共查询到20条相似文献,搜索用时 99 毫秒
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本文对无效数据(t,ni),在时刻ti的失效概率pi=p的先验分布不为完全Beta分布Beta(pi-1,λ;a,1)时,给出了pi多层Bayes估计,从而可以得到无失铲数据情形可靠度的估计。 相似文献
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Poisson分布参数的渐近最优和可容许的经验Bayes估计 总被引:2,自引:0,他引:2
设X及(X1,X2…,Xn)分别为取自Poisson分布P(θ)的当前样本和历史样本,参数θ的先验分布族F={Γ(m,β):β>0},其中m>0已知,Γ(m,β)表示参数为(m,β)的伽玛分布.对p>0,q>2的任意两个实数,记tn=X+∑ni=1Xi+pX+∑ni=1Xi+p+q+(n+1)m(X+m)则在平方损失函数l(θ,d)=(θ-d)2下,tn是θ的渐近最优和可容许的经验Bayes估计,而且收敛速度为O(1n). 相似文献
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崔恒建 《数学物理学报(A辑)》1996,16(4):404-408
考虑增长曲线模型:Yp×n=ABC'+εp×n,Eε=0.其中,ε=(ε1,ε2,…,εn),ε1,ε2…,εn独立同分布,Eεiεi'=Σp×p>0.该文利用协差阵的Σ的(一定意义下的)最小二乘估计Σ,分别给出了参数B,参数的线性函数AB,tr(D1’B)+(D2Σ)(D2=D‘2)(D2=D2’)的估计Bn,Zn和tr(D1'Bn)+tr(D2Σn).在ε1服从正态分布的情形下,给出了Zn,Σn的分布.并在ε1分布比较一般的情形和一定条件下给出了Zn,Bn,Σn和tr(D1’Bn)+tr(D2Σn)的极限分布皆为正态分布(n→∞).而且Zn,和Σn,Bn,和Σn都是渐近独立的(n→∞).从而可构造参数B的置信区域和更好地进行判别分析,相关分析等. 相似文献
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各向异性Besov类的最优恢复 总被引:5,自引:0,他引:5
本文讨论各向异性 Besov类 SB(Rd)在 Lp (Rd )(1< p<∞)中及在Lq(Rd)(1<p≤q≤2)中的最优恢复,得到了相应误差的弱渐近估计. 相似文献
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工序能力Bayes推断 总被引:1,自引:0,他引:1
本文从Bayes观点研究工序能力,对无信息先验和共轭先验,给出了Cp的后验分布、条件期望估计和最大后验估计、Bayes置信下限和判断工序是否有能力的临界值,适于对相似工序作统计推断。 相似文献
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删失场合半参数回归模型的二阶段估计 总被引:4,自引:0,他引:4
邱瑾 《高校应用数学学报(A辑)》1998,13(3):281-288
对于半参数回归模型yi=x′iβ+g(ti)+ei,1≤i≤n,g为R1上未知函数,β为p×1维待估参数向量.本文考虑当yi被随机删失时β和g的估计.基于模型的可加性,利用综合数据法得到β的二阶段估计β~*n和g的估计g*n,并证明了它们的强相合性. 相似文献
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昌志华 《数学物理学报(A辑)》1996,(4)
该文引入了一类B值广义αKp鞅空间(1≤a≤P≤+∞,且a<+∞),并获得如下主要结果:①当a>1时,极大算子在这类空间上总是有界的.②当a≥2时,a-均方算子在这类空间上为有界的充要条件是:状态空间B是α一凸的. 相似文献
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非参数回归函数估计的随机加权逼近 总被引:1,自引:0,他引:1
本文应用随机加权法的思想构造了回归函数的最近邻估计和核估计的随机加权统计量,并证明了用随机加权统计量的分布逼近两类估计量的分布之精度可达到o(n~(-1/2P),其中1<p ≤ 2. 相似文献
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文章对二次分布无失效数据的可靠度,在先验分布为Beta分布时,给出了可靠度的多层Bayes估计。最后,结合实际问题进行了计算。 相似文献
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Weibull分布的概率密度函数为f(x) =(c/b) [(x -a) /b]c -1exp [(x a) /b]c ,x≥a。本文首次用于拟合班须蝽三代卵块的空间分布 ,8批抽样数据拟合结果表明班须蝽三代卵块在烟田的空间分布遵循Weibull分布。从而丰富了班须蝽种群空间格局的分布理论。同时 ,利用斑须蝽种群空间格局的资料探讨了Weibull分布的参数b、c与种群密度及种群聚集度之间的关系 ,结果表明 ,尺度参数b与种群密度、种群聚集度间均分别存在极显著的线性相关关系 ,形状参数c与种群密度存在极显著的正幂函数相关关系 ,与种群聚集度之间存在极显著负幂函数关系。 相似文献
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Adi Ben-Israel 《Annals of Operations Research》2013,208(1):147-153
The Cauchy distribution $$\mathfrak {C}(a,b)(x)=\frac{1}{\pi b(1+(\frac{x-a}{b})^2)},\quad -\infty < x <\infty,$$ with a,b real, b>0, has no moments (expected value, variance, etc.), because the defining integrals diverge. An obvious way to “concentrate” the Cauchy distribution, in order to get finite moments, is by truncation, restricting it to a finite domain. An alternative, suggested by an elementary problem in mechanics, is the distribution $${\mathfrak {C}}_g(a,b)(x)=\frac{\sqrt{1+2 b g}}{\pi b (1+(\frac{x-a}{b})^2)\sqrt{1-2 b g(\frac{x-a}{b})^2}},\quad a-\sqrt{\frac{b}{2g}}<x<a+\sqrt{\frac{b}{2g}},$$ with a,b as above and a third parameter g≥0. It has the Cauchy distribution C(a,b) as the special case with g=0, and for any g>0, ? g (a,b) has finite moments of all orders, while keeping the useful “fat tails” property of ?(a,b). 相似文献
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Based on observations of d-dimensional random vectors in the domain of attraction of a stable distribution with (multi-)index α = (α1, …, αd), an estimator for the dependence function of the αi-stable variables is constructed. The estimator utilizes the α-tail-estimator and an estimator of the spectral measure of the α-stable law. This estimator gives rise to a test of association of the stable components and various quantitative measures of association. 相似文献
