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Describes general methods of point and interval parameter estimation and the small and large sample properties of estimators: method of moments, maximum likelihood, unbiased estimation, Rao-Blackwell and Lehmann-Scheffe theorems, information inequality, asymptotic relative efficiency of estimators.

点估计和区间估计的一般方法,估计量的小样本和大样本性质:矩法,极大似然估计,无偏估计,Rao-Blackwell 和 Lehmann-Scheffe 理论,信息不等式,渐进相对有效估计量。

In this paper, we study characterizations of admissible in the general linear model Y, Xβ,ε|ε~(0,σ~2∑. We demonstrate that an admissible linear estimator is as the conditional generalized ridge-type estimation in the no constraint, equality constraint, inequality constraint general linear model. We study the superiority of this conditional generalized ridge-type estimation, and prove that it is superior to the restricted best linear unbiased estimator in terms of mean squares. We also give the choice of the matrix K.

本文主要研究了一般线性模型Y,Xβ,ε|ε~(0,σ~2∑中参数估计的可容许性特征,得到了一般线性模型在无约束,有等式约束及有不等式约束下,可容许线性估计均具有条件广义岭估计的形式的结论,并且讨论了这一条件广义岭估计的优良性,证明了其在均方误差和均方误差矩阵意义下都优于约束最小二乘估计,给出了参数矩阵K的选取方法。

We first state general linear model, ridge-type estimator and general ridge-type estimator, and the constraint biased estimator. And then, we introduce some basic theory about matrix and some conclusion about the admissibility of estimator in Gauss-Markov model. In the third chapter, we discussion several equivalent characterization of the best linear unbiased estimation, we proved that admissible characterization of admissible of linear estimation is as conditional general ridge-type estimation in general linear model. A necessary and sufficient condition that homogeneous linear estimator is admissible estimator is obtained.

本文首先概述了一般线性模型,岭估计及约束岭估计的发展历史和研究现状,在第二章介绍了矩阵的一些基本知识和可容许性的一些基本结论,第三章讨论了一般线性模型最佳线性无偏估计的几个等价条件,以及线性估计的可容许性特征,得到了一般线性模型的可容许线性估计均具有条件广义岭估计的形式,给出了一个齐次线性估计为可容许估计的充分必要条件。

In the fourth chapter, we discussion the characterization of admissible in the general linear model under equality constraint and inequality constraint, we give the necessary and sufficient condition that homogeneous linear estimator is admissible estimator, and by using the relationship between homogeneous and inhomogeneous linear estimator, we obtain the characterization of admissible inhomogeneous linear estimator.

第四章分别在带等式约束条件以及不等式约束条件下,讨论了一般线性模型线性估计的可容许性特征,给出了在约束条件下齐次线性估计为可容许估计的充分必要条件,同时利用齐次线性估计与非齐次线性估计之间的关系,把齐次线性估计的可容许性特征推广到了非齐次线性估计的可容许性特征。

In Section 3,we give the simple narration aboutthe Bayesian analysis and Bayesian inference of the general linear model,and consider two specifica-tion of the general linear model.Based on these we give the point estimation,region estimation(includ-ing the high posterior density estimation)to the parameters and the predictive analysis of the generallinear model and so on.And in the final of this chapter we introduce some relative references about theBayesian analysis of Linear Model.

第三节就布罗米林对一般线性模型所作的贝叶斯分析与推断给出简单阐述,考虑了一般线性模型的两种设定,基于此给出一般线性模型参数的点估计、区域估计以及预测等贝叶斯分析和推断,并且介绍有关线性模型的贝叶斯分析的主要参考文献。

As one of the leading branches of the modern statistics, the riouparametric regression analysis is widely applied to explore the relationship between the the response variable y and the covariable A'.

对于非参数回归人们提出了许多估计方法,如核估计,局部多项式估计,光滑样条估计,级数估计(傅里叶级数估计,小波级数估计)等。这些方法本质上讲都是局部估计或局部光滑,当回归变量X为一维变量时,非参数回归函数用这些方法一般都能得到很好的估计。

In this doctorial dissertation,we study the stabilization,strong stabilization and estimation problem in the framework of nest algebras in Hilbert space.

本文我们是在套代数框架下,研究Hilbert空间中线性系统的稳定化、强稳定化以及一般估计问题。

It was estimated that the full displacement of the ship is approximately 20,000 tonnes.

一般估计船的全部排水量大约是20,000吨。

All of the 14 exhibitors interviewed questioned the figure of 5,200 given by Fair director G.B.

有14家参展厂商接受了采访,都对交易会主任霍佛尔提供的5,200人这个数字表示怀疑,一般估计是2,500人。

All of the 14 exhibitors interviewed questioned the figure of 5,200 given by Fair director G.B. Hovel; the consensus was 2,500 attendees.

有14家参展厂商接受了采访,都对交易会主任霍佛尔提供的5,200人这个数字表示怀疑,一般估计是2,500人。

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