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Analysis of College Students’ Test Scores Based on Two-Component Mixed Generalized Normal Distribution
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作者 Luliang Wen Haiwu Rong Yanjun Qiu 《Journal of Data Analysis and Information Processing》 2023年第1期69-80,共12页
In order to improve the fitting accuracy of college students’ test scores, this paper proposes two-component mixed generalized normal distribution, uses maximum likelihood estimation method and Expectation Conditiona... In order to improve the fitting accuracy of college students’ test scores, this paper proposes two-component mixed generalized normal distribution, uses maximum likelihood estimation method and Expectation Conditional Maxinnization (ECM) algorithm to estimate parameters and conduct numerical simulation, and performs fitting analysis on the test scores of Linear Algebra and Advanced Mathematics of F University. The empirical results show that the two-component mixed generalized normal distribution is better than the commonly used two-component mixed normal distribution in fitting college students’ test data, and has good application value. 展开更多
关键词 two-component mixed generalized normal distribution two-component mixed normal distribution ECM Algorithm Test Scores
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Statistical Inference in Generalized Linear Mixed Models by Joint Modelling Mean and Covariance of Non-Normal Random Effects
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作者 Yin Chen Yu Fei Jianxin Pan 《Open Journal of Statistics》 2015年第6期568-584,共17页
Generalized linear mixed models (GLMMs) are typically constructed by incorporating random effects into the linear predictor. The random effects are usually assumed to be normally distributed with mean zero and varianc... Generalized linear mixed models (GLMMs) are typically constructed by incorporating random effects into the linear predictor. The random effects are usually assumed to be normally distributed with mean zero and variance-covariance identity matrix. In this paper, we propose to release random effects to non-normal distributions and discuss how to model the mean and covariance structures in GLMMs simultaneously. Parameter estimation is solved by using Quasi-Monte Carlo (QMC) method through iterative Newton-Raphson (NR) algorithm very well in terms of accuracy and stabilization, which is demonstrated by real binary salamander mating data analysis and simulation studies. 展开更多
关键词 generalized Linear mixed Models MULTIVARIATE t distribution MULTIVARIATE mixture normal distribution Quasi-Monte Carlo NEWTON-RAPHSON Joint Modelling of Mean and COVARIANCE
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RiskMetrics模型评估与扩展 被引量:2
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作者 张术林 魏正红 《数学的实践与认识》 CSCD 北大核心 2009年第5期34-41,共8页
RiskMetrics是当今最为流行的风险度量模型,然而其基础假设-标准化收益服从正态分布,却备受置疑.放宽此假设,以更灵活的t分布,广义误差分布,混合正态分布,Johnson Su-正态,Pearson IV分布代替,建立了五种扩展的RiskMetrics模型.我们用... RiskMetrics是当今最为流行的风险度量模型,然而其基础假设-标准化收益服从正态分布,却备受置疑.放宽此假设,以更灵活的t分布,广义误差分布,混合正态分布,Johnson Su-正态,Pearson IV分布代替,建立了五种扩展的RiskMetrics模型.我们用沪深股市日收益数据进行实证比较分析,回测结果表明,扩展模型明显优于标准模型,而基于非对称分布假设的模型优于基于对称分布的模型. 展开更多
关键词 风险价值 RiskMetrics模型 T分布 广义误差分布 混合正态分布 Johnson Su-正态 Pearson Ⅳ分布 回测检验
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