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We study a large class of infinite variance time series that display long memory. They can be represented as linear processes (infinite order moving averages) with coefficients that decay slowly to zero and with innovations that are in the domain of attraction of a stable distribution with index 1 < α < 2 (stable fractional ARIMA is a particular example). Assume that the coefficients of the linear process depend on an unknown parameter vector β which is to be estimated from a series of length n. We show that a Whittle-type estimator βn for β is consistent (βn converges to the true value β0 in probability as n → ∞), and, under some additional conditions, we characterize the limiting distribution of the rescaled differences (n/logn)1/ga(βn − β0). 相似文献
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Consider a tandem queue of two single-server stations with only one server for both stations, who may allocate a fraction α of the service capacity to station 1 and 1−α to station 2 when both are busy. A recent paper treats this model under classical Poisson, exponential assumptions.Using work conservation and FIFO, we show that on every sample path (no stochastic assumptions), the waiting time in system of every customer increases with α. For Poisson arrivals and an arbitrary joint distribution of service times of the same customer at each station, we find the average waiting time at each station for α = 0 and α = 1. We extend these results to k ≥ 3 stations, sample paths that allow for server breakdown and repair, and to a tandem arrangement of single-server tandem queues.This revised version was published online in June 2005 with corrected coverdate 相似文献
18.
Shashikala Sukhatme 《Journal of multivariate analysis》1983,13(4):539-549
Let Y1,…, Yn be independent identically distributed random variables with distribution function F(x, θ), θ = (θ′1, θ′2), where θi (i = 1, 2) is a vector of pi components, p = p1 + p2 and for θI, an open interval in
p, F(x, θ) is continuous. In the present paper the author shows that the asymptotic distribution of modified Cramér-Smirnov statistic under Hn: θ1 = θ10 + n−1/2γ, θ2 unspecified, where γ is a given vector independent of n, is the distribution of a sum of weighted noncentral χ12 variables whose weights are eigenvalues of a covariance function of a Gaussian process and noncentrality parameters are Fourier coefficients of the mean function of the Gaussian process. Further, the author exploits the special form of the covariance function by using perturbation theory to obtain the noncentrality parameters and the weights. The technique is applicable to other goodness-of-fit statistics such as U2 [G. S. Watson, Biometrika 48 (1961), 109–114]. 相似文献
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Deng Xiaocheng Chen Dajun 《大学数学》1998,(4)
本文将参数(a,b)平面分为七个区域,然后讨论在每一个区域中eax+bx2的不动点分布(§1).在§2中,我们得到一个定理:在D∞1∪D∞C中eax+bx2是骚动的(在扩充意义下). 相似文献
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Song Yang 《Statistics & probability letters》1990,10(5):419-426
For an open set Θ of
k, let \s{Pθ: θ Θ\s} be a parametric family of probabilities modeling the distribution of i.i.d. random variables X1,…, Xn. Suppose Xi's are subject to right censoring and one is only able to observe the pairs (min(Xi, Yi), [Xi Yi]), i = 1,…, n, where [A] denotes the indicator function of the event A, Y1,…, Yn are independent of X1,…, Xn and i.i.d. with unknown distribution Q0. This paper investigates estimation of the value θ that gives a fitted member of the parametric family when the distributions of X1 and Y1 are subject to contamination. The constructed estimators are adaptive under the semi-parametric model and robust against small contaminations: they achieve a lower bound for the local asymptotic minimax risk over Hellinger neighborhoods, in the Hájel—Le Cam sense. The work relies on Beran (1981). The construction employs some results on product-limit estimators. 相似文献