渭南师范学院学报:综合版
渭南師範學院學報:綜閤版
위남사범학원학보:종합판
Journal of Weinan Teachers College
2012年
12期
5-8,31
,共5页
非线性回归%样本值%变分法%泛函极值
非線性迴歸%樣本值%變分法%汎函極值
비선성회귀%양본치%변분법%범함겁치
nonlinear regression%sample value%variational method%functional extremum
研究具有统计相关关系的二维连续型随机变量(ξ,η)的非线性回归分析问题:η=f(ξ)+ε,ξ的分布是已知的,ξ与ε独立,ε—N(0,σ2).首先推得(ξ,η)的联合密度φ(x,y),通过对φ(x,y)统计学性质、几何性质研究,将非线性回归问题归结为泛函极值问题,应用变分法,对于ξ服从不同的分布及η满足不同的约束条件,得出了依据(ξ,η)的一组样本值确定回归曲线f(x)的解析解的方法.
研究具有統計相關關繫的二維連續型隨機變量(ξ,η)的非線性迴歸分析問題:η=f(ξ)+ε,ξ的分佈是已知的,ξ與ε獨立,ε—N(0,σ2).首先推得(ξ,η)的聯閤密度φ(x,y),通過對φ(x,y)統計學性質、幾何性質研究,將非線性迴歸問題歸結為汎函極值問題,應用變分法,對于ξ服從不同的分佈及η滿足不同的約束條件,得齣瞭依據(ξ,η)的一組樣本值確定迴歸麯線f(x)的解析解的方法.
연구구유통계상관관계적이유련속형수궤변량(ξ,η)적비선성회귀분석문제:η=f(ξ)+ε,ξ적분포시이지적,ξ여ε독립,ε—N(0,σ2).수선추득(ξ,η)적연합밀도φ(x,y),통과대φ(x,y)통계학성질、궤하성질연구,장비선성회귀문제귀결위범함겁치문제,응용변분법,대우ξ복종불동적분포급η만족불동적약속조건,득출료의거(ξ,η)적일조양본치학정회귀곡선f(x)적해석해적방법.
The paper studies the analysis of two dimensional continuous random variable nonlinear regression with statistical correlation, that is, η = f(ξ) + ε , the distribution ξ is known and ξ is independent of ε, ε N(0, σ2 ) . The joint density (ξ,η) is φ(x,y) , and based on the study of the statistical properties φ(x,y) , geometrical properties, the nonlinear regression problem is considered to be attributed to functional extremum problem. By the variational method, for the different distxibutions of ξ and the dif- ferent constraint conditions of η , according to a group of sample values of (ξ, η) , the analytical method to determine the regression curvesf(x) is obtained.