| 完全极大似然估计 |
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| 引用本文： | 赵胜利,朱道元,冯玉英. 完全极大似然估计[J]. 东南大学学报(自然科学版), 2000, 30(1): 136-140 |
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| 作者姓名： | 赵胜利 朱道元 冯玉英 |
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| 作者单位： | 东南大学应用数学系,南京,210096 |
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| 摘 要： | 证明了关于完全极大似然估计的一个重要定理，说明当参数的2个不同的变换的某些分量完全相同时，它们的完全极大似然估计是相同的，另外，给定了正态分布和负指数分布的参数以一定的先验分布，在此基础上计算它们的完全极大似然估计，得到了与贝叶斯参数估计形式非常相似的结果。
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| 关 键 词： | 完全极大似然估计 先验分布 先验分布密度 |
Totally Maximum Likelihood Estimation |
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| Zhao Shengli,Zhu Daoyuan,Feng Yuying. Totally Maximum Likelihood Estimation[J]. Journal of Southeast University(Natural Science Edition), 2000, 30(1): 136-140 |
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| Authors: | Zhao Shengli Zhu Daoyuan Feng Yuying |
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| Abstract: | We prove an important theorem about the totally maximum likelihood estimation. When the parameters are given two different transforms that have some identical quantities we get the same totally maximum likelihood estimations of the identical quantities, this is the meaning of the theorem. Additionally, we give some prior distributions to the parameters of the normal distribution and negative exponential distribution and calculate the totally maximum likelihood estimations. The results are similar with that of Bayes' results. |
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| Keywords: | totally maximum likelihood estimation prior distribution prior distribution density |
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