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Dirichlet分配,非短視行為,與演化性賽局 / Dirichlet Distribution, Non-myopic Behavior, and Evolutionary Game洪明君 Unknown Date (has links)
No description available.
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對平滑直方圖的貝氏與準貝氏方法之比較 / A comparison on Bayesian and quasi-Bayesian methods for Histogram Smoothing彭志弘, Peng, Chih-Hung Unknown Date (has links)
針對具有多項分配(multinomial distribution)母體的類別資料,貝氏分析通常採取Dirichlet分配作為其先驗分配(prior distribution),但在很多實際應用時,卻會遭遇困難;例如,當我們欲推估各年齡層佔總勞動力人口之比例時,母體除具多項分配外,其相鄰類別之比例亦相對接近;換言之,此時母體為具有平滑性(smooth)的多項分配,若依然採用Dirichlet分配作為其先驗分配,則會因為Dirichlet分配本身不具有平滑的特性,因而在做貝氏分析時會產生困擾。對這個難題Dickey and Jiang於1998年提出一個解決之道,他們的理論是對Dirichlet分配作適當之調整,將經過線性轉換後之Dirichlet分配稱為過濾後Dirichlet分配(filtered-variate Dirichlet distribution),以過濾後Dirichlet分配作為調整後之先驗分配。對於Dickey and Jiang提出的方法,我們重新以蒙地卡羅法(Monte Carlo method)求出貝氏解,同時也嘗試以類似Makov and Smith (1977)和Smith and Makov (1978)對混合分配(mixture distribution)所用之準貝氏方法(quasi-Bayesian method)來逼近貝氏解。而本文將由電腦模擬的方式,探討貝氏方法與準貝氏方法之執行結果,並且考察準貝氏方法之收斂行為,對準貝氏方法的使用時機提出建議。
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多變量d轉換的一些應用 / Some applications of multivariate d-transformations郭錕霖 Unknown Date (has links)
Jiang (1997) 首先提出多變量d轉換與其性質。利用多變量d轉換,我們可以定義新式的特徵函數,並且稱它們是多變量d特徵函數。在這篇論文中,我們將使用多變量d特徵函數來證明在普通的條件下,Dirichlet隨機向量的線性組合會分配收斂(converge in distribution)到一個對稱的分配。此外,當給定一個分配函數的多變量d特徵函數,我們將建構一個方法來決定此分配函數。另一方面,我們將證明多變量d特徵函數擁有很多類似傳統的特徵函數的性質。 / A multivariate d-transformation and its properties were first given by Jiang (1997). By means of the multivariate d-transformations, we can define new kinds of characteristic functions and call them multivariate d-characteristic functions. In this thesis, we will use the multivariate d-characteristic function to show that the linear combinations of Dirichlet random vectors, under regularity conditions, converge in distribution to a spherical distribution. Moreover, We will construct a method for constructing the distribution function with a given multivariate d-characteristic function. In addition, we will show that the multivariate d-characteristic function has many properties which are similar to those of the traditional characteristic function.
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