参数θ的矩估计bob全站app(д»Җд№ҲжҳҜзҹ©дј

 公司新闻     |      2023-07-28

bob全站appдёәжҚҹеӨұеҮҪж•°еҜ№еҸӮж•°Оёзҡ„еҜјж•°гҖӮз”ұдәҺдёәдәҶдёҖж¬ЎеҸӮж•°жӣҙж–°жҲ‘们йңҖиҰҒеңЁж•ҙдёӘи®ӯз»ғйӣҶдёҠи®Ўз®—жўҜеәҰ,еҜјиҮҙBGDеҸҜиғҪдјҡйқһеёёж…ў,иҖҢдё”еңЁи®ӯз»ғйӣҶеӨӘеӨ§иҖҢдёҚиғҪе…ЁйғЁиҪҪе…ҘеҶ…еӯҳзҡ„ж—¶еҖҷдјҡеҫҲжЈҳжүӢгҖӮBGDд№ҹдёҚе…Ғи®ёжҲ‘们еңЁзәҝ参数θ的矩估计bob全站app(д»Җд№ҲжҳҜзҹ©дј°и®Ў)EX=0Г—Оё2+1Г—2ОёпјҲ1-Оёпјү+2Г—Оё2+3Г—пјҲ1⑵Оёпјү=3⑷Оёж•…пјҡОёпјқ¼пјҲ3−EXпјүОёзҡ„зҹ©дј°и®ЎйҮҸдёәпјҡОё=¼пјҲ3-Xпјүж№жҚ®з»ҷе®ҡзҡ„ж·жң¬и§ӮеҜҹеҖји®Ўз®—пјҡX=1/8пјҲ3+1+3+0

参数θ的矩估计bob全站app(д»Җд№ҲжҳҜзҹ©дј°и®Ў)


1、иҖҢжҳҜжқҘиҮӘжҖ»дҪ“Xзҡ„з®ҖеҚ•йҡҸжңәж·жң¬,еҲҷжңӘзҹҘеҸӮж•°Оёзҡ„зҹ©дј°и®ЎйҮҸдёә1nni=1XiвҲ’11nni=1XiвҲ’1.жү«зҒдёӢиҪҪдҪңдёҡеё®жҗңзҙўзӯ”з–‘дёҖжҗңеҚіеҫ—зӯ”жЎҲи§ЈжһҗжҹҘзңӢжӣҙеӨҡдјҳиҙЁи§Јжһҗи§Јзӯ”дёҖ

2、и®ҫжҖ»дҪ“Xзҡ„еҜҶеәҰеҮҪж•°дёәе…¶дёӯОё>0дёәжңӘзҹҘеҸӮж•°X1,X2,вҖҰ,Xn)дёәжқҘиҮӘжҖ»дҪ“Xзҡ„з®ҖеҚ•йҡҸжңәж·жң¬,жұӮеҸӮж•°Оёзҡ„зҹ©дј°и®ЎйҮҸе’ҢжһҒеӨ§дјјз„¶дј°и®ЎйҮҸ.зӣёе…ізҹҘиҜҶзӮ№:иҜ•йўҳжқҘжәҗ:и§ЈжһҗE(X)=0,д»ӨE(X2)=1/nвҲ‘

3、и®ҫ(X1,X2,вҖҰ,Xn)дёәжқҘиҮӘжҖ»дҪ“Xзҡ„дёҖдёӘж·жң¬,XеҜҶеәҰеҮҪж•°дёәf(x;Оё)=1ОёeвҲ’xОё,x>00,xвүӨ0,е…¶дёӯОё>0дёәжңӘзҹҘеҸӮж•°,иҜ•жұӮОёзҡ„зҹ©дј°и®ЎдёҺжһҒеӨ§дјјз„¶дј°и®ЎйҮҸ.

4、дәҢгҖҒе№ҝд№үзҹ©дј°и®Ў(GMMж–№жі•)HansenеңЁ1982е№ҙжҸҗеҮәдәҶGMMж–№жі•з”Ёд»Ҙи§ЈеҶідёҖеӨ§зұ»и®ЎйҮҸжЁЎеһӢзҡ„дј°и®ЎдёҺжЈҖйӘҢй—®йўҳгҖӮиҝҷз§Қж–№жі•зҡ„жҖқжғіжҳҜз”Ёж·жң¬зҡ„зҹ©жқЎд»¶д»ЈжӣҝжЁЎеһӢзҡ„зҹ©жқЎд»¶,иҝӣиҖҢеҸӮж•°зҡ„

5、ОҪk=gk(Оё1,Оё2ОёlеҰӮжһңжұӮеҮәжқҘжҖ»дҪ“еҸӮж•°е’ҢжҖ»дҪ“зҡ„зҹ©дј°и®Ўзҡ„е…ізі»Оёk=Hk(ОҪ1,ОҪ2

6、3и®ҫжҖ»дҪ“XжңҚд»Һ[0,Оё](Оё>0)дёҠзҡ„еқҮеҢҖеҲҶеёғ,X1,X2,X3XnжҳҜеҸ–иҮӘжҖ»дҪ“Xзҡ„дёҖдёӘз®ҖеҚ•йҡҸжңәж·жң¬,жұӮ(1жңӘзҹҘеҸӮж•°Оёзҡ„зҹ©дј°и®ЎйҮҸ(2)жңӘзҹҘеҸӮж•°Оёзҡ„жңҖеӨ§дјјз„¶дј°и®ЎйҮҸ4и®ҫжҖ»дҪ“XжңҚд»Һ[0,Оё](Оё>0

参数θ的矩估计bob全站app(д»Җд№ҲжҳҜзҹ©дј°и®Ў)


и®ҫжҖ»дҪ“XеңЁеҢәй—ҙ[0,Оё]дёҠжңҚд»ҺеқҮеҢҖеҲҶеёғ,е…¶дёӯОё>0дёәжңӘзҹҘеҸӮж•°,иҖҢX1,X2,вҖҰXnжҳҜXзҡ„дёҖдёӘж·жң¬в…)жұӮОёзҡ„зҹ©дј°и®Ўе’ҢжңҖеӨ§дјјз„¶дј°и®Ўв…Ў)иҜ•жұӮжңҖеӨ§дјјз„¶дј°и®Ўзҡ„жңҹжңӣ.参数θ的矩估计bob全站app(д»Җд№ҲжҳҜзҹ©дј°и®Ў)и®ҫжҖbob全站app»дҪ“XпҪһU(0,ОёОё>0дёәжңӘзҹҘеҸӮж•°,X1,X2,вҖҰ,Xnдёәе…¶ж·жң¬X=1nni=1Xiдёәж·жң¬еқҮеҖј,еҲҷОёзҡ„зҹ©дј°и®ЎйҮҸдёә:2.X2.X.еұ•ејҖоқЁжҲ‘жқҘзӯ”3дёӘеӣһзӯ”#зғӯи®®#жҷ®йҖҡдәәеә”иҜҘжҖҺд№Ҳ科еӯҰеә”еҜ№гҖҺз”ІжөҒгҖҸ?иҢ№зҝҠзҘһи°•