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估计理论

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We discuss asymptotically best linear unbiased estimators of the Logistic population based on selected order statistics and give the formula of computing the ABLUE, the variance and the covariance of the ABLUE in limit, and properties of the ABLUE, and so on. We give the optimum chosen of spacing which is the ABLUE with maximum asymptotic relative efficiency based on complete sample when selected order statistics number is less than 10, and obtain its maximum asymptotic relative efficiency.

讨论基于Logistic总体Ⅱ型截尾样本的若干个样本分位数的总体分布参数的近似最佳线性无偏估计;给出了该近似最佳线性无偏估计的计算公式,估计方差与协方差的极限表达式及估计量的大样本性质等;给出了全样本,样本分位点个数固定,但不超过10情形下,使上述近似最佳线性无偏估计有最大相对联合估计效率时,样本分位数选取法及最大相对联合估计效率;为大样本情形下,该近似最佳线性无偏估计的应用提供了理论依据。

Limit theorems, asymptotic methods, asymptotic efficiency and efficiency bounds for estimation, maximum likelihood estimation, Bayes methods, asymptotics via derivatives of functionals, sample-based estimates of variability:; robustness; estimation for dependent data, nonparametric estimation and testing.

高级统计推断理论:极限理论,渐进方法,渐进有效和估计的效率,加大似然估计,贝叶斯方法,泛函数的微商渐进性,基于样本的估计:(bootstrap 和 jackknife方法);稳健性;独立数据的估计,非参数估计和经验。

Limit theorems, asymptotic methods, asymptotic efficiency and efficiency bounds for estimation, maximum likelihood estimation, Bayes methods, asymptotics via derivatives of functionals, sample-based estimates of variability:; robustness; estimation for dependent data, nonparametric

高级统计推断理论:极限理论,渐进方法,渐进有效和估计的效率,加大似然估计,贝叶斯方法,泛函数的微商渐进性,基于样本的估计:(bootstrap 和 jackknife方法);稳健性;独立数据的估计,非参数估计和经验。

STAT 581 Advanced Theory of Statistical Inference (3) Limit theorems, asymptotic methods, asymptotic efficiency and efficiency bounds for estimation, maximum likelihood estimation, Bayes methods, asymptotics via derivatives of functionals, sample-based estimates of variability:; robustness; estimation for dependent data, nonparametric estimation and testing.

高级统计推断理论:极限理论,渐进方法,渐进有效和估计的效率,加大似然估高级统计推断理论:计,贝叶斯方法,泛函数的微商渐进性,基于样本的估计:(bootstrap 和 jackknife 方法);稳健性;独立数据的估计,非参数估计和经验。

The dissertation focuses on performance gradient estimation and SRO algorithm of DES aswell as other related topics,such as modeling of DES and discrete event simulation,performancemeasure Hessian matrix estimation,Stochastic Approximationand so on.General Semi-Markov Processis adapted to describe behaviour of DES and discrete eventsimulation.A general result is obtained and applied to analyze strong consistency of performancegradient Perturbation Analysisestimator.Conditions for effectiveness of InfinitesimalPerturbation Analysisare also discussed.New PA algorithms,such as server PA,PA usingDirac generalized function,job sequence PA etc.,are proposed to deal with discreteparameters.Furthermore,strategies of combining PA algorithms with certain iterative rules areanalyzed widely in order to optimize DES parameters and some SRO algorithms are constructed toslove DES optimization problems.

论文将DES性能分析领域中性能梯度估计和单运行仿真优化作为主要的研究对象,探讨了与性能梯度估计有关的DES和离散事件仿真过程建模、高阶导数估计以及随机逼近等理论和方法;建立了具有一般性的DES和离散事件仿真的广义半Markov过程模型;获得了分析性能梯度估计量强相合性的理论结果和无穷小摄动分析算法应用的条件;提出了诸如服务台数目的摄动分析、奇异摄动分析、串联生产线和加工车间中工件加工序的摄动分析等一系列摄动的思想和算法,对连续参数和离散参数都进行了深入的研究;对摄动分析算法同优化规则结合实现仿真优化的策略也进行了广泛的分析,构造了新型的变界截尾的随机逼近算法,并用于DES的单运行仿真优化研究;最后,给出了DES性能分析方法的实证性研究结果。

