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正态分布为概率论中很重要的一种分布,在科学研究中有着重要的地位,该分布由均值和方差两个变量决定。常用的参数估计法为矩法估计和极大似然估计,经验似然作为一种新的估计方法,同样适用于其它常用的分布。 相似文献
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对正交频分复用(OFDM)系统中的两种导频辅助信道估计方法，即最大似然估计(MLE)和贝叶斯最小均方误差估计(MMSEE)，在估计误差性能方面的特性进行了详尽的比较研究。理论分析及计算机仿真试验表明，当信道噪比较低时，MMSEE有比MLE更好的估计误差性能，但有比MLE复杂得多的计算复杂度。而当信道信噪比较高或插入导引符号序列数目足够多时，MMSEE与MLE误差估计性能基本一致。 相似文献
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韦师 《广西梧州师范高等专科学校学报》2014,(1):112-114
文章在复合LINEX对称损失函数下,研究Lomax分布尺度参数已知的情况下,形状参数的Bayes估计,并通过数值模拟来验证其合理性。 相似文献
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对无失效数据(ti,ni),在时刻ti的失效概率pi=P{T刍ti}的先验分布为截尾Gamma分布时,给出了pi的Bayes估计和多层Bayes估计,从而得到无失效数据情形可靠度的估计. 相似文献
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估计量的优良性是回归模型中的重要内容.本文讨论了在Pitman准则下,岭估计与Stein压缩估计的优良性,得到了岭估计优于Stein压缩估计的一个充分条件. 相似文献
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正态总体方差和标准差的无偏估计 总被引：1，自引：0，他引：1
在正态总体分布下,给出了方差及标准差的矩估计量和极大似然估计量,讨论了两者之间的关系,得出两类估计量相同,并进一步给出无偏估计量。 相似文献
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基于二项分布B(n,p)总体,给出了未知参数p2的矩估计和极大似然估计,并讨论了估计量的无偏性。 相似文献
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林穗华 《南宁师范高等专科学校学报》2007,24(4):135-137
本文主要运用贝叶斯统计的理论与方法,对截尾寿命试验根据其早期结果预测下一个失效时间,并对指数分布情形下的失效时间,进行了详细的讨论,得出其下一个失效时间的点估计与区间估计,并进行随机模拟。 相似文献
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对给定容量为n的线性指数分布样本X1,X2,…,Xn,在Linex损失函数下,利用共轭先验分布讨论线性指数分布参数θ的Bayes估计,多层Bayes估计,E-Bayes估计和极大似然估计. 相似文献
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以二项分布为例,讨论了其分布参数的矩法估计与极大似然估计,并比较了两种估计的优良性质,主要讨论它们的一致性、无偏性和有效性． 相似文献
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Linex损失及NA样本下单边截断型分布族参数函数的EB估计 总被引：1，自引：0，他引：1
本文在Linex损失函数下,充分运用同分布NA样本密度函数的核估计方法,构造了一类单边截断型分布族参数函数的EB估计,并建立了它的收敛速度,在一定条件下这个收敛速度可充分接近1. 相似文献
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In psychological research, available data are often insufficient to estimate item factor analysis (IFA) models using traditional estimation methods, such as maximum likelihood (ML) or limited information estimators. Bayesian estimation with common-sense, moderately informative priors can greatly improve efficiency of parameter estimates and stabilize estimation. There are a variety of methods available to evaluate model fit in a Bayesian framework; however, past work investigating Bayesian model fit assessment for IFA models has assumed flat priors, which have no advantage over ML in limited data settings. In this paper, we evaluated the impact of moderately informative priors on ability to detect model misfit for several candidate indices: posterior predictive checks based on the observed score distribution, leave-one-out cross-validation, and widely available information criterion (WAIC). We found that although Bayesian estimation with moderately informative priors is an excellent aid for estimating challenging IFA models, methods for testing model fit in these circumstances are inadequate. 相似文献
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This study compared diagonal weighted least squares robust estimation techniques available in 2 popular statistical programs: diagonal weighted least squares (DWLS; LISREL version 8.80) and weighted least squares–mean (WLSM) and weighted least squares—mean and variance adjusted (WLSMV; Mplus version 6.11). A 20-item confirmatory factor analysis was estimated using item-level ordered categorical data. Three different nonnormality conditions were applied to 2- to 7-category data with sample sizes of 200, 400, and 800. Convergence problems were seen with nonnormal data when DWLS was used with few categories. Both DWLS and WLSMV produced accurate parameter estimates; however, bias in standard errors of parameter estimates was extreme for select conditions when nonnormal data were present. The robust estimators generally reported acceptable model–data fit, unless few categories were used with nonnormal data at smaller sample sizes; WLSMV yielded better fit than WLSM for most indices. 相似文献
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Simulations of computerized adaptive tests (CATs) were used to evaluate results yielded by four commonly used ability estimation methods: maximum likelihood estimation (MLE) and three Bayesian approaches—Owen's method, expected a posteriori (EAP), and maximum a posteriori. In line with the theoretical nature of the ability estimates and previous empirical research, the results showed clear distinctions between MLE and the Bayesian methods, with MLE yielding lower bias, higher standard errors, higher root mean square errors, lower fidelity, and lower administrative efficiency. Standard errors for MLE based on test information underestimated actual standard errors, whereas standard errors for the Bayesian methods based on posterior distribution standard deviations accurately estimated actual standard errors. Among the Bayesian methods, Owen's provided the worst overall results, and EAP provided the best. Using a variable starting rule in which examinees were initially classified into three broad/ability groups greatly reduced the bias for the Bayesian methods, but had little effect on the results for MLE. On the basis of these results, guidelines are offered for selecting appropriate CAT ability estimation methods in different decision contexts. 相似文献
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通过对参数估计问题进行研究以及稳定性定理和完整性的介绍,把稳定理论的参数估计推广到全族的分数维稳定性分布,由蒙特卡罗方法作出的检验表明所提供的估计量有很好的效率. 相似文献
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基于垂直密度表示理论,分析ParetoⅡ型分布的厚尾性,给出ParetoⅡ型分布参数的矩估计并得到其强相合性,给出基于样本分位数的ParetoⅡ型分布的参数估计并得到其强相合性． 相似文献