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<正> 在数理统计中,正态分布有特殊重要的地位.因此已制作了不少一维正态分布表,以供实际使用.多维正态分布也是经常要遇到的问题,比如在讨论多指标问题的综合评定时,就以多维正态分布的计算为一种手法.二维正态分布在经过标准化之后,可表为 相似文献
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对于概率模型未知的多维数据样本容量扩充问题,根据主成分分析原理以及多维正态分布的性质,讨论并给出了与已知多维样本数据有相同协方差结构的模拟数据生成算法,并在此基础上给出了变量的离散化处理方法。实现了在小样本数据基础上不改变变量间协方差结构的样本容量扩充,为小样本条件下的数学建模、检验和分析提供样本数据支撑。 相似文献
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一维正态模型均值的多重比较问题已有较多讨论.本文讨论多维正态分布均值向量的多重比较问题.在一维情形,所谓多重比较即为构造一族参数比较函数的同时置信区间,其中Γ为指标集,μ_j 为均值.多维情形的多重比较也就是构造与上同样的一族{φ_γ}的同时置信域,只是μ_j 现为向量,从而{φ_γ}为一族向量参数.本文通过构造同时置信椭球来解决多维总体的多重比较问题,得到两种方法.第一种方法适用于Γ势为无穷的情形,而对Γ有限的情形通常第二种方法更好一些.在导出第二种方法时我们证明并应用了 Sidák 不等式的一个推广. 相似文献
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马氏(Mahalanobis)距离在数据分析中具有广泛应用,但目前对协方差矩阵奇异时马氏距离的定义和几何解释却不尽相同,导致距离值不唯一,影响了它的应用.当使用p×p协方差矩阵M的Moore-Penrose广义逆矩阵代替它的逆矩阵M~(-1)时,一个p维样本向量x到多维正态分布N(μ,M)(M的秩rp)的马氏距离依赖于x与μ的前r维分量,从而导致x携带信息的损失.为充分利用样本信息,组合马氏距离和欧氏距离给出M奇异时马氏距离的一种计算方法,新方法具有明确的几何解释.最后给出协方差矩阵奇异时计算广义马氏距离的几何解释和一个算例. 相似文献
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本文研究了多维函数形式的单调类定理问题.利用类比的方法,定义了多维函数形式的λ族,单调族,获得了相应的多维函数形式的单调类定理,推广了λ族,单调族的一维函数形式的单调类定理,并将其用于可选过程,从而建立了对应的单调类定理. 相似文献
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P-范分布及其抽样分布 总被引:2,自引:0,他引:2
本文构造了n维P-范分布的密度函数,使拉普拉斯分布、正态分布、均匀分布与退化分布均为一维P-范分布的特例。然后,定义了三个与P-范分布有密切关系的抽样分布,并给出了密度函数。 相似文献
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本文只用一个纵波信息,对一维波动方程的速度和震源函数进行联合反演.并考虑到波动方程的反问题是一不适定问题,对震源函数和波速分别用正则化法分步迭代求解,大大减少了反问题的计算工作量,改善了该反问题的计算稳定性.为计算实际一维地震数据提供了一种方法.文中给出了只用一个反问题补充条件同时进行多参数反演的详细公式,并对相应的数值算例进行了分析和比较. 相似文献
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设 X是一个服从标准正态分布的随机变量 ,即 X~N(0 ,1) ,本文给出两类非线性函数 f(x) ,使得 f (X )仍然服从标准正态分布 . 相似文献
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Financial scenario generation for stochastic multi-stage decision processes as facility location problems 总被引:1,自引:0,他引:1
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation,
supply chain management, and other applications depends heavily on the quality of the underlying scenario model, describing
the uncertain processes influencing the profit/cost function, such as asset prices and liabilities, the energy demand process,
demand for transportation, and the like. A common approach to generate scenarios is based on estimating an unknown distribution
and matching its moments with moments of a discrete scenario model. This paper demonstrates that the problem of finding valuable
scenario approximations can be viewed as the problem of optimally approximating a given distribution with some distance function.
