摘要
将鞍点逼近法应用到统计学中,给出了二维边际密度函数的逼近式,称为Laplace逼近式。与用定义法计算边际密度函数相比较,此方法避免了大量的换元和积分的计算过程,计算方法简洁直观。文章以二维正态分布为例,说明逼近效果较精确,令人满意。
In this article,the Sadllepoint approximations is applied to get the approximation of the marginal densities,named Laplace approximation.Compared with the define method,this methods can simplify the calculation,and the result of the approximation is exact.
出处
《计算机与数字工程》
2009年第10期41-42,共2页
Computer & Digital Engineering
