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1.
给出单元寿命服从同一指数分布的串-并联混合系统产品参数的矩估计和极大似然估计,并通过大量Monte-Carlo模拟比较了估计的精度,得到在样本容量小于35时矩估计优于极大似然估计,而样本容量不小于35时极大似然估计优于矩估计.另外,还给出了参数的精确区间估计与近似区间估计,并通过大量Monte-Carlo模拟考察了区间估计的精度.  相似文献   

2.
本文建立了贝叶斯模型,讨论了帕累托索赔额分布中参数的估计问题,得到了风险参数的极大似然估计、贝叶斯估计和信度估计,并证明了这些估计的强相合性.在均方误差的意义下比较了这些估计的好坏,并通过数值模拟对均方误差进行了验证,结果表明,贝叶斯估计比其他估计具有较小的均方误差.最后,给出了结构参数的估计并证明了经验贝叶斯估计和经验贝叶斯信度估计的渐近最优性.  相似文献   

3.
众所周知, 对于平衡随机模型, 方差分量的方差分析估计为一致最小方差无偏估计. 本文基于方差分量的方差分析估计, 构造了一个二次不变估计类, 它包含了一些常用重要估计. 证明了该估计类在一定条件下在均方误差意义下一致优于方差分析估计, 并在此估计类基础上, 给出了方差分量的两种非负估计, 它们在均方误差意义下分别一致优于方差分析估计和限制极大似然估计, 且有显式解、容易计算.  相似文献   

4.
马铁丰  王松桂 《数学进展》2008,37(1):107-114
本文研究了Panel模型中回归系数常见估计的比较问题,给出了在Pitman准则,协方差阵准则和广义均方误差准则下最小二乘估计,Within估计,Between估计及两步估计之间的优良性比较结果.特别地,本文证明了在Pitman准则下最小二乘估计一致地优于Between估计.  相似文献   

5.
研究了左截断右删失数据下光滑分布函数估计,并获得了其渐近性质.在MSE意义下,给出了光滑分布函数估计与经验估计(即乘积限估计)的相对亏量,证明了在一定的条件下,光滑分布估计要优于经验分布估计,并通过模拟说明了光滑分布函数估计比乘积限估计更加有效.  相似文献   

6.
用线性贝叶斯方法去同时估计线性模型中回归系数和误差方差,并在不知道先验分布具体形式的情况下,得到了线性贝叶斯估计的表达式.在均方误差矩阵准则下,证明了其优于最小二乘估计和极大似然估计.与利用MCMC算法得到的贝叶斯估计相比,线性贝叶斯估计具有显式表达式并且更方便使用.对于几种不同的先验分布,数值模拟结果表明线性贝叶斯估计比贝叶斯估计更接近真实值.进一步,通过模拟比较了线性贝叶斯估计和Lindley近似,从模拟结果可以发现线性贝叶斯估计有更好的估计效果.总之,不管是理论分析还是数值分析都表明了线性贝叶斯估计是一个有效可行的估计.  相似文献   

7.
岭估计是解决多元线性回归多重共线性问题的有效方法,是有偏的压缩估计。与普通最小二乘估计相比,岭估计可以降低参数估计的均方误差,但是却增大残差平方和,拟合效果变差。本文提出一种基于泛岭估计对岭估计过度压缩的改进方法,可以改进岭估计的拟合效果,减小岭估计残差平方和的增加幅度。  相似文献   

8.
对线性模型参数,讨论了Bayes估计的Pitman最优性,将已有结果进行了改进,去掉了附加条件,证明了在Pitman准则下,Bayes估计一致优于最小二乘估计(LSE),在此基础上,提出了一种基于先验信息的方差分量估计,通过和基于LSE的方差分量估计作比较,证明了新估计是无偏估计且有更小的均方误差.最后,证明了在Pitman准则下生长曲线模型参数的Bayes估计优于最佳线性无偏估计.  相似文献   

9.
对于聚集数据的线性模型,给出了参数β的聚集改进广义Liu估计,研究了该估计相对于最小二乘估计及相对于Peter—Karsten估计的两种相对效率,并得到了相对效率的上界.实例分析表明,聚集改进广义Liu估计比最小二乘估计、Peter—Karsten估计更有效.  相似文献   

10.
《数理统计与管理》2019,(5):919-928
本文用估计方程方法解决Haezendonck-Goovaerts资金分配的非参数估计问题,得到Haezendonck-Goovaerts资金分配的经验估计、估计方程估计以及各自的大样本性质,数值模拟分析了样本容量对Haezendonck-Goovaerts资金分配估计的影响。  相似文献   

11.
This paper is concerned with the Cauchy problem for the Dullin–Gottwald–Holm equation. First, the local well-posedness for this system in Besov spaces is established. Second, the blow-up criterion for solutions to the equation is derived. Then, the existence and uniqueness of global solutions to the equation are investigated. Finally, the sharp estimate from below and lower semicontinuity for the existence time of solutions to this equation are presented.  相似文献   