The measurement system error model analysis is introduced into power system real time network state analysis as an important part for the first time, which can improve on the state estimation quality and provide the capability to monitor the operation of the measurement system; 2. The theory and algorithm of the on-line estimation and update of measurement noise variance based on the relation between the residual variance and noise variance. The statistic properties of the sample variance are discussed and the relation between the estimation precision and sample size under given confidence level is derived; 3. The theory and algorithm of detection and identification of measurement bias are presented, which is based on the relation between residual mean and noise mean. The statistic properties of sample mean are discussed and the relation between estimation precision and sample size is derived; 4. The Givens orthogonal transformation algorithm is selected to be the essential algorithm of state estimation, the fast orthogonal transformation algorithm with damp factor and the algorithm which can handle the zero injection measurements efficiently are presented; 5. The quantity analysis theory of bad data detectivity and identifibility are presented, which describes the relation between the elements in matrix W〓 and bad data amplitude and can provide the theory base for measurement system design and valuation.

一、首次将量测系统误差模型分析做为一个环节引入电力系统实时网络状态分析中,为EMS系统增加了实时监视系统运行、修正量测系统误差模型的新功能,进一步发挥了实时网络状态分析应用软件的潜力;二、首次提出了应用样本方差在线估计与修正量测系统误差方差的基本理论,讨论了样本方差的统计性质和概率分布,推导出了样本容量、估计精度和置信度之间的关系,给出了在线估计与修正量测系统误差方差的算法;三、首次提出了应用样本均值在线检测与辨识量测偏差的基本理论,讨论了样本均值的统计性质,推导了样本容量、估计精度和置信度之间的基本关系,给出了在线检测与辨识量测偏差的算法;四、在状态估计算法设计中,以Givens变换算法做为基本算法,提出了快速正交变换阻尼因子法和可以有效地处理零注入量测的混合法,并对实时应用中的一些问题进行了讨论;五、提出了不良数据可检测性与可辨识性的定量分析理论,揭示了描述量测系统配置、网络结构与参数的残差灵敏度矩阵中的元素与不良数据的幅值在可检测、可辨识能力上的定量关系,为量测系统配置设计与评价提供了理论基础;六、综合国内外最新研究成果,采用自适应自回归预测技术和稀疏矢量技术,构造了较完善的不良数据检测与辨识算法。

Accessible and thorough treatment of estimation theory.

对于估计理论有着易于接受且全盘彻底的介绍。

Based on analysis in effect factors on vehicle turning or changing lanes abruptly, this dissertation focus on application of state estimation theory on vehicle steering attitude.

本文在汽车高速行驶时紧急避让姿态的影响因素分析的基础上,对状态估计理论在汽车行驶姿态预估上的应用进行了研究。

Dynamical linear model includes state space model and system equation on the basis of stochastic chain ladder.

为了充分挖掘历史数据中隐藏的信息,贝叶斯估计理论被引入到随机模型的参数评估中。

The nonparametric kernel density theory and methods are introduced to model the diameter distribution of broadleaved Pinus koraiensis in Liaoning eastern mountains in contrast with the normal distribution and Weibull distribution.

应用非参数核密度估计理论和方法,对位于辽宁东部山区的阔叶红松林标准地的红松进行直径结构模拟,并与正态分布、威布尔分布进行了比较。

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推荐网络例句

Cynanchum Lingtai apricot production in the average weight 65 grams, the brightly-colored fruit, juicy rich, sweet-sour taste, sweet from the nucleolus, when the late Qing Dynasty famous Shaanxi, Gansu provinces, the Qing imperial court Tongzhi tribute for years.

灵台生产的牛心杏平均单果重65克,果实色泽鲜艳,汁多味浓,甜酸适口,离核仁甜,清末时就驰名陕、甘两省,清同治年间曾为朝廷贡品。

Chenopodium album,Solanum nigrum, and Amaranthus retroflexus were very susceptible to the herbicides. Polygonum persicaria and Abutilon theophrasti were relatively less susceptible to the herbicides, and Lycopersicon esculentum was not susceptible to it. The relationship between reduction rates of weed biomass and PPM values of weed leaves 2,4, and 6 days after treatment was established.

供试的6种杂草对该混剂的敏感性存在显著差异:红心藜Chenopodium album、龙葵Solanum nigrum和反枝苋Amaranthus retroflexus对该混剂最敏感,ED90值分别为47.65、71.67和29.17g/hm2;春蓼Polygonum persicaria和苘麻Abutilon theophrasti敏感,ED90值分别为96.91、114.20g/hm2;而番茄不敏感。

However, I have an idea.

不过,我有个主意。