所提出最大概似估計法來分析影響台灣短期利率變動的因素。本文實證結果顯示，台灣31-90天商業本票利率與消費者物價指數年增率、實質經濟成長率、意外貨幣成長、美國三個月國庫券利率、國庫券發行餘額及金融機構平均淨超額準備皆為I(1)數列，並具有一組共整合關係，顯示彼此間具有共同趨勢。其中商業本票與消費者物價指數年增率、實質經濟成長率、意外貨幣成長及美國三個月國庫券利率呈現顯著正向關係，而與金融機構平均淨超額準備呈現顯著負向關係，由此可知，台灣短期利率不僅受到國內因素的影響,亦同時受到國外因素的影響。 / The purpose of this paper is to analyze the determinants of short-term interest rate variation in Taiwan. This paper attempts to examine whether the external factors or internal factors influence the volatility of the short-term rate in Taiwan. ADF unit root test is adopted to check the characteristics of variable series; Johansen’s maximum likelihood method is used to analyze the determinants of short-term interest rate variation in Taiwan based on monthly data from April 1989 to December 2004.The empirical results shows that the rate of commercial paper, consumer price growth rate, real economic growth rate, unanticipated M2 growth rate, U.S. treasury bill rate, balance on treasury bill and net excess reserves are I(1) time series. Besides, those variables have one cointegration relationship with common trend. Specifically, the rate of commercial paper is significantly positively correlated with consumer price growth rate, real economic growth rate, unanticipated M2 growth rate and U.S. treasury bill rate, and is significantly negatively correlated with net excess reserves. Therefore, the variation of short-term interest rate in Taiwan is determined by both external and internal factors.