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題名:A Bayesian Approach Employing Generalized Dirichlet Priors in Predicting Microchip Yields
書刊名:工業工程學刊
作者:翁慈宗 引用關係
作者(外文):Wong, Tzu-tsung
出版日期:2005
卷期:22:3
頁次:頁210-217
主題關鍵詞:Bayesian analysisConjugateCorrelationGeneralized dirichlet distribution貝式統計晶片生產微電子晶片
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
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  • 點閱點閱:34
     在Jewell和Chou所討論的微電子晶片生產模式中,晶片需按照大小來分成四類,由於有些晶片類別產生的機率存在著正相關的關係,因此不適合假設各個晶片類別產生機率的連結分佈為Diriclet分佈,Jewll和Chou便提出求近似解的方法,他們的方法很難用來計算變數二階以上的動率,而且用來預測生產量計算較複雜,因此本研究假設各個晶片類別產生機率的連結分佈為generalized Dirichlet分佈,然後用貝氏統計的方式來預測各類晶片的生產量。由於在generalized Dirichlet分佈中,允許各變數間為正相關,而且於相同期望值的變數,允許它們有不同的變異數,因此對本問題而言,generalized Dirichlet分佈是一個合適的多變量機率分佈。本研究所採用的貝氏統計分析方式,對於預測生產量的計算,比求近似解的方法簡單,可計算變數二階以上的動率,而且在使用的機時上較不受限制。
     In the production model studied by Jewell and Chou, since some of the sorting probabilities fro different categories of microelectronic chips tend to be positively correlated, a Dirichlet distribution is an inappropriate prior for the model. Jewell and Chou therefore propose an approximation approach to predict coproduct yields. Since a generalized Dirichlet distribution priors is presented to calculate the probabilities of future yields in this paper. We consider not only the mean values, but also either the variances or the covariance of the sorting probabilities to construct generalized Dirichlet priors. The numerical results indicate that the generalized Dirichlet distribution should be a reasonable prior, and the computation in forecasting coproduct output is relatively straightforward with respect to the approximation approach.
期刊論文
1.Bouguila, Nizar、Ziou, Djemel(2003)。Novel Mixtures Based on the Dirichlet Distribution: Application to Data and Image Classification。Lecture Notes in Artificial Intelligence,2734,361-368。  new window
2.Bouguila, Nizar、Ziou, Djemel、Vaillancourt, Jean(2004)。Unsupervised Learning of a Finite Mixture Model Based on the Dirichlet Distribution and Its Application。IEEE Transactions on Image Processing,13(11),1533-1543。  new window
3.Connor, Robert J.、Mosimann, James E.(1969)。Concepts of Independence for Proportions with a Generalization of the Dirichlet Distribution。Journal of the American Statistical Association,64(325),194-206。  new window
4.Gasbarra, Dario、Sillanpää, Mikko J.、Arjas, Elja(2005)。Backward Simulation of Ancestors of Sampled Individuals。Theoretical Population Biology,67(2),75-83。  new window
5.Lewy, Peter(1996)。A Generalized Dirichlet Distribution Accounting for Singularities of the Variables。Biometrics,52(4),1394-1409。  new window
6.Lochner, Robert H.(1975)。A Generalized Dirichlet Distribution in Bayesian Life Testing。Journal of the Royal Statistical Society: Series B (Methodological),37(1),103-113。  new window
7.Mostaghimi, Mehdi(2004)。Monetary Policy, Composite Leading Economic Indicators and Predicting the 2001 Recession。Journal of Forecasting,23(7),463-477。  new window
8.Thall, Peter F.、Sung, His-Guang(1998)。Some Extensions and Applications of a Bayesian Strategy for Monitoring Multiple Outcomes in Clinical Trials。Statistics in Medicine,17(14),1563-1580。  new window
9.Vermeesch, Pieter(2005)。Statistical Uncertainty Associated with Histograms in the Earth Sciences。Journal of Geophysical Research,110(B2)。  new window
10.翁慈宗(1998)。Generalized Dirichlet Distribution in Bayesian Analysis。Applied Mathematics and Computation,97(2),165-181。  new window
11.Geweke, John(2001)。Bayesian Econometrics and Forecasting。Journal of Econometrics,100(1),11-15。  new window
圖書
1.Wilks, S. S.(1962)。Mathematical Statistics。New York, NY:John Wiley & Sons, Inc.。  new window
2.Jewell, W. S.、Chou, S. K.(1993)。Predicting Coproduct Yields in Microchip Fabrication。Case Study in Bayesian Statistics。New York, NY。  new window
 
 
 
 
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