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  • 學位論文

二元分佈族及其統計推論

A Family of Bivariate Distributions With Some Applications to Statistical Inferences

指導教授 : 黃文濤

摘要


在第一章,我們提出了一個新的二元分佈族,並提供一些特殊之分佈,如二元指數、二元韋伯等,同時並與已知的二元分佈族做些比較。對於一些相關之統計性質,如期望值、變異數、故障函數等,及參數的估計也作了探討。並舉一實例,應用動差法,估算出其參數值。 在第二章,對於S-N曲線的建立提供了另一種統計模式,並估計模型中的參數,同時考慮測量誤差的迴歸模型方法,以導出疲勞極限的分佈。在此分佈下,以迴歸分析法導出參數的估計。此外,亦提出一實際之實驗數據,以本文方法算出參數的估計值,並與已知的結果比較。最後,進行統計模擬研究。

並列摘要


In chapter 1, we have proposed a new family of bivariate distributions, and also some special distributions such as bivariate exponential, bivariate Weibull etc.. Some comparisons with known results are also made. A real data set is illustrated in which some parameters are estimated by moment method. In chapter 2, we consider an error-in-variables regression model for random fatigue-limit problem. Some estimates for the related parameters are also derived. A real data set is also illustrated by the proposed method and some comparisons are also made with known results. Some simulation study is also carried out.

參考文獻


[1]Balakrishnan, N., Castillo, E. and Sarabia, J.M. (2004),”Bivariate Continuous Distributions with Specified Conditional Hazard Functions,” private communications.
[2]Bastenaire, F. A. (1972), ”New method for the statistical evaluation of constant stress amplitude fatigue-test results,” in Probability Aspects of Fatigue (ASTM STP 511), ed. R. A. Heller, Philadelphia: American Society for Testing and Materials, 3-28.
[4]Castillo, E. and Hadi, A.S. (1995),”Modeling Lifetime Data with Application to Fatigue Model,” Journal of the American Statistical Association, 90, 1041-1054.
[5]Clayton, D. and Cuzick, J. (1985),”Multivariate Generalizations of The Proportional Hazards Model,” Journal of the Royal Statistical Society Series A, 148, 82-117.
[6]Finkelstein, M.S. (2003), “On One Class of Bivariate Distributions”, Statistics & Probability Letters, 65, 1-6.

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