| 状态概率的E-Bayes估计与多层Bayes估计 |
| |
| 引用本文： | 韩明.状态概率的E-Bayes估计与多层Bayes估计[J].运筹与管理,2006,15(5):70-74. |
| |
| 作者姓名： | 韩明 |
| |
| 作者单位： | 福建工程学院,数理系,福建,福州,350014 |
| |
| 基金项目： | 福建省自然科学基金;福建工程学院校科研和教改项目 |
| |
| 摘 要： | 在文献1]中提出了参数估计的一种方法--E-Bayes估计并给出了状态概率的E-Bayes估计的定义、E-Bayes估计公式、预测模型及其在证券投资中应用,本文在此基础上将给出状态概率的多层Bayes估计、状态概率的E-Bayes估计的性质--E-Bayes估计,多层Bayes估计的关系.最后,给出模拟算例.
|
| 关 键 词： | 运筹学 证券投资 状态概率 预测模型 E-Bayes估计 多层Bayes估计 |
| 文章编号： | 1007-3221(2006)05-0070-05 |
| 收稿时间： | 03 12 2006 12:00AM |
| 修稿时间： | 2006年3月12日 |
E-Bayes Estimation and Hierarchical Bayesian Estimation of Estate Probability |
| |
| HAN Ming.E-Bayes Estimation and Hierarchical Bayesian Estimation of Estate Probability[J].Operations Research and Management Science,2006,15(5):70-74. |
| |
| Authors: | HAN Ming |
| |
| Institution: | Department of Mathematics and Physics, Fujian University of Technology, Fuzhou 350014, China |
| |
| Abstract: | Paper 1 ], develops a new parameter estimation method, named E-Bayesian estimation, to estimate estate probability, and in security investment, the definition of E-Bayesian estimation of estate probability is provided, and the formulas of E-Bayesian estimation, forecast model and its applications are given. In this paper, on the basis, hierarchical Bayesian estimation of estate probability, property of the E-Bayesian estimation relation between the E-Bayesian estimation and hierarchical Bayesian estimation are given. Finally, calculations are performed according to a simulation example. |
| |
| Keywords: | operations research security investment estate probability forecast model E-Bayesian estimation hierarchical Bayesian estimation |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
