摘要
基于未知参数具有先验正态分布的G -M模型 ,论证了极大似然估计与G -M模型下的最小二乘估计、极大验后估计与广义最小二乘估计等价 。
This paper is based on the G-M model of unknown parameters with prior normal distribution.It is proved that the maximum likelihood estimation and least squares with the G-M model are equal in value. The maximum posterior estimation and the generalized least spuare are equal in value. It is proved that the more precision estimating value could be acquired and the unknown parameters prior statistic proprety has been taken into account.
出处
《南方冶金学院学报》
2000年第2期86-90,共5页
Journal of Southern Institute of Metallurgy
关键词
参数估计
极大似然估计
最小二乘估计
测量平差
parameter estimation
maximum likelihood
maximum posterior estimation
least square
precision