We show that for Lipschitz continuous cost/profit functions it is best to employ the Wasserstein distance. The resulting optimization
problem can be viewed as a multi-dimensional facility location problem, for which at least good heuristic algorithms exist.
For multi-stage problems, a scenario tree is constructed as a nested facility location problem. Numerical convergence results
for financial mean-risk portfolio selection conclude the paper. 相似文献
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在标准模糊系统的基础上提出了以正规二次多项式和正规三角函数为基函数的两类标准模糊系统.通过采用数值分析中的余项与辅助函数方法,对这两类模糊系统进行了误差精度的分析,给出了从SISO到MISO的误差界公式.同时,对这两类模糊系统误差界进行了比较,指出了两类模糊系统的优劣.最后,通过算例验证了理论结果的正确性. 相似文献
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Margus Pihlak 《Mathematica Slovaca》2008,58(5):635-652
In the paper the unknown distribution function is approximated with a known distribution function by means of Taylor expansion.
For this approximation a new matrix operation — matrix integral — is introduced and studied in [PIHLAK, M.: Matrix integral, Linear Algebra Appl. 388 (2004), 315–325]. The approximation is applied in the bivariate case when the unknown distribution function is approximated
with normal distribution function. An example on simulated data is also given.
相似文献
15.
利用小样本截尾序贯检验理论,在武器系统对空中目标的命中精度检验问题中,遇到了一类多元Beta概率分布函数,讨论分析了多维Beta概率分布函数的特性并给出了概率计算表.结果对武器精度检验具有重要意义和实用价值. 相似文献
16.
A sufficient condition for the strict insertion of a continuous function between two comparable upper and lower semicontinuous
functions on a normal space is given. Among immediate corollaries are the classical insertion theorems of Michael and Dowker.
Our insertion lemma also provides purely topological proofs of some standard results on closed subsets of normal spaces which
normally depend upon uniform convergence of series of continuous functions. We also establish a Tietze-type extension theorem
characterizing closed G
δ
-sets in a normal space.
This research was supported by the Ministry of Education and Science of Spain and FEDER under grant MTM2006-14925-C02-02.
The first named author also acknowledges financial support from the University of the Basque Country under grant UPV05/101. 相似文献
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针对非线性方程求单根问题,提出了一种新的Newton预测-校正格式.通过每步迭代增加计算一个函数值和一阶导数值,使得每步迭代需要估计两个函数值和两个一阶导数值.与标准的Newton算法的二阶收敛速度相比,新算法具有更高阶的收敛速度2+\sqrt{6}.通过测试函数对新算法进行测试, 与相关算法比较,表明算法在迭代次数、运算时间及最优值方面都具有较明显的优势. 最后,将这种新格式推广到多维向量值函数, 采用泰勒公式证明了其收敛性,并给出了两个二维算例来验证其收敛的有效性. 相似文献
18.
Ulrich Menzefricke 《Annals of the Institute of Statistical Mathematics》1981,33(1):385-390
Summary In this paper we extend Ruben's [4] result for quadratic forms in normal variables. He represented the distribution function
of the quadratic form in normal variables as an infinite mixture of chi-square distribution functions. In the central case,
we show that the distribution function of a quadratic form int-variables can be represented as a mixture of beta distribution functions. In the noncentral case, the distribution function
presented is an infinite series in beta distribution functions. An application to quadratic discrimination is given. 相似文献
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讨论了函数的可测性问题 ,特别是函数的 Borel可测和 Lebesgue可测的关系 .对相应结论给出了明确和严格的证明 .利用本文的结果 ,我们严格证明了 Lebesgue积分的变量替换公式 .此外还明确指出了分布函数密度的等价唯一性问题 . 相似文献
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《European Journal of Operational Research》1998,111(3):555-568
Several linear regression estimators are presented, which approximate the distribution function of the m-dimensional normal distribution, or the distribution function along a line. These regression estimators are quadratic functions, or simple functions of quadratic functions and can be applied in numerical problems, arising during optimization of stochastic programming problems. A root finding procedure is developed, that can be used to find the intersection of a line and the border of the feasible set. Directional derivatives and gradient of the normal distribution can be computed. Some numerical results are also presented. 相似文献