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研究生: 吳裕陽
Wu, Yuh Yang
論文名稱: J型-發散統計量與數種適合度檢定統計量之比較
Comparisons of J-divergence statistic with some goodness-of-fit test statistic
指導教授: 江振東
Jiang, Jenn Dong
學位類別: 碩士
Master
系所名稱: 理學院 - 應用數學系
Department of Mathematical Sciences
論文出版年: 1994
畢業學年度: 82
語文別: 中文
論文頁數: 56
中文關鍵詞: 皮爾生卡方統計量概似比例統計量Cressie & Read統計量J型-發散統計量多項式分配卡方分配顯著水準檢定力
外文關鍵詞: Pearson chi-square statistic, Likelihood ratio statistic
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  •   Taneichi(1993)提出一個新的適合度檢定統計量J<sup>2</sup>,具有近似卡方分配的性質。然而在小樣本的情形下,計算機模擬結果顯示,它的估計顯著水準大於期望顯著水準。所以本論文的重點之一,就是對J<sup>2</sup>進行改進,根據不同的準則,來選取一個適當的常數a。我們建議對每一觀測次數加一常數0.32,作為我們修正後的統計量,這個統計量我們記為J<sub>1</sub><sup>2</sup>。

      另一探討的重點是在比較皮爾生卡方統計量X<sup>2</sup>,概似比例統計量G<sup>2</sup>,Cressie & Read統計量 I(2/3),J<sup>2</sup>和J<sub>1</sub><sup>2</sup>之性質,我們想要了解在小樣本的情形之下,何者較接近於卡方分配,何者具有較強的檢定力。研究結果顯示,X<sup>2</sup>和I(2/3)較接近卡方分配,但J<sub>1</sub><sup>2</sup>又較G<sup>2</sup>及J<sup>2</sup>好;至於檢定力,我們發現沒有一個統計量在文中所探討的對立假設的情況下,同時都具有最大的檢定力。這些現象都可以用觀測次數對期望次數比值間的關係來解釋。


      Taneichi(1993) introduces a new goodness-of-fit statisticJ<sup>2</sup>, which has an asymptotic chi-squared distribution. However, the results of simulation indicate that the levels of significance are in general bigger than the nominal levels, which prompts us to device a version of J<sup>2</sup> statistic which would perform better under small sample size situations. We suggest adding 0.32 to each observed value and find that the adjustment indeed works rearonably well. This version of J^2 statistic is denoted as J(1)^2.

      Although Pearson chi-square statistic X<sup>2</sup>, likelihood ratio statistic G<sup>2</sup>, Cresse-Read statistic I(2/3), J^2 and J(1) ^2 all have asymptotic chi-squared distributions, their small sample behaviors are not expected to be the same. Comparisons based on simulation studies are then made. The conclusions are as follows : (1) In terms of levels of significance, X<sup>2</sup> and I(2/3) behave more like a chi-squared distribution. Though J(1) ^2 does not perform as good as X<sup>2</sup> and I(2/3), it does outperform G<sup>2</sup> and J<sup>2</sup>. (2) In terms of powers, it does not seem that any of the test statistics has a clear advantage over the others.

    摘要
    目錄
    第一章 諸論-----1
    第二章 冪發散統計量-----5
      2.1:冪發散統計量的近似分配-----6
      2.2:冪發散統計量的期望值及變異數-----8
    第三章 J型—發散統計量-----13
      3.1:J<sup>2</sup><sub>a</sub>統計量的近似分配-----14
      3.2:J<sup>2</sup><sub>a</sub>統計量的期望值及變異數-----17
      3.3:常數a的選定-----20
        3.3.1:一階、二階動差之比較-----20
        3.3.2:真正顯著水準之比較-----23
        3.3.3:真正檢定力之比較-----24
        3.3.4:討論-----26
    第四章 X<sup>2</sup>, I(2/3), G<sup>2</sup>, J<sup>2</sup>,J<sub>1</sub><sup>2</sup>的模擬比較-----28
      4.1:顯著水準之比較-----28
      4.2:檢定力之比較-----31
      4.3:觀測次數與期望次數的比值對統計量的影響-----33
      4.4:結論及建議-----36
    附錄一-----38
    附錄二-----40
    附表4.1-附表4.5-----42
    附圖4.1-附圖4.5-----47
    參考文獻-----50

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