The Tests of Optimum Constant-Stress Accelerated Life under Multivariate Exponential Distribution 多元指数分布下恒定应力加速寿命试验的优化设计
Using system recognization, multivariate distribution and linear model, the wave law of product ore is studed, and the mathematical model is set up. 运用系统辨识、多元分布以及线性模型等工具,研究和探讨了矿石品位波动规律,建立了数学模型。
A method of getting multivariate distribution functions by B-splines 多元分布函数的一种B-样条构造法
Improvement of interval estimation for generalized variance in multivariate normal distribution; 本文对两正态混合分布参数估计问题进行了研究。
Then it can establish the estimators of means and covariance matrix of the multivariate normal distribution, and estimate their confidence limits and intervals in each state. 文中详细讨论了多个状态下二元正态分布均值和方差的无偏估计和置信区间估计。
The goodness-of-fit test for a multivariate distribution by using PP and bootstrap method 用投影寻踪自助法进行多元分布函数的拟合优度检验
Not only is non-linear dependence between financial markets able to be caught, but also flexible multivariate distribution which can be use to analyze portfolio Value-at-Risk is able to receive from this model. 指出该模型不仅可以捕捉金融市场间的非线性相关性,还可以得到更灵活的多元分布进而用于资产投资组合VaR分析。
Throught the multivariate exponential distribution model built, it even reflects the advantage of depiction dependence. 通过建立的多维指数分布模型,进一步体现了这种刻画相依性方式的优越性。
A copula which is a function that links univariate margins to the multivariate distribution perfectly describes the dependent stucture among multivariate random variables, see [ Nelsen ( 1999)] for detail. 连接函数工具将多个随机变量的联合分布与它们各自的边际分布联系了起来,主要用来描述变量间的相依关系,关于这方面的详尽论述可见[Nelsen(1999)]。
The major characteristic of the new method is that it computes the portfolio's VaR by using the functions of copula and marginal distributions only, and don't need to confirm the expression of the multivariate distribution. 其主要特点是只需要考虑连接函数与边际分布,就可以计算投资组合的在险价值,而不需要确定联合分布的具体形式。
On Tests for Class-Equi-Corelation Coefficients of Standard Symmetric Multivariate Distribution 标准对称组间等相关分布的相关系数的估计及检验
A Solution of Generating Random Numbers from Multivariate Distribution in terms of the Frailty Model 产生多维随机变量值的脆弱模型法
This paper gives the probability nature of multivariate normal distribution and distribution. Also discussed is how to test variance of 2-dimensional normal distribution. 给出了多维正态分布与x~2分布的概率性质,讨论了在小样本检验中如何检验同方差的二维正态分布的方差问题。
Compared with traditional methods, this method not only has higher precision but also solves the problem of reliability assessment with only one experiment datum of the multivariate normal distribution in a state. 与传统方法相比,该方法不但具有更高的精度,而且解决了一种状态下只有一个试验数据时多变量(多指标)产品可靠性评定的难题。
Multivariate statistical process control bases on the theory of multivariate statistic analysis, especially multivariate t distribution theory. 多变量统计过程控制图是以多元统计分析理论,特别是多元t分布理论为基础建立的统计过程控制技术。
Tail Equivalent of Multivariate Distribution Functions in the Maxima Domain of Attraction 多维最大值吸引场中分布函数的尾等价问题
The question of interval estimation for the generalized variance in multivariate normal distribution is discussed. The improvement of the best affine equivariant interval estimation both in coverage probability and in length is given. 讨论了多元正态分布广义方差的区间估计问题,给出了在覆盖率及长度上均优于最优仿射同变区间估计的改进估计。
Local Influence Analysis for the Data from Multivariate t Distribution 多元t分布数据的局部影响分析
At last, the relations between multivariate Poisson distribution and multinomial distribution or multivariate normal distribution are given. 最后给出了多元Poisson分布与多项分布以及多元正态分布之间的关系。
A New Test on Random Distribution and Multivariate Normal Distribution 一般分布和多元正态分布的检验
In connection with the key problems in solving this kind of model, a novel method combining the advantages of number-theoretic method and Monte-Carlo method& number-theoretic Monte-Carlo method in computing multivariate normal distribution function with high efficiency have been proposed. 针对求解过程中的关键问题,提出了计算多元正态分布函数的数论投点法,它结合了数论方法和蒙特卡洛方法的优点,达到了很高的效率。
Especially, we verify that copula method can obtain more practical VaR value than traditional model of multivariate normal distribution. 尤其是验证了借助连接函数理论,能够取得比传统的多元联合正态分布模型更符合实际的VaR数据。
Put it together with Laplace distribution to get a multivariate distribution function. 将它与边缘分布函数结合构成联合分布函数,最终得到投资组合的分布函数。
A reliability analysis method is presented using the representative points set of multivariate distribution as random variable set based on number-theoretic. 提出了基于均匀散布理论,应用多元分布代表点集合作为随机变量集合的可靠性分析方法。
Experiment results show that copula multivariate distribution has better retrieval performance than univariate distribution on the phase of the complex wavelet. 实验表明在复数小波相角系数上copula多维模型的检索性能要优于单变量模型。
As we know, the Copula function does not limit the choice of the marginal distributions and can construct flexible multivariate distribution. 而Copula函数不限制边缘分布的选择,可以构造灵活的多元分布。
This study can enrich the baseline period study in the non-parametric multivariate distribution and improve the SPC theoretical system and provide a new basis for the theoretical study. 本研究能够丰富为多元非参数分布过程的回溯分析理论,开拓相关问题的研究思路,完善SPC理论体系,为方法研究提供理论依据。
First, the edge of the distribution is not limited restrictions Copula theory can be constructed by the flexible multivariate distribution. 第一,不受到限制边缘分布的限制,由Copula理论可以构造出灵活多样的多元分布。
The copula of a multivariate distribution can be considered to describe the dependence structure. In the upcoming studies, we will focus on how to quantify so as to capture the potential of the tail features and the impact of the dependence structure. 在将要进行的研究中,我们重点研究如何量化潜在的相依结构对于有关尾行为产生的影响。
The hierarchical here mainly refers that the coefficients of the explanatory variables in the model is a specified multivariate normal distribution. In this multivariate normal distribution, the elements of its covariance matrix are assumed to follow inverse gamma distribution. 这里的分层主要是指模型中解释变量的系数会服从于一个指定的多元正态分布,而在这个多元正态分布中,其协方差矩阵中的元素假定服从于逆伽马分布。