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研究生: 黃(糸秀)琪
Huang,Hsiu-Chi
論文名稱: 事故傾向服從Inverse Gaussian分配時混合Weibull模式之研究
指導教授: 陳麗霞
Chen,Li-Shya
學位類別: 碩士
Master
系所名稱: 商學院 - 統計學系
Department of Statistics
論文出版年: 2001
畢業學年度: 89
語文別: 中文
論文頁數: 89
中文關鍵詞: 成群資料存活分析群內相關事故傾向Weibull迴歸模式Inverse Gaussian分配分數檢定
外文關鍵詞: Group Data, Survival Analysis, Within Correlation, Frailty, Weibull Regression Model, Inverse Gaussian Distribution, Score Test
相關次數: 點閱:104下載:37
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  • 本篇論文主要考慮成群資料的存活分析,其特點為群內個體間具有相關性,並假定群內個體具有相同但無法觀測到的事故傾向。首先,探討事故傾向服從任一連續分配時混合Weibull迴歸模式的特性,接著,推導出事故傾向服從血Inverse Gaussian吧時之混合Weibull模式,並介紹參數的估計問題。然後,推導出群內個體是否獨立之分數檢定統計量,以分別就兩種最常見的存活資料型態一完整型態與右設限型態:檢定模式中事故傾向的效應是否存在。最後,並以實例說明分數檢定之程序。


    In this paper, we study survival analysis for grouped data, where the within group correlations are considered. It is also assumed that individuals within the same group share a common but unobservable random frailty. First, we discuss the properties of the Weibull regression model mixed by any continuous distribution. Next, we derive an Inverse Gaussan mixture of Weibull regression model, and discuss the estimation problem. Then, we derive the score test for testing independence between components within the same group, where the two most common cases are discussed the complete data case and the right censoring case. Finally, the testing procedures are illustrated by two examples.

    封面頁
    證明書
    致謝詞
    論文摘要
    目錄
    第一章 緒論
    1-1節 研究動機及目的
    1-2節 文獻回顧
    1-3節 論文架構
    第二章 混合Weibull模式之介紹
    2-1節 混合Weibull迴歸模式
    2-2節 以Inverse Gaussian分配混合Weibull迴歸模式之介紹
    2-3節 參數估計
    第三章 群內個體互為獨立之檢定
    3-1節 完整型態資料
    3-1-1節 干擾參數為已知
    3-1-2節 干擾參數為未知
    3-2節 包含右設限型態資料
    3-3節 實例分析
    3-3-1節 實例一
    3-3-2節 實例
    第四章 結論與建議
    4-1節 結論
    4-2節 未來研究方向
    參考文獻
    附錄
    附錄一:纖維承受扯力資料
    附錄二:飛機空調系統運作時間資料
    附錄三:實例一資料分析程式
    附錄四:實例二資料分析程式

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