最大似然估计就是已知数据来求模型的最适参数,maximize the probability of observing the data。 Given the observed data and a model of interest, we need to find the one Probability Density Function/Probability Mass Function (f(x|θ)), among all the probability densities that are most likely to ...
In this paper some properties and analytic expressions regarding the Poisson lognormal distribution such as moments, maximum likelihood function and related derivatives are discussed. The author provides a sharp approximation of the integrals related to the Poisson lognormal probabilities and analyzes the ...
By using a generalization of the Poisson process, distributions can be constructed that show appropriate amounts of underdispersion relative to the Poisson distribution that may be apparent from observed data. These are then used to examine the differences between the distributions of numbers of fetal...
In other words, there are independent Poisson random variablesand we observe their realizations The probability mass function of a single draw iswhere: is the parameter of interest (for which we want to derive the MLE); the support of the distribution is the set of non-negative integer ...
1. the condition of being likely or probable; probability 2. something that is probable 3. (Statistics) statistics the probability of a given sample being randomly drawn regarded as a function of the parameters of the population. The likelihood ratio is the ratio of this to the maximized likel...
a set of probability distributions that could have generated the data; each distribution is identified by a parameter (the Greek letter theta). Roughly speaking, the likelihood is a function that gives us the probability of observing the sample ...
The use of the MLEM algorithm that identifies a solution maximizing the log-likelihood function of the Poisson distribution and satisfying a non-negative constraint seems to be appropriate for solving the ill-posed inverse problem associated with our forward model in Equation (3). In this study, ...
Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models The Tweedie compound Poisson distribution is a subclass of the exponential dispersion family with a power variance function, in which the value of the powe... Y Zhang - 《Statistics & Computing》 被引量: 72发表...
We write the likelihood function as L(θ;x)=∏ni=1f(Xi;θ)L(θ;x)=∏i=1nf(Xi;θ) or sometimes just L(θ). Algebraically, the likelihoodL(θ ; x) is just the same as the distribution f(x ; θ), but its meaning is quite different because it is regarded as a function of θ...
Maximum wind speeds related to probability are calculated with the classical peaks over threshold method, where a statistical distribution function is fitted ... M Kunz,S Mohr,M Rauthe,... - 《Natural Hazards & Earth System Sciences & Discussions》 被引量: 61发表: 2010年 Nonexistence of the...