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研究生: 黃圓修
Hwang, Yuan Shiou
論文名稱: 模糊族群在穩健相關係數與穩健迴歸分析之應用
Applications of fuzzy clustering method in robust correlation coefficient and robust regression analysis
指導教授: 張健邦
Jang, Jiahn Bang
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: 1994
畢業學年度: 82
語文別: 中文
論文頁數: 66
中文關鍵詞: 模糊族群穩健相關係數穩健迴歸分析離群觀測值
外文關鍵詞: Fuzzy clustering, Robust correlation coefficient, Robust regression analysis, Outlier
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  • 在一般的研究過程中均可能有離群觀測值產生,只要有離群觀測值存在,

    就可能對研究結果產生極重大的影響。在統計學上常用的參數估計式中,

    有許多極易受離群觀測值影響。因此本研究採用模糊族群分析混合最大概

    似估計演算法運用在參數估計上,以去除離群觀測值對分析結果的影響。

    本研究主要針對相關係數與迴歸係數的估計進行探討,利用演算法中所求

    得之隸屬度,計算穩健相關係數和穩健迴歸係數,以期能正確估計參數值


    第一章 緒論
    1.1 研究動機與目的 ………………………………………………………….1
    1.2 文獻回顧 ……………………………………………………………………..5
    1.3 本文架構 ……………………………………………………………………..7
    第二章 模糊族群分析
    2.1 模糊集合 ……………………………………………………………………..8
    2.2 族群分析 …………………………………………………………………….10
    2.2.1 一般族群分析 ………………………………………………….11
    2.2.2 模糊族群分析 ………………………………………..…………13
    2.3 模糊族群分析混合最大概似估計演算法 ………………….17
    第三章 穩健相關係數研究
    3.1 一般相關係數 ……………..………………………………………….24
    3.2 穩健相關系數 ………………………………………………….. 26
    3.3 模擬分析 ……………………..…………………………………… 28
    3.3.1 崩潰點分析比較 ………………………………………. 28
    3.3.2 估計結果之統計量分析 …………………………… 32
    第四章 穩健迴歸分析研究
    4.1 穩健迴歸分析 …………………………………………………. 37
    4.2 模擬分析 ……………………………………………………….… 48
    4.3 實證研究 ………………………………………………………….. 54
    4.3.1 簡介 …………………………………………………………. 54
    4.3.2 資料說明 ………………………………………………..… 54
    4.3.3 結果分析 ………………………………………………….. 55
    第五章 結論 …………………………………………………………… 62
    參考文獻 ………………………………………………………………………………. 63

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