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1.
EM算法在假设检验中的应用   总被引:8,自引:1,他引:7       下载免费PDF全文
给出了EM算法在统计中一个新的应用领域——假设检验. EM算法通常是用来求解模型参数极大似然估计的一种有效的迭代算法. 这种算法利用数据扩张, 将比较复杂的似然函数的最优化问题化成一系列比较简单的函数的优化问题. 而对于一个模型来说, 假设检验往往比极大似然估计更为复杂. 所以有必要找到简单的方法解决假设检验中的较为复杂的优化问题. 所给出的方法不是建立在大样本理论基础上, 因此特别适合于中小样本情形.  相似文献   

2.
利用正交变换法,给出一元线性回归假设检验定理的一种直接证明.这种证明方法可供在数理统计教学中作参考.  相似文献   

3.
甄新 《高等数学研究》2008,11(4):117-119
针对假设检验教学引发的问题.阐述了Neyman-Pearson假设检验和置信区间的对偶性.给出用假设检验确定置信区间的做法.  相似文献   

4.
何朝葵  夏乐天 《大学数学》2013,29(4):116-118
假设检验是概率论与数理统计课程中的重点内容,也是一个难点.关于假设检验问题,本文总结出一套基于假设检验本质的解题步骤,十分适合初学者,使得学生能够轻松地理解、掌握假设检验的内容.  相似文献   

5.
《数理统计与管理》2014,(4):620-627
假设检验是统计学中根据一定假设条件由样本推断总体的一种方法。假设检验在经济和社会生活的各个领域中得到了极为广泛的应用,尤其在医学方面有着更为广阔的应用前景。本文以假设检验为基础,主要研究线性混料模型中的假设检验问题。  相似文献   

6.
揭示了总体方差已知条件下单个正态总体均值假设检验现行方法的缺陷,提出了总体方差已知条件下单个正态总体均值假设检验的改进方法,给出了一个该总体方差已知条件下单个正态总体均值假设检验改进方法的应用实例.  相似文献   

7.
陈乃辉 《大学数学》2002,18(2):59-63
本文首先提出了区间估计的另一个优良性因素——虚假度 ,进而建立或疏理了区间估计与假设检验的优良性、最优性概念 ,然后给出了区间估计与假设检验最优性的关系  相似文献   

8.
本文用信息论的数据压缩方法讨论两个相关信源假设检验问题.定义了复合假设检验的可达速率对,利用多用户信息论信源码定理得到了复合假设检验可达速率区域的一个内界.  相似文献   

9.
论假设检验中的两类错误   总被引:9,自引:1,他引:8  
蔡越江 《数理统计与管理》1999,18(3):30-34,F003
蔡越江.论假设检验中的两类错误.本文从假设检验的两个例子谈起,指出备择假设也是影响接区域的。接着论述了假设检验中的两类错误之间的关系。最后讨论如何同时控制两类错误。  相似文献   

10.
本文研究了马氏链的假设检验问题.利用大偏差的方法,获得了马氏链的假设检验的否定域,并得到了犯第二二类错误概率的衰减性.  相似文献   

11.
王伟 《数学学报》2006,49(4):835-846
1966年,Leo Moser提出了一个基本的几何问题,即Worm Problem.该问题是指:在平面上寻找一个面积最小的(凸)区域,使得任何一条长为1的平面曲线都能够通过旋转和平移完全放入该(凸)区域之中.对于要寻找的区域是凸的情形,本文将把目前所知道的最小的上界由0.2738086降低至0.270911861.在最后一部分,我们推广了Worm Problem,并初步给出了一些相应的结果.  相似文献   

12.
In this paper we prove that a class of trust region methods presented in part Ⅰ is superlinearly convergent. Numerical tests are reported thereafter. Results by solving a set of typical problems selected from literatures have demonstrated that our algorithm is effective.  相似文献   

13.
Asymmetric multivariate probability distributions can be difficult to characterize in terms of their location. The works of Doksum (1975, Scand. J. Statist., 2, 11–22) and Blough (1985, Ann. Inst. Statist. Math., 37, 545–555) provide the construction of a location region for a given distribution. Any point in this closed, convex region will serve as a location parameter. It is the purpose of this paper to obtain a consistent estimator of the location region. Consistency is defined in terms of an appropriate pseudometric.  相似文献   

