| 系统平均性能测度的稳健估计 |
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| 引用本文： | 邹志红,张正军,冯允成. 系统平均性能测度的稳健估计[J]. 系统工程理论与实践, 1997, 17(8): 27-31. DOI: 10.12011/1000-6788(1997)8-27 |
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| 作者姓名： | 邹志红 张正军 冯允成 |
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| 作者单位： | 1. 北京航空航天大学管理学院;2. 对外贸易大学信息经济系 |
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| 摘 要： | 研究离散事件仿真中系统平均性能测度θ的估计问题，建立了θ的一种新的估计量—切尾均值．研究表明，这种估计在某些非正态分布中优于传统的估计量—样本均值，并具有稳健性．通过仿真实验对两种估计量进行了评价和比较，并讨论了在正态分布情形中使用切尾均值估计的损失．
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| 关 键 词： | 仿真输出分析 稳健估计 均方误差 |
| 收稿时间： | 1996-01-16 |
Stability Analysis of Investment Systems |
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| Qi Chuanda Yu Yingda Song Xinyu. Stability Analysis of Investment Systems[J]. Systems Engineering —Theory & Practice, 1997, 17(8): 27-31. DOI: 10.12011/1000-6788(1997)8-27 |
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| Authors: | Qi Chuanda Yu Yingda Song Xinyu |
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| Affiliation: | Beijing University of Aeronautics and Astronautics, school of management, 100083 |
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| Abstract: | Considering the estimation problem for the mean performance measure of system, the new estimates of θ,trimmed means are proposed. It is indicated that these estimates are robust and superior to the legend estimates, sample means in many situations, especially in the cases pointed out in this paper. The results of Monte Carlo simulations are consistent with our study. |
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| Keywords: | Investment systems equilibrium solution globally asymptotic stability |
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