| 序约束下正态总体均值和方差极大似然估计的数值解法 |
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| 引用本文： | 崔青,史宁中.序约束下正态总体均值和方差极大似然估计的数值解法[J].应用数学,2000,13(4):74-77. |
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| 作者姓名： | 崔青 史宁中 |
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| 作者单位： | 1. 石家庄铁道学院基础部，河北 石家庄 050043
2. 东北师范大学数学系，吉林 长春130024 |
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| 摘 要： | 本文讨论了k个独立正态总体的均值和方差同时在简单半序约束下的极大似然估计的求解问题，给出了计算极大估计的迭代算法，且证明该算法收敛。
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| 关 键 词： | 极大似然估计 简单半序 数值解法 正态总体 迭代算法 均值 方差 |
| 文章编号： | 1001-9847(2000)04-0074-04 |
| 修稿时间： | 1999年3月3日 |
A Numerical Method of the Maximum Likelihood Estimation of Means and Variances from Normal Pooulations under |
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| Cui Qing,SHI Ning-zhong.A Numerical Method of the Maximum Likelihood Estimation of Means and Variances from Normal Pooulations under[J].Mathematica Applicata,2000,13(4):74-77. |
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| Authors: | Cui Qing SHI Ning-zhong |
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| Abstract: | For k normal populations with unknown means μi's and unknown variances σi'swhich are restricted simultaneously by simple order, and iterative method was proposed to obtainthe maximum likelihood estimates under the restrictions, and the algorithm is proved to beconvergent. |
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| Keywords: | Maximum likelihood estimation Simple order Favorable point |
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