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    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/32958


    Title: 基於Hellinger最短距離法之韋伯模型的參數估計
    Other Titles: Inferences for Weibull model on minimum Hellinger distance
    Authors: 廖淑蓉;Liao, Shu-rong
    Contributors: 淡江大學管理科學研究所碩士班
    黃文濤;Huang, Wen-tao
    Keywords: 韋伯模型;海林格最短距離;高斯核函數;Weibull distribution;Minimum Hellinger distance;Gauss Kernel function
    Date: 2009
    Issue Date: 2010-01-11 03:01:51 (UTC+8)
    Abstract: 韋伯分配分佈已廣泛應用於許多領域,尤其是可靠度分析及產品的壽命分析等,是所有分配中較符合浴缸型分配,並且估計其參數是一個重要的問題,因此考慮到估計問題。
      但是,當資料的數據是受污染的情況,估計其參數不具穩健性。在此論文中,吾人針對此問題運用minimum Hellinger distance estimate (MHDE)估計參數。眾所周知,MHDE不僅具有效性,且具有穩健性,還提供了數值模擬的基礎上最大概似估計法和MHDE及其比較。
      最後,提出一些延伸的Weibull模型,推廣成四個參數型態之分配。
    Weibull distribution has been widely applied in many areas and estimations of its parameters are an important issue. Thus are let of literature. Consider the estimation problem; however, when the data is contaminated most of the proposed estimations do not possess the property of robustness. In this thesis, we apply minimum Hellinger distance estimate (MHDE) for this problem. As is well-known, MHDE provides not only the first order efficiency, but also robustness, we have also provided numerical simulations based on MLE and MHDE and its comparisons have been made.
    Finally, some extension of the Weibull model has also been proposed.
    Appears in Collections:[Department of Management Sciences] Thesis

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