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研究生: 林牧晨
Mu-Cheng Lin
論文名稱: 比較不同參數估計方法於韋伯分配之區間設限資料
A comparison study of different methods to estimate the Weibull parameters with interval censored data
指導教授: 王福琨
Fu-kwun Wang
口試委員: 羅士哲
Shih-che Lo
Yeneneh Tamirat
Yeneneh Tamirat
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: 2016
畢業學年度: 104
語文別: 英文
論文頁數: 38
中文關鍵詞: 韋伯分配區間設限資料最大概似估計貝氏法DE演算法EM演算法Lindley估計法馬可夫鏈蒙地卡羅法KM法
外文關鍵詞: Weibull distribution, Interval censored data, Maximum likelihood estimation, Bayesian approach, DE algorithm, EM algorithm, Lindley’s Approximation, Markov Chain Monte Carlo, Kaplan-Meier.
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  • 在生存分析中考量到成本的因素時,區間資料經常被使用為產品壽命分析數據。本論文主要是在探討雙參數韋伯分配(Weibull Distribution)在區間設限資料的情況下,透過非參數估計之KM(Kaplan-Meier)法、最大概似估計法(Maximum Likelihood Estimation)及貝氏法(Bayesian Approach)進行評估衡量。本文將採用DE(Differential Evolution)演算法及EM(Expectation-Maximization)演算法來求得最大概似估計值,貝氏法則採用Lindley近似估計法及馬可夫鏈蒙地卡羅法(Markov Chain Monte Carlo)估計其參數。此外,參數之區間估計亦可求得。市場回饋區間資料亦可用來分析及應用。由本研究案例中得到在絕對比例誤差的值使用貝氏法比其它兩種方法較優。


    In survival analysis, the inspection costs should be concerned and the interval censored data are often occurred in lifetime data analysis. In this study, we consider the non-parametric approach of Kaplan-Meier (KM) method, the maximum likelihood estimation (MLE), and the Bayesian approach and evaluate their performance of the Weibull distribution with the interval censored data. Here, MLE via the Differential Evolution (DE) algorithm and the Expectation–Maximization (EM) algorithm and Bayesian approach via Lindley’s Approximation and Markov Chain Monte Carlo (MCMC) are used to estimate parameters. Additionally, the confidence intervals for these estimators are obtained. The field return data are used to illustrate the applications. The results show that the Bayesian approach outperforms the MLE and KM methods in term of mean of absolute percentage error in most cases.

    摘要 Abstract Acknowledgement Table of content List of figures List of tables Chapter 1: Introduction 1.1 Research background and motivation 1.2 Research objectives 1.3 Research limitations 1.4 Research flow Chapter 2: Literature review 2.1 Data types 2.2 Weibull distribution 2.3 Parameters estimation methods 2.3.1 Non-parametric approach 2.3.2 Maximum likelihood estimation (MLE) 2.3.3 Bayesian approaches Chapter 3: Research methods 3.1 Weibull distribution for interval censored data 3.2 Parameters estimation methods 3.2.1 MLE via Differential evolution (DE) 3.2.2 MLE via Expectation–maximization (EM) 3.2.3 Bayesian approach 3.3 Non-parametric approach Chapter 4: Data analysis Chapter 5: Conclusion References Appendix

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