共查询到17条相似文献，搜索用时 171 毫秒
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区间估计是数理统计的一个重要内容,分析了贝叶斯可信区间估计与经典置信区间估计的区别,推出了正态总体方差的贝叶斯可信区间,数值分析表明可信区间比置信区间更精确。 相似文献
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文中证明了泊松分布中未知参数的矩估计和最大似然估计,一定存在一个先验分布,使其贝叶斯估计就是该经典估计的结论. 相似文献
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在无信息先验下对多级评分进行Bayes估计 总被引：1，自引：0，他引：1
吴大伟 《无锡教育学院学报》2002,(3)
对多级评分的测验题型 ,给出了其 Bayes模型 ,在无信息先验分布情形下求出了参数的 Bayes估计 ,并讨论了其意义。 相似文献
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《绵阳师范学院学报》2018,(2):22-26
VAR(P)预测模型是一类在经济管理研究领域应用较为广泛的模型,本文在贝叶斯推断理论的基础上分别对限制性VAR(P)和非限制性VAR(P)预测模型进行了研究,并得到相关结论. 相似文献
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贝叶斯方法是对多项分布参数进行点估计的重要方法.在统计学家对无信息先验作了大量的研究工作的基础上,通过推导得到一组关于该无信息先验分布的结论并利用这组结论研究其后验均值.结果表明:后验均值可使后验均方差达到最小. 相似文献
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在农业研究中,非线性模型有着广泛的应用,其参数估计往往采用变量替换等经典方法.该研究以非线性模型为例,提出了基于Gibbs抽样的贝叶斯估计方法,并以农业研究中的一个实例,演示了贝叶斯估计方法的可行性.结果表明:非线性模型参数估计的贝叶斯方法稳健可靠,适用于农业研究中的复杂非线性模型. 相似文献
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将图像分解的小波域金字塔系数的每个邻域模型化为高斯尺度混合模型,并基于该模型提出一种贝叶斯估计方法,复原被线性降晰并叠加一加性高斯白噪声的模糊图像.仿真结果显示,本文算法无论从视觉效果还是峰值信噪比指标上都明显优于维纳滤波复原算法. 相似文献
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一类非正态总体未知参数的Bayes假设检验 总被引：1，自引：0，他引：1
利用贝叶斯统计思想总结了两种常见的假设检验方法,在此基础上针对H0∶θ=0θ,θ≠θ0这样的假设检验问题,提出了构造参数θ的否定域,即求出参数θ的置信概率为1-α的最大后验区间,区域Θ-D为参数θ的否定域,检验θ是否在否定域内,若在就否定H0,运用这样的思想对其进行检验.并且讨论了γ-分布与β-分布,β-分布与F-分布,γ-分布与χ2-分布之间的相互关系,借助以上的性质,研究三类非正态总体指数分布、二项分布和泊松分布的未知参数的贝叶斯假设检验,给出了相应的否定域. 相似文献
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文章以正态线性单方程为例,介绍了贝叶斯统计方法在计量经济学模型中的应用,并分析了该问题中贝叶斯估计与普通最小二乘估计的区别和联系. 相似文献
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讨论了混合系数线性模型参数估计,给出了完全随机系数的线性模型参数的新估计,证明了这个估计量的可容许性. 相似文献
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对一类非线性动态模型进行了随机模拟，利用Metropolis算法完成了样本的修正递推，并对模型进行各种预测和推断；然后利用观测误差构造统计量的方法实现了对模型的监控。 相似文献
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Growth curve modeling provides a general framework for analyzing longitudinal data from social, behavioral, and educational sciences. Bayesian methods have been used to estimate growth curve models, in which priors need to be specified for unknown parameters. For the covariance parameter matrix, the inverse Wishart prior is most commonly used due to its proper and conjugate properties. However, many researchers have pointed out that the inverse Wishart prior might not work as expected. The purpose of this study is to investigate the influence of the inverse Wishart prior and compare it with a class of separation-strategy priors on the parameter estimates of growth curve models. In this article, we illustrate the use of different types of priors with 2 real data analyses, and then conduct simulation studies to evaluate and compare these priors in estimating both linear and nonlinear growth curve models. For the linear model, the simulation study shows that both the inverse Wishart and the separation-strategy priors work well for the fixed effects parameters. For the Level 1 residual variance estimate, the separation-strategy prior performs better than the inverse Wishart prior. For the covariance matrix, the results are mixed. Overall, the inverse Wishart prior is suggested if the population correlation coefficient and at least 1 of the 2 marginal variances are large. Otherwise, the separation-strategy prior is preferred. For the nonlinear growth curve model, the separation-strategy priors work better than the inverse Wishart prior. 相似文献
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在总体分布为指数分布和均匀分布时,由未知参数θ的无偏估计量,通过修正系数法直接构造θ2的无偏估计量. 相似文献
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Temporal variation of dynamical modal properties of a base-isolated building is investigated using earthquake records in the building. A batch processing least-squares estimation method is applied to segment-wise time-series data. To construct an input-output system, an auto-regressive model with exogenous input （ARX） of second-order including a forgetting coefficient as a weighting coefficient is used for the estimation of modal parameters. The fundamental and second natural frequencies and the damping ratios of the fundamental and second natural modes of the base-isolated building are identified in the time domain. The identified results are consistent with the results obtained from the micro-tremor vibration data, forced-vibration test data and earthquake records in the present base-isolated building in the case of taking into account the amplitude-dependency of the iso- lators and viscous dampers. It is finally pointed out that several factors, e.g., amplitude dependency of the isolator and damper system and special characteristics of the series-type viscous damper system, may be related complicatedly with the temporal variation in modal properties of the above-mentioned system. 相似文献
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Daniel McNeish 《Structural equation modeling》2016,23(5):750-773
As Bayesian methods continue to grow in accessibility and popularity, more empirical studies are turning to Bayesian methods to model small sample data. Bayesian methods do not rely on asympotics, a property that can be a hindrance when employing frequentist methods in small sample contexts. Although Bayesian methods are better equipped to model data with small sample sizes, estimates are highly sensitive to the specification of the prior distribution. If this aspect is not heeded, Bayesian estimates can actually be worse than frequentist methods, especially if frequentist small sample corrections are utilized. We show with illustrative simulations and applied examples that relying on software defaults or diffuse priors with small samples can yield more biased estimates than frequentist methods. We discuss conditions that need to be met if researchers want to responsibly harness the advantages that Bayesian methods offer for small sample problems as well as leading small sample frequentist methods. 相似文献
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韩莉 《河北能源职业技术学院学报》2010,10(3):70-71
清洁生产作为重要的管理手段,在污染物减排工作中起到了重要的推动作用,全面推行清洁生产,落实清洁生产促进法,实行污染物全程控制,是节能减排,控制污染,提高效益的有效措施。 相似文献