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1.
《统计学通讯:模拟与计算》2012,41(6):688-709
We begin by definition of semi-Markov flow and discussion of its properties. Asymptotic behavior of multi-server and single-server queueing systems is studied under assumption of time-compression or service time growth. The results obtained are used for calculation of large systems reliability. Statistical estimates of parameters involved are also provided. 相似文献
2.
Harold Sackrowitz 《Journal of statistical planning and inference》1982,6(3):287-296
The problem is that of estimating the probabilities of m independent binomial random variables when their probabilities are known to be nondecreasing and the loss function is squared error. In the cases where the m.l.e. is inadmissible (essentially when the total number of trials is 7 or more) we present a method for modifying the m.l.e. to get a better estimator. The method requires a series of changes. At each step we alter the action taken by the m.l.e. on each of three, appropriately chosen, points in the sample space. 相似文献
3.
Kuang Xiaolei 《佛山科学技术学院学报(社会科学版)》1989,(4)
本文基于Nyquest稳定性准则和扩充频率法,对含有滞后环节的被控对象的系统,提出一个能在微型计算机上实现的、能进行比例、比例加积分(和加微分)的整定参数计算的计算机辅助设计算法.本法使用了寻优技术,能快速求得结果. 相似文献
4.
J.A. Eccleston 《Journal of statistical planning and inference》1980,4(3):291-297
The construction of experimental designs by recursive techniques is studied in this paper. Formulae for the recursive addition or deletion of data from a design are derived for a typical sub-hypothesis situation of a general experimental design. These results are used to consider the recursive construction of experimental designs with respect to different optimality criteria. This approach to the construction of designs is quite different to that of the well-established theory of optimal design. 相似文献
5.
《统计学通讯:模拟与计算》2012,41(6):804-819
Poisson point processes play important role in various domains of Probability Theory and Mathematical Statistics. In this article, we investigate only two applications of Poisson point processes: a generated white noise problem and parameters estimation problem. This work continues the investigations started in paper Egorov and Kondybaev (2009). 相似文献
6.
David C. Hamilton & O. Knop 《Journal of the Royal Statistical Society. Series C, Applied statistics》1998,47(2):173-185
Methods of estimation and inference are presented for the situation where two non-linear regression models with unequal error variances contain some parameters in common. Such a situation arises in structural chemistry, when bond lengths are available for three nearly collinear atoms in crystals and a model is required to quantify the extent and form of the relationship between the longer and the shorter bond. Some atomic triples are symmetric and require a different model and error variance from those required by the asymmetric triples. The profile likelihood for the regression parameters is a weighted sum of the logarithms of the sums-of-squares functions from each model, and the estimates can be obtained by using a simple modification to a standard non-linear least squares program. A likelihood ratio test for assessing whether the parameters in common are equal is described. When these techniques are applied to two data sets consisting of bond lengths for bromine–tellurium–bromine and sulphur–tellurium–sulphur triples, there is no evidence against the equality hypothesis. An extension to the model to allow for a non-constant variance is required for proper analysis of the sulphur–tellurium–sulphur data. 相似文献
7.
In this paper we analyse the performances of a novel approach to modelling non-linear conditionally heteroscedastic time series
characterised by asymmetries in both the conditional mean and variance. This is based on the combination of a TAR model for
the conditional mean with a Constrained Changing Parameters Volatility (CPV-C) model for the conditional variance. Empirical
results are given for the daily returns of the S&P 500, NASDAQ composite and FTSE 100 stock market indexes. 相似文献
8.
本文应用时间序列分析及参数识别技术,对于滑动轴承油膜动力特性的现场识别方法进行了研究,提出了转子—轴承系统的简化模型,对于某可倾瓦轴承进行了计算机仿真计算,结果表明在阻尼比较小时,本方法结果与理论值相当一致。 相似文献
9.
In any model the values of estimates for various parameters are obtained from different sources each with its own level of uncertainty. When the probability distributions of the estimates are obtained as opposed to point values only, the measurement uncertainties in the parameter estimates may be addressed. However, the sources used for obtaining the data and the models used to select appropriate distributions are of differing degrees of uncertainty. A hierarchy of different sources of uncertainty based upon one's ability to validate data and models empirically is presented. When model parameters are aggregated with different levels of the hierarchy represented, this implies distortion or degradation in the utility and validity of the models used. Means to identify and deal with such heterogeneous data sources are explored, and a number of approaches to addressing this problem is presented. One approach, using Range/Confidence Estimates coupled with an Information Value Analysis Process, is presented as an example. 相似文献
10.