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对数正态分布几何过程的统计推断

陈舜华,吕纯濂,梅宝琳   

  1. 南京气象学院;金肯学院;南京气象学院 南京 210044 ;南京 211156 ;南京 210044
  • 出版日期:2003-03-20 发布日期:2003-03-20

陈舜华,吕纯濂,梅宝琳. 对数正态分布几何过程的统计推断[J]. 数值计算与计算机应用, 2003, 24(3): 189-196.

STATISTICAL INFERENCE FOR GEOMETRIC PROCESS OF LOGNORMAL DISTRIBUTION

  1. Chen Shunhua (Nanjing Institute of Meteorology, Nanjing 210044) Lu Chunlian (Jinken University, Nanjing 211156) Mei Baolin (Nanjing Institute of Meteorology, Nanjing 210044)
  • Online:2003-03-20 Published:2003-03-20
1.定义和概念 对来自具有趋势项点过程的一组数据进行建模时,一种直接的方法是用某种单调过程对这些数据进行模拟,作为这种特殊的单调过程,现介绍所谓的几何过程的定义
In this paper, under the assumption that a geometric process at the start point follows a lognormal distribution, the statistical inference problem for the geometric process is studied. The parameters in it are estimated by the maximum likelihood method and a modified moment method, respectively. Then some suggestions are made based on the theoretical results and the simulation experiments.
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