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研究生: 郭俊佑
論文名稱: 修正條件分配勝率矩陣時最佳參考點之選取方法
The best reference point method for the modification of the conditional distribution odds ratio matrices
指導教授: 姜志銘
宋傳欽
學位類別: 碩士
Master
系所名稱: 理學院 - 應用數學系數學教學碩士在職專班
論文出版年: 2013
畢業學年度: 101
語文別: 中文
論文頁數: 93
中文關鍵詞: 勝率矩陣相容條件機率矩陣參考點
外文關鍵詞: odds ratio matrix, compatibility, conditional probability matrix, reference point
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  • Chen(2010)提出如何用勝率函數來判斷給定的連續條件分配是否相容,以及
    相容時如何求對應的聯合分配。本研究提出,在二維有限的情形下,如何用勝率
    矩陣來判斷給定的條件機率矩陣是否相容,以及相容時如何求對應的聯合機率矩
    陣。又給定的條件機率矩陣不相容時,我們介紹了四種修改勝率矩陣的方法,同
    時在使用幾何平均法調整勝率矩陣的過程中,也發現選取最佳參考點以獲得最佳
    近似聯合機率矩陣之方法,並且給予理論證明。最後以模擬的方式發現,在修改
    勝率矩陣的四種方法中,以幾何平均法所得到的近似聯合機率矩陣,其條件機率
    矩陣最常接近所給定的條件機率矩陣。


    Chen (2010) provides the representations of odds ratio function to examine the compatibility of conditional probability density functions and gives the corresponding
    joint probability density functions if they are compatible. In this research, we provide the representations of odds ratio matrix to examine the compatibility of two discrete
    conditional probability matrices and give the corresponding joint probability matrix if they are compatible. For incompatible situations, we offer four methods to revise odds ratio matrices to find near joint probability matrices so that their conditional probability matrices are not far from the two given ones. That is, we provide four methods so that the sums of error squares are small. For each method, the sum of error squares may depend on the same reference point of two odds ratio matrices. We first
    discover by example that only the geometric method out of these four methods has a pattern to get the best reference point so that the sum of error squares is smallest. We
    then prove this finding in general. In addition, through simulation results, the geometric method would provide the smallest sum of error squares most often among these four methods. Hence, we suggest using geometric method. Its strategy to find the best reference point is also given.

    中文摘要………………………………………………………………………1
    Abstract……………………………………………………………………2
    1. 簡介
    1.1 研究動機……………………………………………………………… 3
    1.2 研究目的……………………………………………………………… 3
    1.3 研究架構……………………………………………………………… 4
    2. 勝率矩陣之探討
    2.1 條件機率矩陣之介紹………………………………………………… 5
    2.2 勝率矩陣之定義及功能……………………………………………… 5
    2.3 四種修正勝率矩陣之方法…………………………………………… 9
    3. 最佳參考點之尋找
    3.1 以實例探討算術平均法下之最佳參考點………………………… 12
    3.2 以實例探討幾何平均法下之最佳參考點………………………… 14
    3.3 以實例探討最大值法下之最佳參考點…………………………… 16
    3.4 以實例探討最小值法下之最佳參考點…………………………… 18
    3.5 幾何平均法下尋找最佳參考點之理論基礎……………………… 20
    3.6 四種修正勝率矩陣方法之模擬比較……………………………… 24
    4. 結論……………………………………………………………………26
    參考文獻……………………………………………………………………27
    附錄:實驗模擬之數據……………………………………………………28

    Chen, Hua Yun. (2010) Compatibility of conditionally specified models. Statistics and
    Probability Letters, 80, 670-677.
    Ip, Edward H., Wang, Yuchung J. (2009) Canonical representation of conditionally
    specified multivariate discrete distributions. Journal of Multivariate Analysis,100,
    1282-1290.

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