| 定数截尾下对数正态分布的MCEM加速算法 |
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| 引用本文： | 严海芳.定数截尾下对数正态分布的MCEM加速算法[J].科技通报,2012,28(7):20-22. |
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| 作者姓名： | 严海芳 |
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| 作者单位： | 青海大学基础部,青海西宁,810016 |
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| 摘 要： | 利用MCEM加速算法,在定数截尾场合下给出了对数正态分布的参数估计,并通过数据模拟进一步验证了MCEM加速算法在参数估计中比EM算法更有效,收敛速度更快。
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| 关 键 词： | 对数正态分布 MCEM加速算法 参数估计 定数截尾 |
MCEM Algorithm of Parameters Estimation for Logarithmic Normal Distribution on Fixed Number Truncation |
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| YAN Haifang.MCEM Algorithm of Parameters Estimation for Logarithmic Normal Distribution on Fixed Number Truncation[J].Bulletin of Science and Technology,2012,28(7):20-22. |
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| Authors: | YAN Haifang |
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| Institution: | YAN Haifang(Department of Fundamented Courses,Qinghai University,Xining 810016,China) |
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| Abstract: | In this article,MCEM algorithm is applied to present the parametric estimation of logarithmic normal distribution on fixed number truncation.Data simulation are also made to show that MCEM algorithm is more effective than EM with a fast convergence speed. |
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| Keywords: | logarithmic normal distribution MCEM algorithm parameter estimation fixed number truncation |
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