共查询到18条相似文献，搜索用时 140 毫秒
1.
根据I-型垂直密度表示及II-型垂直密度表示,分析垂直密度表示（Vertical Density Representation,简记为VDR）的提出与Lebesgue积分创立的异曲同工之处.阐述VDR在随机数生成、概率分布构造、多元分布拟合优度检验等方面的应用.垂直密度表示是一种特殊类型的变量变换,可用以探究概率分布的内在特性. 相似文献
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采用带三类不同噪音的ARMA-ARCH模型拟合沪深股指收益率分布,并通过随机模拟的方式进行拟合优度检验,结果显示,基于分形高斯噪音的ARMA-ARCH模型能够较好刻画沪深股指收益率波动的长相依性、厚尾性及波动性聚类特征.进一步通过两类不同Copula-ARMA-ARCH模型处理沪深股指相依性,并通过随机模拟进行拟合优度检验,模拟结果显示,基于分形高斯噪音的Student's t Copula- ARMA-ARCH模型能够较好刻画沪深股指收益率波动的VaR风险. 相似文献
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针对数据真实的概率分布不符合事先假设的高斯混合模型的情形,提出了一种鲁棒的基于高斯混合模型的聚类方法.首先,提出了一种新的模型选择准则,即完整似然最短信息长度准则.该准则不仅能衡量模型对数据的拟合优度,还能度量该模型对数据分组的性能.然后,将该准则作为聚类的代价函数,提出了一种新的期望最大化算法来估计模型参数.与标准的期望最大化算法相比,新算法能较好地避免不理想的局部最优解.实验结果表明:当数据概率分布模型不符合假设的高斯混合模型时,所提方法可克服现有的基于高斯混合模型聚类方法过拟合的缺点,鲁棒地得到准确的聚类结果. 相似文献
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苏连塔 《泉州师范学院学报》2013,31(2):15-19
探讨了广义线性模型中的log—linear模型在三维列联表中独立性模型建模的应用．首先利用Fisher-scoring算法得到了log—linear模型中回归参数的最大似然估计,并给出了模型的拟合优度检验办法;其次介绍了三维列联表中三种属性的独立性类型及它们的log—linear模型,并将其应用于具体实例,改善了现行方法中的不足． 相似文献
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李萍 《陕西教育学院学报》2013,(1):96-98
结合教学实际阐述了成绩正态分布检验的意义,用拟合优度的χ2检验法对成绩分布进行正态性检验。指出经过完善后的拟合优度χ2检验法更加合理,更具有实际意义。 相似文献
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Gompertz曲线方程和Logistic曲线方程常被用来描述生物生长与经济现象的S型生长过程,本文通过Mathematica软件使用Gompertz曲线方程和Logistic曲线方程对同一生物生长问题进行拟合,并根据拟合优度检验比较Gompertz曲线模型和Logistic曲线模型的拟合程度。 相似文献
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针对阿基米德Copula所特有的变量可交换性,提出了一种基于经验Copula过程的新拟合优度检验方法。不同于一般的Copula拟合优度检验,该方法在选择最优的阿基米德Copula时具有良好的效果。 相似文献
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基于调查数据研究软件行业薪资水平的影响因素,可帮助求职者预估薪资情况,也可为软件公司制定薪资方案提供理论依据。数据包括某软件公司员工的工作年限、工作岗位、学历以及薪资。首先对数据进行适当处理,把工作岗位和学历等定性数据进行定量化。之后建立多元线性回归模型刻画工作年限、岗位、学历对薪资的具体影响作用。最后利用matlab软件求解模型,该模型通过了数据检验且拟合优度较高。 相似文献
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针对统计模型中的随机扰动项存在异方差时,用OLS估计模型参数将失去效力,而采取加权最小平方法--WLS,进行参数估计的拟合优度分析,解决了用OLS估计模型参数将失去效力的问题. 相似文献
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Statistical theories of goodness-of-fit tests in structural equation modeling are based on asymptotic distributions of test statistics. When the model includes a large number of variables or the population is not from a multivariate normal distribution, the asymptotic distributions do not approximate the distribution of the test statistics very well at small sample sizes. A variety of methods have been developed to improve the accuracy of hypothesis testing at small sample sizes. However, all these methods have their limitations, specially for nonnormal distributed data. We propose a Monte Carlo test that is able to control Type I error with more accuracy compared to existing approaches in both normal and nonnormally distributed data at small sample sizes. Extensive simulation studies show that the suggested Monte Carlo test has a more accurate observed significance level as compared to other tests with a reasonable power to reject misspecified models. 相似文献
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Recently a new mean scaled and skewness adjusted test statistic was developed for evaluating structural equation models in small samples and with potentially nonnormal data, but this statistic has received only limited evaluation. The performance of this statistic is compared to normal theory maximum likelihood and 2 well-known robust test statistics. A modification to the Satorra–Bentler scaled statistic is developed for the condition that sample size is smaller than degrees of freedom. The behavior of the 4 test statistics is evaluated with a Monte Carlo confirmatory factor analysis study that varies 7 sample sizes and 3 distributional conditions obtained using Headrick's fifth-order transformation to nonnormality. The new statistic performs badly in most conditions except under the normal distribution. The goodness-of-fit χ2 test based on maximum-likelihood estimation performed well under normal distributions as well as under a condition of asymptotic robustness. The Satorra–Bentler scaled test statistic performed best overall, whereas the mean scaled and variance adjusted test statistic outperformed the others at small and moderate sample sizes under certain distributional conditions. 相似文献
