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中文論文名稱 雙參數指數分配離群值之檢定
英文論文名稱 Discordancy Tests for Two-Parameter Exponential Samples
校院名稱 淡江大學
系所名稱(中) 數學學系碩士班
系所名稱(英) Department of Mathematics
學年度 101
學期 2
出版年 102
研究生中文姓名 王詩淳
研究生英文姓名 Shih-Chun Wang
學號 601190043
學位類別 碩士
語文別 英文
口試日期 2013-07-04
論文頁數 26頁
口試委員 指導教授-林千代
委員-陳麗霞
委員-蔡志群
中文關鍵字 臨界值  遮蔽效應  序列檢定  間隔  淹沒效應 
英文關鍵字 Critical values  Masking effect  Sequential testing  Spacings  Swamping effect 
學科別分類 學科別自然科學數學
中文摘要 本論文主要在探討由內往外的序列或連續檢定程序來檢測出雙參數指數樣本中 k 個較大的離群值。我們總共考慮六個檢定統計量,其中一個統計量是根據樣本中可能不被懷疑為離群值的觀測值,計算其中最大觀測值和平均數之間的差與其相對樣本全距之比率;其他五個檢定統計量則是分別在 Basu (1965)、Balasooriya and Gadag (1994)、Zerbet and Nikulin (2003) 和 Kumar (2013b) 的論文中所討論過的區塊檢定程序所使用的統計量。利用Huffer (1988)的遞迴關係式和 Lin and Balakrishnan (2009) 的演算法,我們分別找出以上六個檢定統計量在 k = 2 和 3 時,雙參數指數中 k 個較大的離群值的連續檢定程序之聯合虛無分配的臨界值。最後,再根據蒙地卡羅模擬的方法來比較這六個檢定統計量的檢定力和錯誤判定機率。
英文摘要 The inside-out sequential procedures for testing up to k upper outliers in a two-parameter exponential sample are investigated. Six test statistics, one based on the ratio of the difference of largest observation and the sample mean which are unsuspected to be outliers to the range of these observations, and others used for block test procedures discussed in Basu (1965), Balasooriya and Gadag (1994), Zerbet and Nikulin (2003), and Kumar (2013b), are considered. Utilizing the recursion of Huffer (1988) and algorithm of Lin and Balakrishnan (2009), the critical values of the joint null distributions of these test statistics for sequential testing discordancy of k upper outliers in two-parameter exponential samples on the important cases k = 2 and 3 are obtained. Powers of tests based on these statistics are compared through a Monte Carlo study.
論文目次 Contents
1 Introduction 1
2 The Distribution of Test Statistics 4
3 Illustrative Examples 6
4 Performance Comparison 10
5 Concluding Remarks 13
References 13
Appendix 16
List of Tables
Table 1 Exact critical values of test statistics (3) to (8) for j = 1, 2, and the associated value of β when α = 0.05. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
Table 2 Exact critical values of test statistics (3) to (8) for j = 1, 2, 3, and the associated value of β when α = 0.05. . . . . . . . . . . . . . . . . . . . . . . . . 8
Table 3 Exact critical values of test statistics and the corresponding observed statistics for j = 1, . . . , k when k ≤ 4 in Example 1. . . . . . . . . . . . . . . . . . . 9
Table 4 Exact critical values of test statistics and the corresponding observed statistics for j = 1, . . . , k when k ≤ 4 in Example 2. . . . . . . . . . . . . . . . . . . 11
List of Figures
Figure 1 Powers and error probabilities of testing procedures for n = 10 when k = 2. 20
Figure 2 Powers and error probabilities of testing procedures for n = 15 when k = 2. 21
Figure 3 Powers and error probabilities of testing procedures for n = 20 when k = 2. 22
Figure 4 Powers and error probabilities of testing procedures for n = 15 when k = 3. 23
Figure 5 Powers and error probabilities of testing procedures for n = 30 when k = 3. 24
Figure 6 Powers and error probabilities of testing procedures for n = 50 when k = 3. 25
Figure 7 Powers and error probabilities of testing procedures for n = 100 when k = 3. 26
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Huffer, F. (1988). Divided differences and the joint distribution of linear combinations of spacings. Journal of Applied Probability 25, 346–354.
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Huffer, F. W. and Lin, C. T. (2006). Linear combinations of spacings. In Encyclopedia of Statistical Sciences, Volume 12, Second Edition (Eds., S. Kotz, N. Balakrishnan, C. B.
Read and B. Vidakovic), pp. 7866–7875, John Wiley & Sons, Hoboken, New Jersey.
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Kumar, N. (2013a). Test for multiple upper outliers in an exponential sample irrespective of origin. Statistics 47, 184–190.
Kumar, N. (2013b). Test for suspected observations in an exponential sample with unknown origin, unpublished manuscript.
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Lin, C. T. and Balakrishnan, N. (2009). Exact computation of the null distribution of a test for multiple outliers in an exponential sample. Computational Statistics & Data Analysis 53, 3281–3290.
Lin, C. T. and Balakrishnan, N. (2013). Tests for multiple outliers from an exponential population. Communications in Statistics – Simulation and Computation. http://DOI:10.1080/03610918.2012.714030.
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Zerbet, A. and Nikulin, M. (2003). A new statistic for detecting outliers in exponential case. Communications in Statistics – Theory and Methods 32, 573–583.
Zhang, J. (1998). Tests for multiple upper or lower outliers in an exponential sample. Journal of Applied Statistics 25, 245–255.
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