| 收益管理中非正态无约束估计的EM算法研究 |
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| 引用本文： | 郭鹏,萧柏春,李军.收益管理中非正态无约束估计的EM算法研究[J].数理统计与管理,2011,30(6):1077-1088. |
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| 作者姓名： | 郭鹏 萧柏春 李军 |
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| 作者单位： | 1. 西南交通大学经济管理学院,四川成都610031：
2. 西南交通大学经济管理学院,四川成都610031：／美国长岛大学商学院,纽约11548 |
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| 摘 要： | 对于收益管理中产品各"预售提前期间隔"的无约束需求,已有的无约束估计研究所采用的EM算法均假设其服从正态分布,这不完全符合收益管理实践中的需求数据特征。本文对收益管理无约束需求分布问题进行了多角度探讨,扩展了原有假设,建立了基于伽玛、威布尔、指数和泊松分布的EM算法,并改进了无失效数据情况下的算法应用。最后,通过数值算例说明了本文提出的基于非正态分布的EM算法简单易行,在结论部分对其相关应用提出了建议。
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| 关 键 词： | 收益管理 无约束估计 非正态分布 EM算法 无约束需求 无失效数据 |
Research on the EM Algorithm in Unconstraining Estimation of Non-normal Distribution in Revenue Management |
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| GUO Peng XIAO Bai-chun LI Jun.Research on the EM Algorithm in Unconstraining Estimation of Non-normal Distribution in Revenue Management[J].Application of Statistics and Management,2011,30(6):1077-1088. |
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| Authors: | GUO Peng XIAO Bai-chun LI Jun |
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| Institution: | GUO Peng~1 XIAO Bai-chun~(1,2) LI Jun~1 (1.School of Economics and Management,Southwest Jiaotong University,Sichuan Chengdu 610031,China,2.School of Business,Long Island University,C.W.Post,Brookville,New York 11548,USA) |
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| Abstract: | Concerning the nominal unconstrained demand in the Lead-time Intervals of the products in revenue management,most previous researches on the EM algorithm in unconstraining estimation had assumed a Normal distribution for them.But empirical evidences show that Normal distribution is not suitable for the demand data characteristics under the practice of revenue management.In this paper,the distribution type problem of the unconstrained demand in revenue management is discussed from different perspectives.Afte... |
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| Keywords: | revenue management unconstraining estimation non-normal distribution EM algorithm unconstrained demand zero-failure data |
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