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弹点散布方差的动态修正Bayes估计
引用本文:黄丽琨,叶鹰,王金涛,肖浩. 弹点散布方差的动态修正Bayes估计[J]. 华中科技大学学报(自然科学版), 2004, 32(8): 95-97
作者姓名:黄丽琨  叶鹰  王金涛  肖浩
作者单位:华中科技大学,数学系,湖北,武汉,430074;华中科技大学,数学系,湖北,武汉,430074;华中科技大学,数学系,湖北,武汉,430074;华中科技大学,数学系,湖北,武汉,430074
基金项目:国家自然科学基金资助项目 (6 0 0 730 4 4 )
摘    要:针对小样本情形下用传统方法对参数进行估计难以得到满意结果,在采用矩法由历史数据估计先验分布参数的基础上,将先验信息和后验信息相对化,采用动态修正Bayes估计法,对零均值正态分布的方差进行估计,建立了动态递推模型.并用蒙特卡罗法进行仿真模拟,结果表明,所采用的方法提高了估计精度.

关 键 词:小样本  Bayes方法  方差估计  指数距离  方差系数
文章编号:1671-4512(2004)08-0095-03
修稿时间:2003-11-28

The method of dynamic revised Bayesian for the variance of shot firing dispersion
Huang Likun Postgraduate, Dept. of Mathematics,Huazhong Univ. of Sci. , Tech.,Wuhan ,China. Ye Ying Wang Jintao Xiao Hao. The method of dynamic revised Bayesian for the variance of shot firing dispersion[J]. JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE, 2004, 32(8): 95-97
Authors:Huang Likun Postgraduate   Dept. of Mathematics  Huazhong Univ. of Sci. & Tech.  Wuhan   China. Ye Ying Wang Jintao Xiao Hao
Affiliation:Huang Likun Postgraduate, Dept. of Mathematics,Huazhong Univ. of Sci. & Tech.,Wuhan 430074,China. Ye Ying Wang Jintao Xiao Hao
Abstract:In consideration of the relativity of prior and the posterior information, the method of dynamic revised Bayesian was introduced to estimate the variance of normal distribution with zero mean. A model of dynamic recurrence estimate was developed. The results of monte carlo simulation showed that the method improved the estimated accuracy, and it was practical.
Keywords:small sample  Bayesian method  variance estimation  exponential distance  variance coefficient
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