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模糊期望值與模糊變異數的檢定方法 / Methods on Testing Hypotheses of Fuzzy Mean and Fuzzy Variance張曙光, Shu-Kuang,Chang Unknown Date (has links)
在許多實際情形下,傳統的統計檢定方法是不足以應付的。故本論文提出模糊檢定方法,我們定義出模糊樣本期望值與模糊樣本變異數的計算方法,再針對不同的模糊資料,分別提出不同的檢定方法,去解決最實際需要解決的問題,其中包括推廣古典的統計檢定方法與自創的檢定方法。
關鍵字:隸屬度函數,模糊樣本取樣,模糊樣本期望值,模糊樣本變異數,人性思考,t檢定,F檢定,模糊常態分配。 / In many expositions of fuzzy methods, fuzzy techniques are described as an alternative to a more traditional statistical approach. In this paper, we present a class of fuzzy statistical decision process in which testing hypothesis can be naturally reformulated in terms of interval-valued statistics. We provide the definitions of fuzzy mean, fuzzy distance as well as investigation of their related properties. We also give some empirical examples to illustrate the techniques and to analyze fuzzy data. Empirical studies show that fuzzy hypothesis testing with soft computing for interval data are more realistic and reasonable in the social science research. Finally certain comments are suggested for the further studies. We hope that this reformation will make the corresponding fuzzy techniques more acceptable to researchers whose only experience is in using traditional statistical methods.
Key words: Membership function, fuzzy sampling survey, fuzzy mean, human thought, t-test, F-test, normally distributed.
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群集樣本具巢狀誤差結構之迴歸分析 / Regression analysis for cluster samples with nested-error structure賴昭如 Unknown Date (has links)
分析具有巢狀誤差結構的迴歸模式時,惹忽略隨機誤差項之間的相關性,而採用最小平方(OLS)估計量所導出的標準 F 統計量(以 F<sup>S</sup>表之)進行檢定,會導致過大的型 I 錯誤機率;若將隨機誤差項之間的相關性納入考量,而採用廣義最小平方(GLS)估計量所導出的 F 統計量 (以 F<sup>GLS</sup>表之),則計算上會較為繁雜。因此我們藉由轉換方式,將模式轉換成隨機誤差項之間彼此獨立的新模式後,再以 F<sup>S</sup> 進行檢定,其結果與直接以 F<sup>GLS</sup> 檢定相同,且可使計算較為方便。由於模式轉換所需的轉換矩陣為母體變異數的函數,因此當母體變異數未知時,我們以 Henderson 的常數配適 (fitting-of-constants)方法來估計之。藉由模擬結果得知,若各段的觀察個數相等,則不論巢狀誤差結構為二段式(two-stage)或三段式(three-stage),廣義最小平方估計量(GLS)均較最小平方估計量(OLS)表現穩定,且 F<sup>GLS</sup> 在檢定力及實際顯著水準方面的表現也都比 F<sup>S</sup> 好。 / When analyzing the regression model with nested-error structure, if the correlations between errors are ignored, and conduting the model adequacy test by the standard F statistic (F<sup>S</sup>) led from the ordinary leastsquares estimator (OLSE) , then the type I error rate will be inflated. However, if the corrlated structure is considered and the model is tested by F<sup>GLS</sup> led from the general least-squares estimator (GLSE) , the calculation will be more complicate. The model can be transformed to a new model with independent random errors and then, tested by F<sup>S</sup> . The result is the same as the one by F<sup>GLS</sup> , also it is more convenient for calculation. Since the transformation matrix is a function of variance components, we estimate variance components by Henderson's fitting-of-constants when they are unknown. Through simulation, it is concluded that if the observations in each stage of nested-error structure are the same, the GLSE is more stable than the OLSE in both two-stage and tree-stage structures. Also, the power and the sizes of F<sup>GLS</sup> will perform better than those of F<sup>S</sup> .
