基于区间数据的非参数Bayes估计

上海大学学报(自然科学版) ›› 2010, Vol. 16 ›› Issue (3): 290-296.

基于区间数据的非参数Bayes估计

周丽萍,程建强,何幼桦

（上海大学理学院,上海 200444）

出版日期:2010-06-28 发布日期:2010-06-28

Nonparametric Bayesian Estimation Based on Interval Censored Data

ZHOU Li-ping,CHENG Jian-qiang,HE You-hua

(College of Sciences, Shanghai University, Shanghai 200444, China)

Online:2010-06-28 Published:2010-06-28

摘要/Abstract

摘要：

基于Dirichlet过程为先验分布,给出区间数据下总体分布非参数Bayes估计的表达式;通过对常用分布的随机模拟,阐述几类先验分布对估计效果的影响;最后,与参数极大似然法比较,证明所构造的方法具有相近的估计效果.

关键词: Dirichlet过程;区间数据;Bayes估计;非参数估计

Abstract:

The nonparametric Bayesian estimation of population distribution with interval censored data based on Dirichlet process as a prior distribution is gived. By random simulation for some common distributions, the effects of some prior distributions on the estimated results are discussed. Comparison between the proposed method and the parametric maximum likelihood method shows similar estimation effects.

Key words: Dirichlet process; interval censored data; Bayesian estimation; nonparametric estimation

周丽萍,程建强,何幼桦. 基于区间数据的非参数Bayes估计[J]. 上海大学学报(自然科学版), 2010, 16(3): 290-296.

ZHOU Li-ping,CHENG Jian-qiang,HE You-hua. Nonparametric Bayesian Estimation Based on Interval Censored Data[J]. Journal of Shanghai University（Natural Science Edition）, 2010, 16(3): 290-296.