首页> 外文学位 >CURVE FITTING PROBABILITY DENSITY FUNCTIONS USING THE H-FUNCTION (STATISTICS).
【24h】

CURVE FITTING PROBABILITY DENSITY FUNCTIONS USING THE H-FUNCTION (STATISTICS).

机译:使用H函数曲线拟合概率密度函数(统计)。

获取原文
获取原文并翻译 | 示例

摘要

A numerical solution for determining the Maximum Likelihood estimates for the parameters of an H-function distribution is presented. A solution for estimating the parameters given only values of moments of the sample data by use of a "method of moments" technique is also discussed. The H-function distribution determines a set of families of probability distributions. The class of first-order distributions includes many of the classical probability distributions including the exponential, Gamma, Chi-Square, Maxwell, Half-normal, Rayleigh, and Weibull distributions. By using the techniques presented in this dissertation one can fit a distribution to a data set with better fit than would be possible using one of the afore mentioned distributions.;Background material is presented on both the H-function and the H-function distribution as well as the important aspects of estimation theory. Numerical techniques for finding roots to an equation and for maximizing the value of the likelihood function are also given. A simplified solution for solving the first-order parameters using the "method of moments" is given. Numerical examples for fitting random samples drawn from classical distributions previously mentioned are given.;The correspondence between the first-order H-function family and the Generalized Gamma distribution is shown. This correspondence is used to reduce the maximum likelihood solution solution from one involving three unknowns to one with only a single unknown.;A geometric representation of distributions as points in the parameter space for the H-function is given with geometric interpretation of special movements in that space. Uniqueness of representation of the parameters in a subset of this space is also shown.
机译:提供了一种确定H函数分布参数的最大似然估计的数值解决方案。还讨论了通过使用“矩量法”技术来估计仅给定样本数据的矩量值的参数的解决方案。 H函数分布确定了一组概率分布族。一阶分布的类别包括许多经典的概率分布,包括指数分布,伽玛分布,卡方分布,麦克斯韦分布,半正态分布,瑞利分布和威布尔分布。通过使用本文中介绍的技术,可以比使用上述一种分布更适合将分布拟合到数据集。;背景材料在H函数和H函数分布上都表示为以及估算理论的重要方面。还给出了用于找到方程式的根并最大化似然函数的值的数值技术。给出了使用“矩量法”求解一阶参数的简化解决方案。给出了从前面提到的经典分布中抽取随机样本进行拟合的数值示例。给出了一阶H函数族与广义Gamma分布之间的对应关系。这种对应关系用于将最大似然解从涉及三个未知数的一个减少到只有一个未知数的一个;。作为H函数参数空间中点的分布的几何表示,给出了特殊运动的几何解释。那个空间。还显示了该空间子集中的参数表示形式的唯一性。

著录项

  • 作者

    JACOBS, HENRY WILLIAM.;

  • 作者单位

    The University of Texas at Austin.;

  • 授予单位 The University of Texas at Austin.;
  • 学科 Engineering Mechanical.
  • 学位 Ph.D.
  • 年度 1986
  • 页码 287 p.
  • 总页数 287
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号