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点估计

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Describes general methods of point and interval parameter estimation and the small and large sample properties of estimators: method of moments, maximum likelihood, unbiased estimation, Rao-Blackwell and Lehmann-Scheffe theorems, information inequality, asymptotic relative efficiency of estimators.

点估计和区间估计的一般方法,估计量的小样本和大样本性质:矩法,极大似然估计,无偏估计,Rao-Blackwell 和 Lehmann-Scheffe 理论,信息不等式,渐进相对有效估计量。

Maximum likelihood, unbiased estimation, Rao-Blackwell and Lehmann-Scheffe theorems, information inequality, asymptotic relative efficiency of estimators.

点估计和区间估计的一般方法,估计量的小样本和大样本性质:矩法,极大似然估计,无偏估计,Rao-Blackwell 和Lehmann-Scheffe 理论,信息不等式,渐进相对有效估计量。

Finishing calculation of mean value, standard deviation, skewness, kurtosis of Beta distribution.(2) Fitting parameters of many kinds of typical distribution and using residual deviation to evaluate fitting precision.(3) Using Beta distribution as an agreed indication distribution applied to many kinds of practical photoelectric measurement distributions.(4) Deriving theory formula of Bayes point estimation about Beta distribution parameters and mean value and standard deviation on the condition of mean square error loss function and supposed the prior distribution is uniform distribution.(5) Generating MCMC sample from post distribution by the method of Gibbs sample algorithm. Calculating bayes point estimation from sample on the condition of mean square error loss function. Calculating confidence interval by an approximate method to complete interval estimation.

本文的主要工作有:(1)解决了Beta分布参数a和b的精确计算以及均值、标准差、偏度、峰度的计算问题;(2)拟合出10余种典型分布的Beta分布的两个参数,并且采用剩余标准差评价该Beta分布的拟合精度;(3)对多种典型的光学与光电测量系统的测量分布进行了Beta分布统示表示;(4)在假设先验分布为均匀分布前提下,得到参数a和b以及均值μ和标准差σ在均方误差损失函数下的贝叶斯点估计理论计算公式;(5)利用直接抽样的Gibbs抽样算法,从后验分布中产生MCMC样本,从样本直接计算均方误差损失函数下的贝叶斯点估计,并使用一种近似方法计算其置信区间,完成区间估计。

Therefore, the confidence interval approach should be provided to decide whether the production process is capable or not.

因为此估计值是由点估计所得到的单一数值,能提供给我们的资讯较少,所以并无法评估此估计值的精确度。

About the problem of hypothesis testing for the problem of estimate interval,first of all,we set statistic and the distributions of the statistic.Fron this ,we derivate the methods of testing.

对于点估计问题,讨论了估计的优良性质;对于区间估计问题,讨论了估计的精度;关于参数的检验问题,首先建立检验用的统计量及其分布,由此导出检验的方法。

By 〓,weconstruct testing statistic of change point and derive the limit distribution of thetesting statistic.

Gombay and 〓(1998)在上述结果的基础上,讨论了变点的估计问题,得到了变点估计的渐近分布,并且讨论了变点估计的相合性。

In§5.4,we discuss the hypothesis test problemwhen the location and scale parameter may all change.

5.3讨论尺度参数变点的假设检验问题,引述Wangand Bhatti(1998a)的结果,利用Csorgo and Horváth(1997)的定理,对于Wang andBhatti(1998a)提出的检验统计量〓,其中〓,我们获得了〓的大样本性质,即对于一切实数x〓11进一步地,给出变点〓的估计〓,利用Csorgo and Horváth(1997)的推论1.6.2,我们讨论了变点估计〓的渐近性质,由此,可以给出变点〓的区间估计,〓12其中〓,〓满足〓和〓,这里〓为〓的分布函数。

Also in the paper,we get the point estimator of unknown parameters by using the maximum likelihood estimator method and simulated moment estimator method based on the censored sample.

给出了其寿命分布函数步进形式,在截尾样本场合利用极大似然估计方法和拟矩估计方法求出了未知参数的点估计,最后利用计算机模拟考察了说明本文方法的可行性。

The effects of standard deviation of random variables and system size on computational accuracy are investigated by several numerical examples and two points estimate method are recommended when computational accuracy and execution time are considered in a comprehensive way.

数值仿真分析了随机变量标准差和系统规模对点估计法计算精度的影响,并指出在综合考虑计算精度和计算时间的情况下,2点估计法的结果令人满意。

The mainly employed cognitive tacts includes global descriptions of distances, distances in conventional unites, locations and guess, among which locations and distances in conventional unites appear to be more important.

儿童采用的认知策略有:&总体描述策略&、&习俗时间单元概念策略&、&点估计策略&和&猜测&。4~6岁儿童未来时间认知的主要策略是&点估计策略&和&习俗时间单元概念策略&。

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