摘要
研究了线性支出系统的贝叶斯估计,提出了似然函数的三种等价形式,在条件共轭先验的假设下,推导了该系统贝叶斯估计的Gibbs抽样器,并用我国1999年城镇居民家庭支出数据进行了计算.
The Bayesian estimation of expanded linear expenditure system (ELES) is studied. Three equivalent forms of the likelihood function for ELES are proposed. Under conditionally conjugate priors, a Gibbs sampler to estimate the Bayesian estimation of ELES is derived, and the approach is illustrated with the data of China's living expenditure of urban households in 1999.
出处
《内蒙古大学学报(自然科学版)》
CAS
CSCD
北大核心
2005年第5期488-493,共6页
Journal of Inner Mongolia University:Natural Science Edition