In the Gaussian distribution; for the variance. In order for the mutation step size increase and decrease in genetic algebra, this set as dynamic parameters 翻译结果4复制译文编辑译文朗读译文返回顶部 In the formula, the Gaussian distribution; for the poor. In order for the variations of which fu...
In detail, we apply an unbiased ML estimator and a robust estimator for the variance of a Gaussian distribution to the variance of a generalized Gaussian distribution and calculate the mean square error. Then, we determine how the performance (= inverted MSE) changes as the actual distribution ...
In the case n=2, the random variable \\(2{S^{2}_{2}}\\) has the chi-square distribution with 1 degree of freedom if and only if X 1 and X 2 are Gaussian random variables with \\(\\mathbb {E}X_{1}=\\mathbb {E}X_{2}\\) and \\(\\mathbb {E}(X_{1}-\\mathbb {E...
It is shown that the variance estimate from a Gaussian mixture distribution has the same properties as the variance estimate from a single Gaussian distribution based on a reduced number of samples. Hence, well-known tools for variance estimation and ranking of single Gaussian distributions can be ...
A Gaussian distribution should only be used in this case when the standard deviation is small compared to the range of variation (the length of the interval). In general, when the interval is finite, the parameters of the distribution should be evaluated numerically, as suggested by I. Lira,...
Here, [formula] represents the bias of the estimator relative to parameter [formula], and [formula] is the expected value of the estimator. For example, [formula] can be the mean of all observed data.As an illustration, if [formula] follows a Gaussian distribution with expected ...
Through the activation of an auxiliary output unit, this method provides a measure of the uncertainty of the usual network output for each input pattern. The authors derive the cost function and weight-update equations for the example of a Gaussian target error distribution, and demonstrate the ...
aassumed to be independent over time and follow a Gaussian distribution with mean 0 and variance Σ(see Chapter 5 or Appendix 15.1 for a definition). 随着时间的过去假设是独立的和跟随高斯发行以手段0和变化Σ(为定义看第5章或附录15.1)。[translate]...
GARCH(1,1) Conditional Variance Model (Gaussian Distribution): Value StandardError TStatistic PValue ___ ___ ___ ___ Constant 0.010868 0.0012972 8.3779 5.3898e-17 GARCH{1} 0.80452 0.016038 50.162 0 ARCH{1} 0.15432 0.013852 11.141 7.9447e-29 Generate MMSE forecasts. Use the fitted model ...
Distribution: Name = "Gaussian" P: 1 D: 0 Q: 0 Constant: NaN AR: {NaN} at lag [1] SAR: {} MA: {} SMA: {} Seasonality: 0 Beta: [1×0] Variance: [GARCH(1,1) Model] The model output shows that agarchmodel is stored in theVarianceproperty of thearimamodel,Mdl....