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| 研究生： |
黃彥翰 Yen-Han Huang |
|---|---|
| 論文名稱： |
以遞迴變異數縮減演算法與控制變數法估計網路可靠度 Recursive Variance Reduction algorithm with Control Variate for Estimating Stochastic Network Reliability |
| 指導教授： |
楊維寧
Wei-Ning Yang |
| 口試委員: |
洪政煌
Cheng-Huang Hung 陳雲岫 Yun-Shiow Chen |
| 學位類別： |
碩士 Master |
| 系所名稱： |
管理學院 - 資訊管理系 Department of Information Management |
| 論文出版年： | 2007 |
| 畢業學年度： | 95 |
| 語文別： | 中文 |
| 論文頁數： | 51 |
| 中文關鍵詞： | 隨機網路系統 、可靠度 、控制變數法 、變異數縮減技巧 |
| 外文關鍵詞： | stochastic network, reliability, control variate, variance reduction |
| 相關次數： | 點閱：345 下載：1 |
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本研究提出了一個控制變數法估計量來估計隨機網路系統的可靠度,抽樣過程可分作兩個階段:
(1)探索性抽樣階段:利用部分樣本探索控制變數估計量所需資訊,即控制變數的期望值。
(2)控制變數抽樣階段:利用探索到的資訊建立控制變數法估計量。
我們已證明所提出的控制變數法估計量具有不偏性,並透過實驗數據證實控制變數法估計量與現行其他抽樣方法相比 ,具有較小的變異數。
A control variate estimator for estimating the reliability of a stochastic network is proposed. Some sampling efforts are used to find the expection of the control variate,which is required in constructing the control variate estimator. The proposed estimator is shown to be unbiased. Emprical results show that the proposed estimator outpeform current works.
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