共查询到19条相似文献,搜索用时 156 毫秒
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在医学研究和产品研制过程中, 由于试验对象难于找到或者试验费用昂贵常出现小样本情形. 此时, 精确置信推断尤其重要. 只要在样本空间中给出一种序就可以定义模型参数的某个函数的精确置信限. 这样得到的置信限称为Buehler置信限. 虽然它的定义比较容易, 但是当多维参数或者不完全观测数据出现时, 计算有时难于实行. 为了解决这种计算问题, 本文构造出一种基于EM算法的方法. EM算法原本是用于求解极大似然估计的方法, 在这里EM算法首次被用于求解精确置信限. 分析了3种模型和一组实际数据以说明这个方法. 相似文献
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本文证明了Weibull分布的变异系数是其形状参数的连续、严格递减函数,并证明了变异系数的置信限及其优良性和一系列的假设检验问题与形状参数的相应问题完全等价,从而可以利用已有的对形状参数的统计推断的结果来解决变异系数的相应问题。 相似文献
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混合截尾寿命试验情形下指数分布平均寿命的置信限 总被引:3,自引:1,他引:2
本文对混合截尾寿命试验方案下求指数分布平均寿命的置信限的问题给出了一种解决方法,且通过理论分析和模拟计算,说明了新置信限在一定意义下的优良性。 相似文献
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多元线性模型中共同均值参数的线性估计的可容许性 总被引:13,自引:0,他引:13
本文讨论了多元线性模型中共同均值参数的估计问题,针对矩阵损失函数,给出了五种不同形式的优良性准则,证明了在齐次和非齐次性估计中分别是一致的,并且得到了在相应的估计类中均值参数矩阵的线性可估函数的线性估计的可容许性特征。 相似文献
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介绍了可靠性的基本概念、数据类型、寿命分布、参数估计,特别是用于计算置信限和置信区间的统计量方法和样本空间排序法。 相似文献
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样本空间中的序与参数的置信限 总被引:27,自引:1,他引:26
此文中我们利用样本空间中的序提出了计算参数信限的一般方法,对于双向删失和更新计数过程的情形,我们分别获得了具体的计算公式,它们在寿命及可靠性研究中有重要的实用价值。 相似文献
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Christian Sommer 《Journal of Optimization Theory and Applications》2014,163(3):815-840
In real linear spaces, partial orderings are usually generated by ordering cones. In many situations, however, such an ordering cone is too small with respect to the whole space. Therefore, in this paper, we extend the concept of ordering cones to a more general concept. For this purpose, we define a parameterized binary relation, based on a convex cone and a binary function. We investigate some geometrical and topological properties of this relation in detail. 相似文献
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FANG Xiangzhong & CHEN Jiading School of Mathematical Science LMAM Peking University Beijing China 《中国科学A辑(英文版)》2005,48(8):1065-1074
In medicine and industry, small sample size often arises owing to the high test cost. Then exact confidence inference is important. Buehler confidence limit is a kind of exact confidence limit for the function of parameters in a model. It can be always defined if the order in sample space is given. But the computing problem is often difficult, especially for the cases with high dimension parameter or with incomplete data. This paper presents an algorithm to compute the Buehler confidence limits by EM algorithm. This is the first-time usage of EM algorithm on Buehler confidence limits, but the algorithm is often used for maximum likelihood estimate in literatures. Three computation examples are given to illustrate the method. 相似文献
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郑海鹰 《高校应用数学学报(A辑)》1993,(2):222-230
对于样本点是离散的情况,可用对样本点排序的方法确定可靠性置信下限,排序有很多种,有L-P排序、序贯排序、极大似然估计排序、修正L-P排序等。本文提出一种具有直观合理性的新的排序方法,计算指数寿命型元件串联系统可靠性经典精确最优置信下限。 相似文献
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J. O. Royset 《Mathematical Programming》2012,135(1-2):293-321
Optimality functions define stationarity in nonlinear programming, semi-infinite optimization, and optimal control in some sense. In this paper, we consider optimality functions for stochastic programs with nonlinear, possibly nonconvex, expected value objective and constraint functions. We show that an optimality function directly relates to the difference in function values at a candidate point and a local minimizer. We construct confidence intervals for the value of the optimality function at a candidate point and, hence, provide a quantitative measure of solution quality. Based on sample average approximations, we develop an algorithm for classes of stochastic programs that include CVaR-problems and utilize optimality functions to select sample sizes. 相似文献
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Hsien-Chung Wu 《Fuzzy Optimization and Decision Making》2009,8(1):1-28
The KKT optimality conditions for multiobjective programming problems with fuzzy-valued objective functions are derived in
this paper. The solution concepts are proposed by defining an ordering relation on the class of all fuzzy numbers. Owing to
this ordering relation being a partial ordering, the solution concepts proposed in this paper will follow from the similar
