In this paper,the authors study a class of weighted version of probability density estimator.It is shown that the weighted estimator contains some existing estimators of probability density,no matter they are recursiv...In this paper,the authors study a class of weighted version of probability density estimator.It is shown that the weighted estimator contains some existing estimators of probability density,no matter they are recursive or non-recursive.Some statistical results including weak consistency,strong consistency,rate of strong consistency,and asymptotic normality are established under some mild conditions.Moreover,the random weighted estimator is also investigated.Some numerical simulations and a real data analysis are presented to study the numerical performances of the estimators.展开更多
对系统边际电价的概率分布研究是电力市场定量分析研究工作的基础。该文通过概率坐标图、峰度和偏度分析,对系统边际电价的分布特性进行定性和定量分析,并通过J-B检验严格验证系统边际电价分布的非正态性。根据概率坐标图发现的电价具...对系统边际电价的概率分布研究是电力市场定量分析研究工作的基础。该文通过概率坐标图、峰度和偏度分析,对系统边际电价的分布特性进行定性和定量分析,并通过J-B检验严格验证系统边际电价分布的非正态性。根据概率坐标图发现的电价具有分段正态分布的特点,提出用加权双高斯分布模型来刻画系统边际电价概率密度分布,美国PJM(Pennsylvania-new Jersey-Maryland)和澳大利亚NSW(New South Wales)电力市场的实际数据表明,该模型比传统的高斯分布和超高斯分布更接近实际的电价分布。展开更多
基金supported by the National Natural Science Foundation of China under Grant Nos.12201079,12201004,and 11871072the National Social Science Foundation of China under Grant No.22BTJ059+1 种基金the Natural Science Foundation of Anhui Province under Grant Nos.2108085QA15 and 2108085MA06the“INSA Senior Scientist”scheme at the CR Rao Advanced Institute of Mathematics,Statistics and Computer Science,Hyderabad 500046,India.
文摘In this paper,the authors study a class of weighted version of probability density estimator.It is shown that the weighted estimator contains some existing estimators of probability density,no matter they are recursive or non-recursive.Some statistical results including weak consistency,strong consistency,rate of strong consistency,and asymptotic normality are established under some mild conditions.Moreover,the random weighted estimator is also investigated.Some numerical simulations and a real data analysis are presented to study the numerical performances of the estimators.
文摘对系统边际电价的概率分布研究是电力市场定量分析研究工作的基础。该文通过概率坐标图、峰度和偏度分析,对系统边际电价的分布特性进行定性和定量分析,并通过J-B检验严格验证系统边际电价分布的非正态性。根据概率坐标图发现的电价具有分段正态分布的特点,提出用加权双高斯分布模型来刻画系统边际电价概率密度分布,美国PJM(Pennsylvania-new Jersey-Maryland)和澳大利亚NSW(New South Wales)电力市场的实际数据表明,该模型比传统的高斯分布和超高斯分布更接近实际的电价分布。