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研究生: 黃屏衽
Ping-Ren Huang
論文名稱: 在多重設限資料下混合型韋伯參數的三種演算法之比較研究
A Study of Three Algorithms for Estimating the Mixture Weibull Parameters with Multiple Censored Data
指導教授: 王福琨
Fu-Kwun Wang
口試委員: 歐陽超
Chao Ou-Yang
林希偉
Shi-Woei Lin
學位類別: 碩士
Master
系所名稱: 管理學院 - 工業管理系
Department of Industrial Management
論文出版年: 2013
畢業學年度: 101
語文別: 中文
論文頁數: 53
中文關鍵詞: 混合型韋伯分配最大概似估計法多重設限資料PSO 演算法擬牛頓法EM演算法
外文關鍵詞: Mixture Weibull distribution, Multiple censored data, Maximum likelihood estimation, PSO algorithm, Quasi-Newton method, EM algorithm
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  • 混合型韋伯分配是可應用於存活分析與可靠度分析的重要統計分配。本論文主要在探討混合型韋伯分配在多重設限資料下,利用最大概似估計法做參數估計,且透過 PSO 演算法、擬牛頓法與 EM 演算法對概似函數進行優化求解。本研究藉由模擬的分析,比較三種演算法參數估計之結果,而我們可以得知利用PSO演算法求得之結果是優於其他兩種演算法。此外,再藉由實際案例來驗證結果是否與模擬結果為一致。


    The mixture Weibull distributions can be applied to survival analysis and reliability analysis which is the field of statistical research. In this study we used the maximum likelihood estimation (MLE) to estimate the mixture of two Weibull parameters with multiple censored data via particle swarm optimization (PSO) algorithm, quasi-Newton method and expectation-maximization (EM) algorithm. We used the simulation study to compare the three algorithms. The simulation results showed that the PSO algorithm outperforms the quasi-Newton method and the EM algorithm. Two numerical examples are used to demonstrate the performance of our proposed method.

    摘要 I ABSTRACT II 目錄 III 圖目錄 V 表目錄 VI 第一章 緒論 1 1.1研究背景與動機 1 1.2研究目的 2 1.3研究限制 2 1.4研究架構及流程 3 第二章 文獻探討 5 2.1資料型態之介紹 5 2.2韋伯分配與性質 7 2.3混合型韋伯分配與性質 10 2.4 參數估計方法 11 2.4.1 貝氏法 (Bayesian Method) 11 2.4.2最大概似估計量 (Maximum Likelihood Estimator) 12 2.4.3MM演算法 (Majorize -Minorize Algorithm) 14 2.4.4擬牛頓法(Quasi-Newton Method) 14 2.4.5粒子群演算法(PSO Algorithm) 16 2.4.6最大期望值演算法(EM Algorithm) 19 第三章 研究方法 22 3.1 問題描述與研究流程 22 3.2多重設限下之參數估計方法 24 3.2.1擬牛頓法(BFGS) 24 3.2.2粒子群演算法(PSO) 25 3.2.3最大期望值演算法(EM) 26 3.2.4參數的信賴區間 28 第四章 模擬與實例分析 29 4.1模擬研究 29 4.2實例分析 38 第五章 結論 41 參考文獻 42 附錄 45 模擬混合型韋伯分配之擬牛頓法程式碼 45 模擬混合型韋伯分配之PSO演算法程式碼 47 模擬混合型韋伯分配之EM演算法程式碼 49

    中文文獻
    [1]江峰政,2005。有關EM法於具韋伯之設限資料其參數之估計,國立成功大學碩士論文。
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