The Research of Local Sensitivity Analysis Using Divergence Measure under Parametric Class of Perturbation

碩士 === 淡江大學 === 管理科學研究所 === 92 === This paper considers the use of local 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 divergence, implies more robustness...

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Main Authors:	Wei-Chung Lin, 林維忠
Other Authors:	Kuo-Ren Lou
Format:	Others
Language:	zh-TW
Published:	2004
Online Access:	http://ndltd.ncl.edu.tw/handle/32975917432276328060

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spelling	ndltd-TW-092TKU004570072016-06-15T04:16:53Z http://ndltd.ncl.edu.tw/handle/32975917432276328060 The Research of Local Sensitivity Analysis Using Divergence Measure under Parametric Class of Perturbation 不同參數族之微擾下利用發散性測度分析局域敏感性研究 Wei-Chung Lin 林維忠碩士淡江大學管理科學研究所 92 This paper considers the use of local 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 divergence, implies more robustness for the prior or the likelihood. Two kinds of the perturbations (prior and likelihood) are considered for the local sensitivity analysis. Finally some numerical examples are provided which provides measures of robustness. Kuo-Ren Lou 婁國仁 2004 學位論文 ; thesis 33 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 淡江大學 === 管理科學研究所 === 92 === This paper considers the use of local 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 divergence, implies more robustness for the prior or the likelihood. Two kinds of the perturbations (prior and likelihood) are considered for the local sensitivity analysis. Finally some numerical examples are provided which provides measures of robustness.
author2	Kuo-Ren Lou
author_facet	Kuo-Ren Lou Wei-Chung Lin 林維忠
author	Wei-Chung Lin 林維忠
spellingShingle	Wei-Chung Lin 林維忠 The Research of Local Sensitivity Analysis Using Divergence Measure under Parametric Class of Perturbation
author_sort	Wei-Chung Lin
title	The Research of Local Sensitivity Analysis Using Divergence Measure under Parametric Class of Perturbation
title_short	The Research of Local Sensitivity Analysis Using Divergence Measure under Parametric Class of Perturbation
title_full	The Research of Local Sensitivity Analysis Using Divergence Measure under Parametric Class of Perturbation
title_fullStr	The Research of Local Sensitivity Analysis Using Divergence Measure under Parametric Class of Perturbation
title_full_unstemmed	The Research of Local Sensitivity Analysis Using Divergence Measure under Parametric Class of Perturbation
title_sort	research of local sensitivity analysis using divergence measure under parametric class of perturbation
publishDate	2004
url	http://ndltd.ncl.edu.tw/handle/32975917432276328060
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The Research of Local Sensitivity Analysis Using Divergence Measure under Parametric Class of Perturbation

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