共查询到18条相似文献,搜索用时 578 毫秒
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针对应用全概率公式计算复杂事件概率时遇到的问题,提出采用概率树进行分析的方法.该方法能使试验的整个过程更加清楚直观,易于理解和分析;而且乘法原理与加法原理的应用,便于掌握和计算,从而能使复杂问题得以有效解决. 相似文献
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研究了一类需要预测长期趋势的古典概型问题,其将来的状态只与现在的状态有关,与以前的状态无关.分别应用全概率公式和Markov链,给出该类问题的两种不同解法. 相似文献
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本文利用推广的全概率公式对连续时间齐次马尔可夫链的标准转移概率函数pij(t)的两个重要极限qj和qij给出了一个简化证明,直观且便于理解。 相似文献
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在实际应用中,可以利用随机变量的联合分布、条件分布及边缘分布推导出全概率公式,其基本思想是将一个边缘密度分解成条件密度,使所要解决的问题简化.通过具体实例,分析条件概率和全概率公式在保险中的广泛应用. 相似文献
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对于多次试验中可重复发生的某随机事件,可借助递推关系来说明其相继发生的内在联系,然后结合全概率公式列出相关等式,最终求出其概率.实例说明在此类问题中递推关系的应用及其求解步骤. 相似文献
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在现有文献研究的基础上,对传统实数遗传算法的进化策略又作了进一步研究,提出了一种改进的进化策略.进化策略克服了传统实数遗传算法中交叉得到的优秀个体有可能在变异过程中遭到破坏而不能生存的不足,并取消了交叉概率,使交叉产生的个体数增多,这样可增大产生更优秀个体的可能性,因而可使实数遗传算法的性能得到更好的改善.另外,给出了一种计算种群中个体适应度的计算公式和计算方法.该方法不但使得遗传算法具有较强的局部搜索能力,而且具有较强的广域搜索能力和较好的种群多样性,不易陷入局部最优解,从而可快速收敛到全局最优解.5个测试函数的计算结果表明,给出的实数遗传算法的改进进化策略比传统实数遗传算法进化策略的运算速度明显提高,迭代次数明显减少,从而验证了提出的实数遗传算法改进进化策略的有效性. 相似文献
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两部雷达部署的研究 总被引:1,自引:0,他引:1
孙亮 《数学的实践与认识》2003,33(4):22-25
本文研究了两部雷达联合发现目标概率 ,采用特征尺度的分析方法解决了最佳部署问题 ,得到了极其简单 ,计算量很小的关于确定最佳距离的有效公式 ,并用实际算例进行了验证 相似文献
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The filtering of diffusions from their noisy observations is considered in this paper. The introduction of various reference probability measures and the use of a stochastic Feynman-Kac formula is shown to lead to new and already known filtering equations. In some cases, which include extensions of the Benes filtering problem, the new equations we propose possess a nice Gaussian solution, yielding an explicit finite dimensional filter 相似文献
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This paper reviews the Fourier-series method for calculating cumulative distribution functions (cdf's) and probability mass functions (pmf's) by numerically inverting characteristic functions, Laplace transforms and generating functions. Some variants of the Fourier-series method are remarkably easy to use, requiring programs of less than fifty lines. The Fourier-series method can be interpreted as numerically integrating a standard inversion integral by means of the trapezoidal rule. The same formula is obtained by using the Fourier series of an associated periodic function constructed by aliasing; this explains the name of the method. This Fourier analysis applies to the inversion problem because the Fourier coefficients are just values of the transform. The mathematical centerpiece of the Fourier-series method is the Poisson summation formula, which identifies the discretization error associated with the trapezoidal rule and thus helps bound it. The greatest difficulty is approximately calculating the infinite series obtained from the inversion integral. Within this framework, lattice cdf's can be calculated from generating functions by finite sums without truncation. For other cdf's, an appropriate truncation of the infinite series can be determined from the transform based on estimates or bounds. For Laplace transforms, the numerical integration can be made to produce a nearly alternating series, so that the convergence can be accelerated by techniques such as Euler summation. Alternatively, the cdf can be perturbed slightly by convolution smoothing or windowing to produce a truncation error bound independent of the original cdf. Although error bounds can be determined, an effective approach is to use two different methods without elaborate error analysis. For this purpose, we also describe two methods for inverting Laplace transforms based on the Post-Widder inversion formula. The overall procedure is illustrated by several queueing examples. 相似文献
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为了计算出多对多随机格斗的获胜概率,首先推导出多对多随机格斗的状态转移速率,然后应用拉普拉斯变换的性质,分别计算出在不带搜索和带搜索两种情形下,三对二随机格斗中双方各自获胜概率的实用公式. 相似文献
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Survival probability and ruin probability of a risk model 总被引:2,自引:0,他引:2
Jian-hua Luo 《高校应用数学学报(英文版)》2008,23(3):256-264
In this paper, a new risk model is studied in which the rate of premium income is regarded as a random variable, the arrival of insurance policies is a Poisson process and the process of claim occurring is p-thinning process. The integral representations of the survival probability are gotten. The explicit formula of the survival probability on the infinite interval is obtained in the special casc cxponential distribution.The Lundberg inequality and the common formula of the ruin probability are gotten in terms of some techniques from martingale theory. 相似文献