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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/95317


    Title: 在混亂母數種類中使用發散性測度藉觀局部敏感分析
    Other Titles: Local Sensitivity Analysis Using Divergence Measures under Parametric Classes of Perturbations
    Authors: 婁國仁
    Contributors: 淡江大學管理科學學系
    Keywords: 局部敏感度;貝氏健全性;微擾法;發散;t 分配;Gamma分配;韋伯分配;加權分配;Local Sensitivity;Bayesian Robustness;Perturbation;Divergence;T-Distribution;Gamma Distribution;Weibull Distribution;Weighted Distribution
    Date: 2000-11
    Issue Date: 2014-02-12 02:14:10 (UTC+8)
    Abstract: 為了研究在某些混亂的集合中,察視保有固有的、健全的特性,所以我們將在這些種類之中,使用在兩個事後分配之間的局部發散性測度。對於事前機率(Pri or)或概似函數(Likelihood)而言,所獲得的局部發散性極限值來判定,其值愈小意味著愈有健全性。本研究考慮兩種的混亂(事前機率與概似函數),分析局部性敏感度。此外,我們亦考慮概似函數來自加權分配(Weighted distribution)的情況。最後,我們提出一些量化的例子,並加以說明。
    This paper considers the use of local φ-divergence measures between posterior distributions under classes of perturbations in order to investigate the inherent robustness of certain classes. The smaller value of the limiting local φ-divergence, implies more robustness fo r the prior or the likelihood. In this paper, two kinds of the perturbations (prior and likelihood) are considered for the local sensitivity analysis. In addition, we also consider the cases when the likelihood comes from the class of weighted distributions. Finally some numerical examples are considered which provides measures of robustness.
    Relation: 2000年兩岸管理科學學術研討會論文集,頁178-202
    Appears in Collections:[管理科學學系暨研究所] 會議論文

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