| 扩散先验分布下Bayes多总体分类判别方法的构造 |
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| 引用本文： | 朱慧明,韩玉启.扩散先验分布下Bayes多总体分类判别方法的构造[J].数理统计与管理,2003,22(1):33-37. |
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| 作者姓名： | 朱慧明 韩玉启 |
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| 作者单位： | 南京理工大学管理学院,江苏,南京,210094 |
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| 摘 要： | 本文研究了各总体服从多元正态分布 ,其未知参数的先验分布均为扩散先验分布时 ,如何利用待判样品的预报密度函数、构造后验概率比并据此对样品进行分类与判别 ;此方法并不需要假设各总体分布的协方差相同 ,而且在预试样本容量较小时仍然可行。
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| 关 键 词： | 先验分布 Wishart分布 判别分析 后验概率比 |
| 文章编号： | 1002-1566(2003)01-0033-05 |
| 修稿时间： | 2001年9月13日 |
The design of bayesian classification and discrimination method among several populations based on diffuse prior distribution |
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| ZHU Hui ming,HAN Yu qi.The design of bayesian classification and discrimination method among several populations based on diffuse prior distribution[J].Application of Statistics and Management,2003,22(1):33-37. |
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| Authors: | ZHU Hui ming HAN Yu qi |
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| Abstract: | In this paper,the authors study a method on how to classify a sample into one of the several known normal populations in terms of posterior probability ratio established by the samples predictive density functions when the unknown parameters prior distributions are diffuse prior distribution.The method doesnt require the consistency of each populations covariance and it remains valid when the training sample size is not very large. |
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| Keywords: | prior distribution wishart distrbution discrimination analysis posterior probability ratio |
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