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以逐次方法縮減估計值變異數的模擬研究 / Variance Reduction: A Simulation Study of Sequential Methods

在本文中使用七種不同的抽樣方法估計對稱分配的位置參數,目的是為了縮減估計值的變異數。我們考慮的方法是四種逐次估計量、Trimmed Mean、修正隨機估計量和加權隨機估計量。本文利用電腦模擬的方式,比較在觀察值為標準常態分配之下這幾種估計量與簡單隨機抽樣的樣本平均數估計值的變異數大小。 / In this paper seven sampling methods are used to estimate the mean of symmetric distributions. Our goal is reduce the variance of the estimate. The methods we consider include four sequential estimators, trimmed mean, adjusted random estimator, and weighted random estimator. This paper uses the method of computer simulation to compare variance of these estimators with sample mean using simple random sampling method under standard normal distribution.

Identiferoai:union.ndltd.org:CHENGCHI/A2002001930
Creators吳振興, Wu, Chen-Hsing
Publisher國立政治大學
Source SetsNational Chengchi University Libraries
Language中文
Detected LanguageEnglish
Typetext
RightsCopyright © nccu library on behalf of the copyright holders

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