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In this study, the authors investigated incorporating adjusted model fit information into the root mean square error of approximation (RMSEA) fit index. Through Monte Carlo simulation, the usefulness of this adjusted index was evaluated for assessing model adequacy in structural equation modeling when the multivariate normality assumption underlying maximum likelihood estimation is violated. Adjustment to the RMSEA was considered in 2 forms: a rescaling adjustment via the Satorra-Bentler rescaled goodness-of-fit statistic and a bootstrap adjustment via the Bollen and Stine adjusted model p value. Both properly specified and misspecifed models were examined. The adjusted RMSEA was evaluated in terms of the average index value across study conditions and with respect to model rejection rates under tests of exact fit, close fit, and not-close fit. 相似文献
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Bjrn Andersson 《Journal of Educational Measurement》2016,53(4):459-477
In observed‐score equipercentile equating, the goal is to make scores on two scales or tests measuring the same construct comparable by matching the percentiles of the respective score distributions. If the tests consist of different items with multiple categories for each item, a suitable model for the responses is a polytomous item response theory (IRT) model. The parameters from such a model can be utilized to derive the score probabilities for the tests and these score probabilities may then be used in observed‐score equating. In this study, the asymptotic standard errors of observed‐score equating using score probability vectors from polytomous IRT models are derived using the delta method. The results are applied to the equivalent groups design and the nonequivalent groups design with either chain equating or poststratification equating within the framework of kernel equating. The derivations are presented in a general form and specific formulas for the graded response model and the generalized partial credit model are provided. The asymptotic standard errors are accurate under several simulation conditions relating to sample size, distributional misspecification and, for the nonequivalent groups design, anchor test length. 相似文献
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综述生灭过程中的构造以及此类过程的积分型泛函的分布.当过程中断时,构造出全部过程,证明全体生灭过程与全体特征数列间存在一一对应.研究依赖于过程的轨道的积分型泛函,给出这种泛函分布的Laplace变换的递推关系,特别,对停留时求出其分布函数的表达式. 相似文献
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《Structural equation modeling》2013,20(4):556-574
Approximations to the distributions of goodness-of-fit indexes in structural equation modeling are derived with the assumption of multivariate normality and slight misspecification of models. The fit indexes considered in this article are Joreskog and Sorbom's goodness-of-fit index (GFI) and the adjusted GFI, McDonald's absolute GFI, Steiger and Lind's root mean squared error of approximation, Steiger's Γ1 and Γ2, Bentler and Bonett's normed fit index, Bollen's incremental fit index and ρ1, Tucker and Lewis's index ρ2, and Bentler's fit index (McDonald and Marsh's relative noncentrality index). An approximation to the asymptotic covariance matrix for the fit indexes is derived by using the delta method. Furthermore, approximations to the densities of the fit indexes are obtained from the transformations of the asymptotically noncentral chi-square distributed variable. A simulation is carried out to confirm the accuracy of the approximations. 相似文献
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Clement A. Stone 《Journal of Educational Measurement》2000,37(1):58-75
Assessing the correspondence between model predictions and observed data is a recommended procedure for justifying the application of an IRT model. However, with shorter tests, current goodness-of-fit procedures that assume precise point estimates of ability, are inappropriate. The present paper describes a goodness-of-fit statistic that considers the imprecision with which ability is estimated and involves constructing item fit tables based on each examinee's posterior distribution of ability, given the likelihood of their response pattern and an assumed marginal ability distribution. However, the posterior expectations that are computed are dependent and the distribution of the goodness-of-fit statistic is unknown. The present paper also describes a Monte Carlo resampling procedure that can be used to assess the significance of the fit statistic and compares this method with a previously used method. The results indicate that the method described herein is an effective and reasonably simple procedure for assessing the validity of applying IRT models when ability estimates are imprecise. 相似文献
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气体分子在金属表面的吸附和脱附几十年来一直是表面科学的重要课题．因而我们用理论模型和计算方法来说明脱附气体分子的动能分布和角分布有着十分重要的现实意义和科学意义．详细说明从单晶表面脱附的分子的动能分布和角分布的理论模型和计算方法． 相似文献