参数估计

In the parameter estimation of the probability of default model,nonrandom sample selection will cause sample selec- tion bias and bring biased parameter estimation.

在贷款违约概率模型的参数估计过程中，样本选择的非随机性会产生样本选择性偏差，导致参数估计有偏。

Based on Monte Carlo method,four different weighted function moment methods for Pearson Ⅲ distribution which were developed in China are first compared by using the evaluation standard considering unbiasness and effectiveness of parameters and design values.

利用统计试验方法，以参数及设计值不偏性、有效性为评价标准，比较了现行几种权函数参数估计法，结果与以理想样本还原准则为标准所得的结论截然相反，以不偏性、有效性标准的结论是数值积分权函数法，并未对马秀峰权函数法作出改进，还从理论上比较分析以上两种评价标准，结论是理想样本还原为标准来评判估计方法的优劣存在较大缺陷，建议今后尽量不要使用该标

Existing estimation methods,in our opinion,suffer from the shortcoming of point estimation of model parameters.

文献[1，2]较好地解决了单台系统可靠性增长模型参数的估计问题，文献[3，4]提出了两种不同的多台系统可靠性增长的模型参数估计方法。

The estimation of signal parameters is an important research field of modern signal processing. It finds wide applications in many fields, such as radar, communications, sonar, seismology, radio astronomy, biomedicine engineering, etc. So, its study is of great theoretical and practical value.

信号参数估计是现代信号处理领域内一个重要分支，它在雷达、通信、声纳、地质勘探、射电天文以及生物医学工程等众多领域有着广泛而重要的应用前景，因此对各种参数估计方法的研究有着重要的理论和应用价值。

Fist, comprehensive analysis on the current study on data processing is made, and characters of Newton methods about nonlinear surveying and mapping data processing are discussed, and then new solutions to parameters estimate with multi-sources, multi-types, multi-dimension, multi-precision bynonlinear least square are presented such as PSB algorithm, digital continuation and generalized digital continuation algorithm, cone model method, tensor analysis method, GCMA(mixed algorithm of gradient method and conjugate gradient method), combining algorithm based on Newton method and gradient method and confidence region and so on, and a new fast difference iterative algorithm is proposed towards parameters estimation containing random parameters in nonlinear models, and a new solutions to nonlinear least squares surveying and mapping adjustment by parameters estimation both considering the random and nonrandom parameters is presented after studying on nonlinear data processing in deformation monitoring, and at last primary analysis on error propagation of spatial data is made and approximate error propagation formula and error analysis formula to length and area are proposed.

首先比较全面分析了目前测量数据处理理论的研究现状，讨论了牛顿类方法在处理非线性模型参数估计方面的特点，研究并给出了求解多源、多类型、多维、多精度、非线性最小二乘测量平差参数估计的若干种新方法，这包括PSB算法、数值延拓及其广义数值延拓算法、锥模型法、张量分析法、基于最速下降法和牛顿法的组合算法、基于最速下降

First, the time series model of the random road roughness running by construction machinery is built up based on the measured data of the random road roughness and by means of the basic theory and method of the time series analysis. A real-time parameter estimation method of fuzzy weighted recurrence least square algorithm is represented through analyzing the conventional recurrence least square algorithm. Then, the new recurrence algorithm and the on-line tuning method of the weighted matrix are given out, and computer simulation is performed.

首先，以实测的地面随机不平度数据为依据，应用时序分析的基本理论和方法，建立了工程机械行驶地面随机不平度的时间序列模型，并在分析传统参数估计方法递推最小二乘算法的基础上，提出了模糊加权递推最小二乘算法的参数实时估计方法，给出了在此基础上的递推算法及加权矩阵的实时在线整定方法，并对其进行了计算机仿真研究。

The third part discusses one of the core context——demand analysis,it mainly analyzes the Randomness of demand,including source and influence.Then it analyzes Poisson demand process including Characteristics,proof and the thought,feasibility and necessity of transformation to Normal Distribution and it gives the way and process of transformation——parameter estimation,Then it verifies unbias of parameter and adopts\'test of hypothesis.

第三章探讨了库存成本中的核心内容之一——需求分析，即主要针对需求的随机性进行分析，包括随机性的来源与影响，继而对需求为泊松分布进行分析，包括特点，证明及其向正态分布的转化的思想，可行性及和必要性，并给出了转化的方法及步骤——参数估计，并进行参数估计的无偏检验和假设检验。

As a result, the statistic feature of measurement error becomes different,and the derived rheological parameter estimation tends to be no unbiasedness and with the least variance.

钻井液流变模式的参数估计问题大多使用线性回归方法求解，然而，线性回归方法改变了测量误差的统计特征，使得所得到的流变参数估计不具有无偏性和方差最小等特点。

To aim at parameter estimation of signal to noise ratio and high variance in low SNR based on time frequency distribution, this paper proposed a novel algorithm based on multimodal particle swarm optimization.

针对基于时频分布的参数估计存在信噪比阈值和低信噪比下方差大的问题，提出了一种基于多峰优化粒子群算法的跳频信号参数估计新算法。

For exponential distribution, the acquired estimate expression is the same as the result obtained by other method in reference [8]; for Weibull distribution, the author prove that γ satisfies a non-linear equation and λ is afunction of y; for lognormal distribution, a iterative algorithm for parameter estimation is proposed, which is the expansion of some results in Wolynetzs Ph.D. thesis.

对指数分布，得到的估计表达式与文献[8]中使用其他方法得到的结果相同；对Weibull分布，论文证明了参数γ满足一个非线性方程，而λ则可以直接由含有γ的表达式求出；对对数正态分布，论文给出参数估计的迭代算法，这可以看成是Wolynetz博士论文结果的推广。

The split between the two groups can hardly be papered over.

这两个团体间的分歧难以掩饰。

This approach not only encourages a greater number of responses, but minimizes the likelihood of stale groupthink.

这种做法不仅鼓励了更多的反应，而且减少跟风的可能性。