solution concept, called Pareto optimal solution, in the conventional multiobjective programming problems. In order to consider
the differentiation of fuzzy-valued function, we invoke the Hausdorff metric to define the distance between two fuzzy numbers
and the Hukuhara difference to define the difference of two fuzzy numbers. Under these settings, the KKT optimality conditions
are elicited naturally by introducing the Lagrange function multipliers. 相似文献
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Klaus Ziegler 《Results in Mathematics》1997,31(1-2):189-194
For the tail probabilities of a general set-indexed empirical process in an arbitrary sample space a maximal inequality is derived. In the case that the class of sets by which the process is indexed possesses a total ordering, the application of our inequality yields an elementary proof for a functional central limit theorem without involving such advanced techniques as symmetrization, stratification, chaining or Gaussian domination. Analogously, the inequality leads to a weak uniform law of large numbers (including convergence rate). 相似文献
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Sven-Ake Wegner 《Annali dell'Universita di Ferrara》2014,60(2):447-463
The classical theory of Sobolev towers allows for the construction of an infinite ascending chain of extrapolation spaces and an infinite descending chain of interpolation spaces associated with a given \(C_0\) -semigroup on a Banach space. In this note we first generalize the latter to the case of a strongly continuous and exponentially equicontinuous semigroup on a complete locally convex space. As a new concept—even for \(C_0\) -semigroups on Banach spaces—we then define a universal extrapolation space as the completion of the inductive limit of the ascending chain. Under mild assumptions we show that the semigroup extends to this space and that it is generated by an automorphism of the latter. Dually, we define a universal interpolation space as the projective limit of the descending chain. We show that the restriction of the initial semigroup to this space is again a semigroup and always has an automorphism as generator. 相似文献
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In this paper we define an orientation of a measured Gromov–Hausdorff limit space of Riemannian manifolds with uniform Ricci bounds from below. This is the first observation of orientability for metric measure spaces. Our orientability has two fundamental properties. One of them is the stability with respect to noncollapsed sequences. As a corollary we see that if the cross section of a tangent cone of a noncollapsed limit space of orientable Riemannian manifolds is smooth, then it is also orientable in the ordinary sense, which can be regarded as a new obstruction for a given manifold to be the cross section of a tangent cone. The other one is that there are only two choices for orientations on a limit space. We also discuss relationships between \(L^2\)-convergence of orientations and convergence of currents in metric spaces. In particular for a noncollapsed sequence, we prove a compatibility between the intrinsic flat convergence by Sormani–Wenger, the pointed flat convergence by Lang–Wenger, and the Gromov–Hausdorff convergence, which is a generalization of a recent work by Matveev–Portegies to the noncompact case. Moreover combining this compatibility with the second property of our orientation gives an explicit formula for the limit integral current by using an orientation on a limit space. Finally dualities between de Rham cohomologies on an oriented limit space are proven. 相似文献
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We consider a restricted model of many-to-one matching with contracts and we order the set of stable allocations according both to the unanimous-for-doctors partial ordering and Blair’s partial ordering for hospitals. We define two binary operations to calculate the least upper bound and greatest lower bound for each pair of elements of this set in a simple way. By using these operations, we show that the set of stable allocations has dual lattice structures, thus reflecting an expected counterposition of interests between both sides of the market. 相似文献