12.
We establish a point-wise gradient estimate for all positive solutions of the conjugate heat equation. This contrasts to Perelman's point-wise gradient estimate which works mainly for the fundamental solution rather than all solutions. Like Perelman's estimate, the most general form of our gradient estimate does not require any curvature assumption. Moreover, assuming only lower bound on the Ricci curvature, we also prove a localized gradient estimate similar to the Li-Yau estimate for the linear Schrödinger heat equation. The main difference with the linear case is that no assumptions on the derivatives of the potential (scalar curvature) are needed. A classical Harnack inequality follows.  相似文献   

13.
Solutions to the initial-boundary value problem for a nonlinear Timoshenko equation are considered. Conditions on the initial data and nonlinear term are given so that solutions to the problem under consideration do not exist for all t > 0. An upper estimate of the t-interval of the existence of solutions is obtained. An estimate of the growth rate of the solutions is given.  相似文献   

14.
We derive a sharp, localized version of elliptic type gradientestimates for positive solutions (bounded or not) to the heatequation. These estimates are related to the Cheng–Yauestimate for the Laplace equation and Hamilton's estimate forbounded solutions to the heat equation on compact manifolds.As applications, we generalize Yau's celebrated Liouville theoremfor positive harmonic functions to positive ancient (includingeternal) solutions of the heat equation, under certain growthconditions. Surprisingly this Liouville theorem for the heatequation does not hold even in Rn without such a condition.We also prove a sharpened long-time gradient estimate for thelog of the heat kernel on noncompact manifolds. 2000 MathematicsSubject Classification 35K05, 58J35.  相似文献   

15.
郭於法 《计算数学》1984,6(1):14-25
利用网格单元精确解结合守恒积分而导出差分格式这一途径,对于一阶拟线性方程和一阶拟线性双曲型方程组初始值问题有着理论意义和现实意义。早在五十年代,著名的Lax格式,格式,格式等实际上都可以通过网格单元精确解结合守恒积分而导出。本文企图通过这一离散化途径推导出一阶拟线性方程初值问题的差分格式,并讨论此差分格式的误差估计。  相似文献   

16.
We investigate the initial value problem for a class of nonlinear wave equations of sixth order with damping. The decay structure of this equation is of the regularity‐loss type, which causes difficulty in high‐frequency region. By using the Fourier splitting frequency technique and energy method in Fourier space, we establish asymptotic profiles of solutions to the linear equation that is given by the convolution of the fundamental solutions of heat and free wave equation. Moreover, the asymptotic profile of solutions shows the decay estimate of solutions to the corresponding linear equation obtained in this paper that is optimal under some conditions. Finally, global existence and optimal decay estimate of solutions to this equation are also established. Copyright © 2016 John Wiley & Sons, Ltd.  相似文献   

17.
We study the inviscid limit of the complex Ginzburg-Landau equation. We observe that the solutions for the complex Ginzburg-Landau equation converge to the corresponding solutions for the nonlinear Schrödinger equation. We give its convergence rate. We estimate the integral forms of solutions for two equations.  相似文献   

18.
In this paper, we establish an estimate for the solutions of small-divisor equation of higher order with large variable coefficient. Then by formulating an infinite-dimensional KAM theorem which allows for multiple normal frequencies and unbounded perturbations, we prove that there are many periodic solutions for the coupled KdV equation subject to small Hamiltonian perturbations.  相似文献   

19.
In this paper we study the spatial behaviour of solutions for the three-phase-lag heat equation on a semi-infinite cylinder. The theory of three-phase-lag heat conduction leads to a hyperbolic partial differential equation with a fourth-order derivative with respect to time. First, we investigate the spatial evolution of solutions of an initial boundary-value problem with zero boundary conditions on the lateral surface of the cylinder. Under a boundedness restriction on the initial data, an energy estimate is obtained. An upper bound for the amplitude term in this estimate in terms of the initial and boundary data is also established. For the case of zero initial conditions, a more explicit estimate is obtained which shows that solutions decay exponentially along certain spatial-time lines. A class of non-standard problems is also considered for which the temperature and its first two time derivatives at a fixed time T0 are assumed proportional to their initial values. These results are relevant in the context of the Saint-Venant Principle for heat conduction problems.  相似文献   

20.
In this paper, we study the initial-boundary value problem of the usual Rosenau-RLW equation by finite difference method. We design a conservative numerical scheme which preserves the original conservative properties for the equation. The scheme is three-level and linear-implicit. The unique solvability of numerical solutions has been shown. Priori estimate and second order convergence of the finite difference approximate solutions are discussed by discrete energy method. Numerical results demonstrate that the scheme is efficient and accurate.  相似文献   

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