最新广义Lambda分布在分布拟合中的应用.ppt

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1、广义Lambda分布在分布拟合中的应用报告人：肖青导师：周少武__________________________________________________内容3、参数估计1、研究背景2、广义Lambda分布3.1最大似然法研3.2百分比匹配法3.3矩匹配法HunanUniversityofScienceandTechnology__________________________________________________1.研究背景HunanUniversityofScienceandTechnology________

2、__________________________________________2.广义Lambda分布(1)(2)(3)HunanUniversityofScienceandTechnology__________________________________________________2.广义Lambda分布(4)HunanUniversityofScienceandTechnology__________________________________________________3.参数估计最大似然法（Maximu

3、mLikelihoodMethod）百分比匹配法（PercentileMatching）矩匹配法（MomentMatching）原点矩匹配：原点矩、中心矩、标准化中心矩、累积量；概率加权矩匹配：L矩、概率加权矩。HunanUniversityofScienceandTechnology__________________________________________________3.1最大似然法(5)(6)HunanUniversityofScienceandTechnology__________________________

4、________________________3.1最大似然法极值点的导数为0：(7)HunanUniversityofScienceandTechnology__________________________________________________3.2百分比匹配法选取4个百分点：0.05，0.25，0.75，0.95，求出对应的分位数：将这些值代入式（3），可以得到如下4个非线性方程：(8)HunanUniversityofScienceandTechnology____________________________

5、______________________3.2百分比匹配法(9)HunanUniversityofScienceandTechnology__________________________________________________3.2百分比匹配法查表选取初值KarianZA,DudewiczEJ.Fittingthegeneralizedlambdadistributiontodata:amethodbasedonpercentiles.CommunicationinStatisticsSimulationandComp

6、utation1999;28:793–819.FournierB,RupinN,BigerelleM,NajjarD,IostA,WilcoxR.Estimatingtheparametersofageneralizedlambdadistribution.ComputationalStatistics&DataAnalysis2007;51:2813–35.HunanUniversityofScienceandTechnology__________________________________________________3.

7、3矩匹配法标准化中心矩匹配(10)HunanUniversityofScienceandTechnology__________________________________________________3.3矩匹配法(11)HunanUniversityofScienceandTechnology__________________________________________________3.3矩匹配法(12)HunanUniversityofScienceandTechnology____________________

8、______________________________3.3矩匹配法其中：HunanUniversityofScienceandTechnology_________________________________