| 用Fisher信息阵处理截断正态分布的参数估计 |
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| 引用本文： | 张海娟,张晓冉,温艳清,郭明明.用Fisher信息阵处理截断正态分布的参数估计[J].重庆工商大学学报(自然科学版),2007,24(3):228-229,263. |
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| 作者姓名： | 张海娟 张晓冉 温艳清 郭明明 |
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| 作者单位： | 燕山大学,理学院,河北,秦皇岛066004 |
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| 摘 要： | Fisher信息阵是得到渐进协差阵的一种方法.在很多事例中得到的样本协差阵,其计算是很繁杂的.这里基于Fisher信息阵所用的二阶导,得到了简便的计算方法.
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| 关 键 词： | Fisher信息 协差阵 截断正态分布 |
| 文章编号： | 1672-058X（2007）03-0228-02 |
| 收稿时间： | 2006-12-14 |
| 修稿时间： | 2006-12-142007-03-09 |
Using Fisher information matrix to deal with parameter estimation for truncated samples from normal distribution |
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| ZHANG Hai-juan,ZHANG Xiao-ran,WEN Yan-qing,GUO Ming-ming.Using Fisher information matrix to deal with parameter estimation for truncated samples from normal distribution[J].Journal of Chongqing Technology and Business University:Natural Science Edition,2007,24(3):228-229,263. |
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| Authors: | ZHANG Hai-juan ZHANG Xiao-ran WEN Yan-qing GUO Ming-ming |
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| Institution: | School of Science, Yanshan University, Hebei Qinhuangdao 066004, China |
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| Abstract: | Fisher information matrix is a way to obtain covariance matrix.In many examples,if covariance matrix is arrived at,the calculation is complex.Based on the second derivative which is used by Fisher information matrix,the simplified calculation method is obtained. |
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| Keywords: | Fisher information covariance matrix truncated normal distribution |
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