14.
对求解无约束最优化问题 ,本文给出了一个区间压缩方法 .应用此方法能使函数值按几何级数收敛于 f (x)的极小值 ,并且计算量远小于郑权等人方法的计算量  相似文献   

15.
Mesh segmentation is one of the important issues in digital geometry processing. Region growing method has been proven to be a efficient method for 3D mesh segmentation. However, in mesh segmentation, feature line extraction algorithm is computationally costly, and the over-segmentation problem still exists during region merging processing. In order to tackle these problems, a fast and efficient mesh segmentation method based on improved region growing is proposed in this paper. Firstly, the dihedral angle of each non-boundary edge is defined and computed simply, then the sharp edges are detected and feature lines are extracted. After region growing process is finished, an improved region merging method will be performed in two steps by considering some geometric criteria. The experiment results show the feature line extraction algorithm can obtain the same geometric information fast with less computational costs and the improved region merging method can solve over-segmentation well.  相似文献   

16.
In this paper, we present the new trust region method for nonlinear equations with the trust region converging to zero. The new method preserves the global convergence of the traditional trust region methods in which the trust region radius will be larger than a positive constant. We study the convergence rate of the new method under the local error bound condition which is weaker than the nonsingularity. An example given by Y.X. Yuan shows that the convergence rate can not be quadratic. Finally, some numerical results are given. This work is supported by Chinese NSFC grants 10401023 and 10371076, Research Grants for Young Teachers of Shanghai Jiao Tong University, and E-Institute of Computational Sciences of Shanghai Universities. An erratum to this article is available at .  相似文献   

17.
目前我国快速消费品行业中的中小企业的分销系统大都是传统的分销系统,在它之中经销商是处于核心地位.本文通过对经销商的库存进行重点分析,以了解产生经销商跨区冲货的原因及如何有效控制经销商合理库存的方法.作者认为分销系统是一个典型的系统工程.  相似文献   

18.
A two-unit standby redundant system with repair and preventive maintenance is considered under the following assumptions: (I) the inspection of an operative unit is made only if the other unit is in standby; and (II) an operative unit, which forfeited inspection due to assumption (I), undergoes inspection just upon repair completion of the failed unit (or inspection completion). We derive the Laplace-Stieltjes transform of the cumulative distribution function of the time to the first system failure and the mean time to the first system failure. Further, we obtain the necessary and sufficient conditions for an optimum preventive maintenance policy to exist with respect to the mean time to the first system failure. More importantly, under certain conditions, we find the analytical form of an optimum inspection time maximizing the mean time to the first system failure. A numerical example is presented.The work reported in this article was supported by the National Institutes of Health under Grant No. GM-16197-05. The authors would like to express their appreciation to Professor D. L. Jaquette and Professor R. Vasudevan, University of Southern California, for their advice and encouragement.  相似文献   

19.
The essay presents a computational example to illustrate the development of comprehensive benefit information by using the algorithms presented in part I of the above title [Fuzzy Sets and Systems 92 (1992) 275–287]. The area of application is a treatment regime for mental illness in a hypothetical community. The objective is to show how the theory and algorithms developed in part I can be used to assemble a comprehensive benefit information for cost-benefit analysis, benefit-risk analysis or benefit-effectiveness analysis.  相似文献   

20.
A deteriorating production system is subjected to random deterioration from an in-control state to an out-of-control state with a general shift distribution. In order to reduce the defective items, part inspection policy, under which production inspections are performed only at the end of the production run, and full inspection policy are both considered in the literature. Moreover, the former dominates the latter. Since the product produced towards the end of a production cycle are more likely to be defective, it can further economize the inspection costs that they are directly reworked without inspection. In this paper, we propose an extended product inspection policy for a deteriorating production system. Product inspections are performed in the middle of a production cycle, and after the inspection, all products produced until the end of the production run are fully reworked. Based on the model, we show that there exists a production run time and a corresponding unique inspection policy such that the expected total cost per item per cycle is minimized. Finally, numerical examples are provided to illustrate our extended inspection policy, and indicate that such product inspection model will reduce the quality-related cost than part inspection does.  相似文献   

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