有遺漏值的生死災害過程的參數估計

標題:	有遺漏值的生死災害過程的參數估計 Estimation of the Parameters in a Birth-Death-Disaster Process with Missing Data
作者:	文敏鳴 Miin-Ming Wen 彭南夫 Na-Fu Peng 應用數學系所
關鍵字:	生死災害過程, 出生率, 死亡率, 災害率, 期望值最大化演算法亂數性測定;Birth-Death-Disaster Process, Birth Rate, Death Rate, Disaster Rate, EM Algorithm, Runs Test.
公開日期:	1992
摘要:	本論文將討論在固定區間內有無遺漏值的生死災害過程的參數估計, 並且比較這兩類估計值. The aim of this paper is to find estimators of the parameters in the Birth-Death-Disaster Processes. If we observe the process with complete data, then the MLE can be obtained. If the process is with some missing data, we se EM Algorithm to find estimators. In both cases, we are sampling over a fixed interval [0,T].
URI:	http://140.113.39.130/cdrfb3/record/nctu/#NT810507025 http://hdl.handle.net/11536/57128
Appears in Collections:	Thesis