[1]赵胜利,朱道元,冯玉英.完全极大似然估计[J].东南大学学报(自然科学版),2000,30(1):136-140.[doi:10.3969/j.issn.1001-0505.2000.01.027]
 Zhao Shengli,Zhu Daoyuan,Feng Yuying.Totally Maximum Likelihood Estimation[J].Journal of Southeast University (Natural Science Edition),2000,30(1):136-140.[doi:10.3969/j.issn.1001-0505.2000.01.027]
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完全极大似然估计()
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《东南大学学报(自然科学版)》[ISSN:1001-0505/CN:32-1178/N]

卷:
30
期数:
2000年第1期
页码:
136-140
栏目:
数学、物理学、力学
出版日期:
2000-01-20

文章信息/Info

Title:
Totally Maximum Likelihood Estimation
作者:
赵胜利 朱道元 冯玉英
东南大学应用数学系, 南京 210096
Author(s):
Zhao Shengli Zhu Daoyuan Feng Yuying 
Department of Applied Mathematics, Southeast University, Nanjing 210096
关键词:
完全极大似然估计 先验分布 先验分布密度
Keywords:
totally maximum likelihood estimation prior distribution prior distribution density
分类号:
O212.1
DOI:
10.3969/j.issn.1001-0505.2000.01.027
摘要:
证明了关于完全极大似然估计的一个重要定理,说明当参数的2个不同的变换的某些分量完全相同时,它们的完全极大似然估计是相同的.另外,给定了正态分布和负指数分布的参数以一定的先验分布,在此基础上计算了它们的完全极大似然估计,得到了与贝叶斯参数估计形式非常相似的结果.
Abstract:
We prove an important theorem about the totally maximum likelihood estimation. When the parameters are given two different transforms that have some identical quantities we get the same totally maximum likelihood estimations of the identical quantities, this is the meaning of the theorem. Additionally, we give some prior distributions to the parameters of the normal distribution and negative exponential distribution and calculate the totally maximum likelihood estimations. The results are similar with that of Bayes’ results.

参考文献/References:

[1] 方开泰.实用多元统计分析.上海:华东师范大学出版社,1986.83~87
[2] 张尧庭,陈汉峰.贝叶斯统计推断.北京:科学出版社,1991.58~60
[3] 张尧庭,方开泰.多元统计分析引论.北京:科学出版社,1982.79~98

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备注/Memo

备注/Memo:
第一作者:男, 1974年生,硕士研究生.
更新日期/Last Update: 2000-01-20