共查询到20条相似文献,搜索用时 19 毫秒
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本文给出用Excel软件实现最大似然估计数值计算求解的方法。内容包括对似然方程求数值解、直接对似然函数或对数似然函数求极大值以及分组数据最大似然估计的数值计算。 相似文献
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分组数据情形下对数正态分布参数的最大似然估计 总被引:6,自引:0,他引:6
我们研究了分组数据情形下对数正态分布所含参数的最大似然估计存在且唯一的充要条件,进而得到了最大似然估计具有强相合性及收敛速度服从重对数律的结论。 相似文献
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截尾寿命试验中参数最大似然估计的重对数律 总被引:2,自引:0,他引:2
本文对于包含定数和定时截尾寿命试验的混合型寿命试验,研究了分布参数的最大似然估计.基于截尾数据,证明了最大似然估计的收敛速度符合重对数律. 相似文献
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研究了随机截尾情形下Rayleigh分布参数的最大似然估计,研究了最大似然估计的存在唯一性;在很一般的条件下证明了估计的强、弱相合性和渐近正态性. 相似文献
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分组数据参数的单边估计与检验 总被引:4,自引:0,他引:4
设x_0<x_1<…<x_k-1<x_k是分布函数F(x-θ)支撑集上的分点.令n_i表示落入区间(x_i-1,x_i)的观测值个数,并称其为分组数据.本文讨论了θ在θ≥θ0下的最大似然估计存在且唯一的条件及其渐近性质;给出了利用分组数据求最大似然估计的方法.最后;讨论了θ的单边检验问题. 相似文献
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研究了一个简化的新的Laplace AR(1)模型参数的条件最小二乘估计和最大拟似然估计,并讨论了它们的强相合性和渐近正态性.通过数值模拟和实际例子,说明了最大拟似然估计及模型的优越性. 相似文献
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在实际应用中,不同类别的数据统计特性存在差异,所以对异质总体的研究非常有必要.基于总体一,二阶矩存在,利用双重广义线性模型对异质总体的不同子类数据的均值和散度同时建模,研究提出了混合双重广义线性模型.然后,利用EM算法构造了模型参数的最大扩展拟似然估计和最大伪似然估计.最后,通过随机模拟和实例研究,结果表明模型和方法的有效性和有用性. 相似文献
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Maximum likelihood inference for the Cox regression model with applications to missing covariates 总被引:1,自引:0,他引:1
In this paper, we carry out an in-depth theoretical investigation for existence of maximum likelihood estimates for the Cox model [D.R. Cox, Regression models and life tables (with discussion), Journal of the Royal Statistical Society, Series B 34 (1972) 187–220; D.R. Cox, Partial likelihood, Biometrika 62 (1975) 269–276] both in the full data setting as well as in the presence of missing covariate data. The main motivation for this work arises from missing data problems, where models can easily become difficult to estimate with certain missing data configurations or large missing data fractions. We establish necessary and sufficient conditions for existence of the maximum partial likelihood estimate (MPLE) for completely observed data (i.e., no missing data) settings as well as sufficient conditions for existence of the maximum likelihood estimate (MLE) for survival data with missing covariates via a profile likelihood method. Several theorems are given to establish these conditions. A real dataset from a cancer clinical trial is presented to further illustrate the proposed methodology. 相似文献
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The estimation of covariance matrices is central in array signal processing systems. This note addresses complex covariance estimation for the situation, where the complex data are available only as independent pairwise sets (observations) corresponding to individual elements of the matrix. The formulation for the empirical estimate and the normal maximum likelihood estimate is developed for the general case of different sample sizes for each observation. The approach allows, for example, the estimate of the p by p covariance matrix of a p-port sensor array from a two-port measurement instrument. 相似文献
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Paul D. Feigin 《Stochastic Processes and their Applications》1978,6(2):115-127
This paper is concerned with the problem of finding a suitable (asymptotic) efficiency criterion for inference concerning parameters of stochastic processes. Special attention is aid to conditional exponential families of stochastic processes and to three tests based on the maximum likelihood estimate as well as to the likelihood ratio test. A contiguity calculation is used to show that a previously suggested criterion is inadequate and itself provides a partial solution to the problem. A heuristic argument is also put forward to support a proposition implying the optimality of the maximum likelihood estimate in a certain sense. Two examples which illustrate the theory are discussed. 相似文献
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王炳兴 《数学物理学报(A辑)》2008,28(6):1103-1108
该文讨论了两参数 Burr Type XII 分布基于逐次定数截尾样本的参数估计, 导出了有关参数的点估计和区间估计. 我们利用模拟方法对所给点估计和参数的最大似然估计作了比较, 模拟结果显示所给点估计优于常用的最大似然估计. 最后, 用一个实际例子说明本文所给方法. 相似文献
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Xiaoling Xu Ronghua Wang Beiqing Gu Lei Luo 《Journal of Applied Analysis & Computation》2016,6(3):749-771
In this paper, considering series system of masked data under simple successive censored and multiple successive censored life test, the likelihood function and maximum likelihood estimate are respectively proposed for series system composed of two units under two kinds of situations. One is the series system composed of two units with
constant failure rate, and the other is the series system composed of two units with linear failure rate through the origin. The approximate interval estimates of parameters are given by using the method of likelihood ratio. Besides, the examples show the feasibility of the methods through Monte-Carlo simulations. 相似文献
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In this paper, a new measure of dependence is proposed. Our approach is based on transforming univariate data to the space where the marginal distributions are normally distributed and then, using the inverse transformation to obtain the distribution function in the original space. The pseudo-maximum likelihood method and the two-stage maximum likelihood approach are used to estimate the unknown parameters. It is shown that the estimated parameters are asymptotical normally distributed in both cases. Inference procedures for testing the independence are also studied. 相似文献
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In this paper we generalize Besag's pseudo-likelihood function for spatial statistical models on a region of a lattice. The correspondingly defined maximum generalized pseudo-likelihood estimates (MGPLEs) are natural extensions of Besag's maximum pseudo-likelihood estimate (MPLE). The MGPLEs connect the MPLE and the maximum likelihood estimate. We carry out experimental calculations of the MGPLEs for spatial processes on the lattice. These simulation results clearly show better performances of the MGPLEs than the MPLE, and the performances of differently defined MGPLEs are compared. These are also illustrated by the application to two real data sets. 相似文献