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论文摘要

混合二维正态分布的代表点

Representative Points of Mixed Two-dimensional Normal Distribution

作者:吴丽华(四川大学数学学院);叶杨(四川大学数学学院)

Author:WU Li-Hua(College of Mathematics, Sichuan University);YE Yang(College of Mathematics, Sichuan University)

收稿日期:2015-05-09          年卷(期)页码:2016,53(4):713-718

期刊名称:四川大学学报: 自然科学版

Journal Name:Journal of Sichuan University (Natural Science Edition)

关键字:统计仿真,混合二维正态分布,代表点,自助法

Key words:Statistical Simulation, Two-dimensional Mixed Normal Distribution, Representative Points, Bootstrap

基金项目:国家自然科学基金面上项目(11471229)

中文摘要

本文给出了寻找混合二维正态分布代表点的算法,并从分布偏差以及均方误差的角度,分别对蒙特卡洛代表点、基于数论方法的代表点及基于均方误差准则的代表点这三种不同类型的代表点各自组成的近似总体与真实总体进行比较. 结果表明,基于均方误差准则的代表点更逼近真实总体,所以基于均方误差准则的代表点的代表性优于蒙特卡洛代表点和基于数论方法的代表点. 最后,采用自助法对这三类代表点进行重抽样,并以重抽样的结果再次验证基于均方误差准则的代表点的优越性.

英文摘要

In this paper, some algorithms for searching representative points (RPs) of two-dimensional mixed normal distribution are given. Some theoretical properties are also given. The performance of three different types of RPs respectively based on Monte Carlo method, number-theoretical method and mean square error (MSE) method, are compared in sense of distribution discrepancy and mean square error criterion. It is shown that RP based on MSE method performs better than RP based on Monte Carlo method. Moreover, the bootstrap technique is used to resample the RPs, which also verifies the superiority of RPs based on the MSE method.

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