Note de curs - Departamentul Automatica, Calculatoare si ...
Note de curs - Departamentul Automatica, Calculatoare si ...
Note de curs - Departamentul Automatica, Calculatoare si ...
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Integrala este o medie a variabilei aleatoare Θ <br />
<strong>de</strong>n<strong>si</strong>tǎtii <strong>de</strong> repartitie conditionatǎ g( Θ / Θ ) .<br />
, cu luarea în con<strong>si</strong><strong>de</strong>rare a<br />
În cazul parametrului unic λ <strong>de</strong> mai sus, se scrie mai întâi diferit variabila T Σ<br />
=<br />
nt + ( n − 1)( t<br />
T<br />
− t ) +<br />
( n −<br />
1<br />
2 1<br />
k<br />
= ( n − k + 1)( tk<br />
− tk<br />
− 1<br />
Σ<br />
r<br />
= ∑<br />
i<br />
i=<br />
1<br />
t + ( n − r)<br />
t<br />
2)( t<br />
3<br />
− t<br />
2<br />
r<br />
=<br />
) + ... +<br />
Se noteazǎ s ) ceea ce face ca<br />
T<br />
Σ<br />
=<br />
r<br />
∑ s i<br />
i = 1<br />
( n −<br />
T<br />
Vectorul aleator s = [ s s ... 2<br />
s ] are <strong>de</strong>n<strong>si</strong>tatea <strong>de</strong> repartitie<br />
L(<br />
s , s<br />
1<br />
2<br />
,..., s<br />
r<br />
) =<br />
1 r<br />
L(<br />
t<br />
∂ s1<br />
∂ t1<br />
...<br />
∂ sr<br />
∂ t<br />
1<br />
1<br />
, t2<br />
,..., tr<br />
)<br />
∂ s1<br />
...<br />
∂ tr<br />
... ...<br />
∂ sr<br />
...<br />
∂ t<br />
r<br />
=<br />
n<br />
− n + 1<br />
...<br />
0<br />
r<br />
An<br />
λ<br />
0<br />
n − 1<br />
...<br />
0<br />
r + 1)( t<br />
r<br />
− λ TΣ<br />
e<br />
...<br />
...<br />
...<br />
...<br />
r<br />
− t<br />
r − 1<br />
0<br />
0<br />
...<br />
)<br />
n − r + 1<br />
cu <strong>de</strong>terminantul functional bidiagonal (toate elementele <strong>de</strong> <strong>de</strong>asupra diagonalei<br />
principale <strong>si</strong> toate elementele <strong>de</strong> sub diagonala a doua sunt nule).<br />
Fiecare din variabilele s i este in<strong>de</strong>pen<strong>de</strong>ntǎ <strong>de</strong> celelalte <strong>si</strong> este repartizatǎ<br />
exponential cu acela<strong>si</strong> parametru λ . Rezultǎ<br />
r − 1 − λ TΣ<br />
λ ( λ TΣ<br />
) e<br />
g( TΣ<br />
/ λ ) =<br />
Γ ( r)<br />
cu r <strong>de</strong>terminat. Media parametrului estimat este<br />
∞<br />
r − 1 − λ TΣ<br />
r ∞<br />
r<br />
r λ ( λ TΣ<br />
) e rλ<br />
r − 2 − λ T rλ<br />
( r − 2)! rλ<br />
Σ<br />
M ( λˆ)<br />
= ∫<br />
dTΣ<br />
=<br />
Σ<br />
Σ<br />
=<br />
=<br />
− 1<br />
( − 1)! ( − 1)!<br />
∫ T e dT<br />
r<br />
T r<br />
r<br />
( r − 1)! λ r 1<br />
0 Σ<br />
−<br />
0<br />
ceea ce indicǎ o estimatie <strong>de</strong>plasatǎ. Estimatia ne<strong>de</strong>plasatǎ este<br />
r − 1<br />
λˆ =<br />
T<br />
Σ<br />
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