曲阜师范大学学报（自然科学版）Issue(1)：31-35,5.DOI:10.3969/j.issn.1001-5337.2016.1.031
混合逆高斯数据下联合均值与散度模型的参数估计
Parameters Estimation for Joint Mean and Dispersion Models with Mixture Inverse Gaussian Data
摘要
Abstract
The inverse Gaussian distribution is one of the most important statistical data analysis tools for positive skew data.A generalized linear joint mean and dispersion model based on mixture inverse Gaussian distribution is presented.The maximum likehood extimation of unknown parameters is researched using EM algorithm and Fisher-Scoring method.Simulation and practice show that these models and meth-ods are useful and effective.关键词
混合回归模型/混合逆高斯分布/联合均值和散度模型/EM 算法/极大似然估计Key words
mixture regression model/mixture inverse Gaussian distribution/joint mean and disper-sion models/EM algorithm/maximum likelihood estimation分类
数理科学引用本文复制引用
杨清华,吴刘仓,詹金龙..混合逆高斯数据下联合均值与散度模型的参数估计[J].曲阜师范大学学报（自然科学版）,2016,(1):31-35,5.基金项目
国家自然科学基金项目（11261025）；国家自然科学基金项目（11126309）． （）
