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OALib Journal期刊
ISSN: 2333-9721
费用：99美元
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基于右截尾数据的近极值事件的态密度估计
, PP. 33-38
Keywords: 右截尾数据,态密度,极值统计,吸引场,蒙特卡洛方法,核密度估计
Abstract:
右截尾数据在实际数据中经常出现,如材料的疲劳试验等.本文研究基于右截尾数据的近极值事件的态密度(dos)估计问题.首先定义右截尾数据类型下的态密度,接着推导了平均态密度的精确表达式.然后在大样本情形,利用蒙特卡洛(monte-carlo)方法、核密度估计方法等来估计平均态密度.最后应用monte-carlo模拟和亚马尔半岛的夏天气温数据说明了本文的方法,结果表明平均态密度的近似结果与经验结果均拟合得很好.
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