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研究生: 王信忠
Wang, Hsin-Chung
論文名稱: 排列檢定法應用於空間資料之比較
Permutation test on spatial comparison
指導教授: 蔡紋琦
學位類別: 博士
Doctor
系所名稱: 商學院 - 統計學系
Department of Statistics
論文出版年: 2005
畢業學年度: 94
語文別: 英文
論文頁數: 71
中文關鍵詞: 費雪(Fisher)正確檢定Cramer-von Mises 統計量排列檢定可交換性空間分佈貝氏(Bayesian)方法檢定力比較空間自我迴歸(CAR)模型auto-Poisson模型auto-Gaussian模型群聚
外文關鍵詞: Fisher's exact test, Cramer-von Mises statistic, permutation test, exchangeable, spatial distributions, Bayesian approach, power comparison, spatial conditionally autoregressive (CAR) model, auto-Poisson model, auto-Gaussian model, cluster
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  • 本論文主要是探討在二維度空間上二母體分佈是否一致。我們利用排列
    (permutation)檢定方法來做比較, 並藉由費雪(Fisher)正確檢定方法的想法而提出重標記 (relabel)排列檢定方法或稱為費雪排列檢定法。
    我們透過可交換性的特質證明它是正確 (exact) 的並且比 Syrjala (1996)所建議的排列檢定方法有更高的檢定力 (power)。
    本論文另提出二個空間模型: spatial multinomial-relative-log-normal 模型 與 spatial Poisson-relative-log-normal 模型
    來配適一般在漁業中常有的右斜長尾次數分佈並包含很多0 的空間資料。另外一般物種可能因天性或自然環境因素像食物、溫度等影響而有群聚行為發生, 這二個模型亦可描述出空間資料的群聚現象以做適當的推論。


    This thesis proposes the relabel (Fisher's) permutation test inspired by Fisher's exact test to compare between distributions of two (fishery) data sets locating on a two-dimensional lattice. We show that the permutation test given by Syrjala (1996} is not exact, but our relabel permutation test is exact and, additionally, more powerful.
    This thesis also studies two spatial models: the spatial multinomial-relative-log-normal model and the spatial
    Poisson-relative-log-normal model. Both models not only exhibit characteristics of skewness with a long right-hand tail and of high proportion of zero catches which usually appear in fishery data, but also have the ability to describe various types of aggregative behaviors.

    1 INTRODUCTION 10
    2 SYRJALA’s PERMUTATION TEST 13
    2.1 Introduction 13
    2.2 Test statistic 17
    2.3 Switch permutation is exchangeable? 18
    3 SPATIAL MODEL 20
    3.1 Model description 21
    3.1.1 Conditionally autoregressive model 22
    3.1.2 Spatial multinomial-relative-log-normal model 23
    3.1.3 Spatial Poisson-relative-log-normal model 24
    3.2 Model justification 24
    3.2.1 Examples of spatial multinomial-relative-log-normal distribution 26
    3.2.2 Examples of spatial Poisson-relative-log-normal distribution 29
    3.2.3 Highly skewed with a long right-hand tail 32
    4 RELABEL PERMUTATION 35
    4.1 Procedure of the relabel permutation 35
    4.2 Illustration 36
    4.3 Exchangeable 38
    4.4 The relabel permutation test 42
    5 NUMERICAL ANALYSIS 44
    5.1 Simulation design 44
    5.2 Size comparison 45
    5.3 Power comparison 47
    6 CONCLUSION AND DISCUSSIONS 55
    6.1 Auto-models 55
    6.2 Test statistic 57
    6.3 Invariant property 58
    6.4 Dimension reduction 59
    REFERENCE 60
    A APPENDIX 63

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