鄭克聲臺灣大學：生物環境系統工程學研究所許介維Hsu, Chieh-WeiChieh-WeiHsu2007-11-272018-06-292007-11-272018-06-292004http://ntur.lib.ntu.edu.tw//handle/246246/55969Chi-squared and Kolmogorov-Smirnov tests are two most widely applied methods for goodness-of-fit test. In application of these tests to hydrological frequency analysis, we often encounter the problem of having data with short record length or sample size. Sample size of a random sample affects the accuracies of parameters estimation and goodness-of-fit test. This study, through stochastic simulation of random variables of normal, log-normal, Extreme Value Type I (EV1), Pearson Type III (PT3) and log-Pearson Type III (LPT3) distributions, compares the performance of and K-S tests with respect to type-I-error and power. When population parameters are known, test outperforms the K-S test with very small type-I-error even for sample size as small as 50. When the goodness-of-fit test is conducted with estimated parameters (the null distribution is specified using estimated parameters), it is found that skewness has significant effect on type-I-error of tests. Power of the test is also found to increase with level of significance, sample size and skewness. Keywords: goodness-of-fit test, stochastic simulation, power, type-I-error目錄 I 表目錄 II 圖目錄 III 中文摘要 V 英文摘要 VI 第一章 緒論 1 第二章 文獻回顧 3 第三章 理論介紹 5 第一節 假設檢定 5 第二節 機率分佈 8 第三節 參數推估 11 第四節 適合度檢定 13 第五節 檢定力函數 16 第四章 研究內容與方法 20 第一節 樣本資料繁衍 20 第二節 研究方法與步驟 22 4.2.1 母體參數已知時檢定之偏差 22 4.2.2 母體參數未知時檢定之偏差 26 4.2.3 檢定力曲線模擬 27 4.2.4 型態鑑別率計算 31 第五章 結果與討論 33 第一節 母體參數已知時評估檢定之準確性評估 33 第二節 母體參數未知時評估檢定之準確性評估 33 第三節　檢定力曲線分析 40 第四節　型態鑑別率計算結果分析 63 第六章 結論與建議 66 第一節 結論 66 第二節 建議與未來研究方向 67 參考文獻 68 附錄 702104796 bytesapplication/pdfen-US適合度檢定序率模擬檢定力型I錯誤goodness-of-fit teststochastic simulationpowertype-I-errorthesishttp://ntur.lib.ntu.edu.tw/bitstream/246246/55969/1/ntu-93-R91622024-1.pdf