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似然函数

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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。

In the chapter 3, first introduces estimator of functional coefficient autoregressive model and local linear estimation method and its asymptotic normality forα-mixing samples is given and improved selected method of parameters, then studies application of FAR model in stock market, finally compared goodness of fit between AR and FAR models by generalized likelihood ratio method, and then forecast result.

其中,我们对模型参数的选择方法略作改进,使之更具可操作性,然后用函数系数自回归模型对上海股市日收益率进行实证研究,并利用广义似然比检验对函数系数模型和线性模型进行有效性检验及预测结果比较。

Adopt the generalized maximum likelihood radio test based on the Neyman-Pearson algorithm, to study two unresolved Rayleigh targets. And deduced the detection statistic which is chi-square random variable, which only need to know the conditional probability density functions of echo's measured amplitude, in-phase and quadrature of monopulse radio, but the signal-to-noise radio and the direction-off-arrival of any signal are unnecessary.

采用基于涅曼-皮尔逊准则的广义似然比检测,对不可分辨的两个瑞利目标进行了研究,推出了服从χ2分布的检验统计量,此方法只需要知道目标回波信号测量幅值的条件概率密度函数、单脉冲和差比值的同相和正交部分,而不需要任一目标信号的信噪比和DOA的先验知识。

For the aforesaid reasons, in the second chapter ,this article estimates some parameters in the two-parameters Weibull distribution by the hybrid ALT method,and gives the inverse moment estimator for the shape parameter,at the same time the confidence interval of the accelerated coefficient is given .

基本研究问题:设应力水平V下产品的寿命服从两参数威布尔分布,则在混合应力加速寿命试验下产品寿命T的分布函数为:记T/t_0=X则X的分布函数为其中令λ=θ~m由上式得λ的极大似然估计又由(2.2.1)式知,是来自均值为λ的指数分布的次序统计量记则有又由引理2.2.1,若又、r,长,乞=1,2,…,n,则有(1)2 。。

When using restricted maximum likelihood for parameter estimation, we need to get the minimum of a function. But if the expression of the function is complicated, it is difficult to obtain the derivatives of the function. We introduced conjugate direction method which avoided the derivatives.

在用限制极大似然法估计参数时,需解决函数的极小化问题,而当函数的表达式较为复杂时,将难以获得其偏导数,本文给出的共轭方向法,避开了求导问题。

On the basis of this conclusion, we simplify the likelihood difference function, and the analytic form of the probability distribution function is obtained.

在此基础上对两个相邻区域的似然差函数进行简化,获得它的概率密度函数的解析形式。

Analysis implies that when a different weighting matrix is used in the R-WSF method, the criterion function of the R-WSF method is asymptotically equivalent to that of the determinate maximum likelihood estimator and the classical WSF method, respectively.

理论分析表明,当加权矩阵取不同的值时,R-WSF方法的代价函数可以分别渐近地等效于确定性最大似然法和常规WSF方法的代价函数。

With the gradient-based re-estimation method, comparable recognition rate is achieved to that with Baum-Welch algorithm.

由于似然概率是模型参数的复杂函数,计算似然概率时尚且要借助前向概率的迭代方法,更何况其偏导数。

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