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Vybrané transformace náhodných veličin užívané v klasické lineární regresi / Selected random variables transformations used in classical linear regressionTejkal, Martin January 2017 (has links)
Klasická lineární regrese a z ní odvozené testy hypotéz jsou založeny na předpokladu normálního rozdělení a shodnosti rozptylu závislých proměnných. V případě že jsou předpoklady normality porušeny, obvykle se užívá transformací závisle proměnných. První část této práce se zabývá transformacemi stabilizujícími rozptyl. Značná pozornost je udělena náhodným veličinám s Poissonovým a negativně binomickým rozdělením, pro které jsou studovány zobecněné transformace stabilizující rozptyl obsahující parametry v argumentu navíc. Pro tyto parametry jsou stanoveny jejich optimální hodnoty. Cílem druhé části práce je provést srovnání transformací uvedených v první části a dalších často užívaných transformací. Srovnání je provedeno v rámci analýzy rozptylu testováním hypotézy shodnosti středních hodnot p nezávislých náhodných výběrů s pomocí F testu. V této části jsou nejprve studovány vlastnosti F testu za předpokladu shodných a neshodných rozptylů napříč výběry. Následně je provedeno srovnání silofunkcí F testu aplikovaného pro p výběrů z Poissonova rozdělení transformovanými odmocninovou, logaritmickou a Yeo Johnsnovou transformací a z negativně binomického rozdělení transformovaného argumentem hyperbolického sinu, logaritmickou a Yeo-Johnsnovou transformací.
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Temporal Variations in the Compliance of Gas Hydrate FormationsRoach, Lisa Aretha Nyala 20 March 2014 (has links)
Seafloor compliance is a non-intrusive geophysical method sensitive to the shear modulus of the sediments below the seafloor. A compliance analysis requires the computation of the frequency dependent transfer function between the vertical stress, produced at the seafloor by the ultra low frequency passive source-infra-gravity waves, and the resulting displacement, related to velocity through the frequency. The displacement of the ocean floor is dependent on the elastic structure of the sediments and the compliance function is tuned to different depths, i.e., a change in the elastic parameters at a given depth is sensed by the compliance function at a particular frequency. In a gas hydrate system, the magnitude of the stiffness is a measure of the quantity of gas hydrates present. Gas hydrates contain immense stores of greenhouse gases making them relevant to climate change science, and represent an important potential alternative source of energy. Bullseye Vent is a gas hydrate system located in an area that has been intensively studied for over 2 decades and research results suggest that this system is evolving over time.
A partnership with NEPTUNE Canada allowed for the investigation of this possible evolution. This thesis describes a compliance experiment configured for NEPTUNE Canada’s seafloor observatory and its failure. It also describes the use of 203 days of simultaneously logged pressure and velocity time-series data, measured by a Scripps differential pressure gauge, and a Güralp CMG-1T broadband seismometer on NEPTUNE Canada’s seismic station, respectively, to evaluate variations in sediment stiffness near Bullseye. The evaluation resulted in a (- 4.49 x10-3± 3.52 x 10-3) % change of the transfer function of 3rd October, 2010 and represents a 2.88% decrease in the stiffness of the sediments over the period. This thesis also outlines a new algorithm for calculating the static compliance of isotropic layered sediments.
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Temporal Variations in the Compliance of Gas Hydrate FormationsRoach, Lisa Aretha Nyala 20 March 2014 (has links)
Seafloor compliance is a non-intrusive geophysical method sensitive to the shear modulus of the sediments below the seafloor. A compliance analysis requires the computation of the frequency dependent transfer function between the vertical stress, produced at the seafloor by the ultra low frequency passive source-infra-gravity waves, and the resulting displacement, related to velocity through the frequency. The displacement of the ocean floor is dependent on the elastic structure of the sediments and the compliance function is tuned to different depths, i.e., a change in the elastic parameters at a given depth is sensed by the compliance function at a particular frequency. In a gas hydrate system, the magnitude of the stiffness is a measure of the quantity of gas hydrates present. Gas hydrates contain immense stores of greenhouse gases making them relevant to climate change science, and represent an important potential alternative source of energy. Bullseye Vent is a gas hydrate system located in an area that has been intensively studied for over 2 decades and research results suggest that this system is evolving over time.
A partnership with NEPTUNE Canada allowed for the investigation of this possible evolution. This thesis describes a compliance experiment configured for NEPTUNE Canada’s seafloor observatory and its failure. It also describes the use of 203 days of simultaneously logged pressure and velocity time-series data, measured by a Scripps differential pressure gauge, and a Güralp CMG-1T broadband seismometer on NEPTUNE Canada’s seismic station, respectively, to evaluate variations in sediment stiffness near Bullseye. The evaluation resulted in a (- 4.49 x10-3± 3.52 x 10-3) % change of the transfer function of 3rd October, 2010 and represents a 2.88% decrease in the stiffness of the sediments over the period. This thesis also outlines a new algorithm for calculating the static compliance of isotropic layered sediments.
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