摘要
利用MCEM加速算法,在定数截尾场合下给出了对数正态分布的参数估计,并通过数据模拟进一步验证了MCEM加速算法在参数估计中比EM算法更有效,收敛速度更快。
In this article, MCEM algorithm is applied to present the parametric estimation of logarithmic normal distribution on fixed number truncation. Data simulation are also made to show that MCEM algorithm is more effective than EM with a fast convergence speed.
出处
《科技通报》
北大核心
2012年第7期20-22,共3页
Bulletin of Science and Technology
基金
青海大学课程建设(KC-11-2-4)
关键词
对数正态分布
MCEM加速算法
参数估计
定数截尾
logarithmic normal distribution
MCEM algorithm
parameter estimation
fixed number truncation.