Fisher公式在对参数阵微商中的应用  

The Applications of Fiser Formula in Derivation Computation of Matrices

作　　者：高旅端[1] 陈志[1] 

机构地区：[1]北京工业大学应用数学系

出　　处：《北京工业大学学报》1995年第4期13-20,共8页Journal of Beijing University of Technology

基　　金：北京市自然科学基金

摘　　要：使用Ｆｉｓｈｅｒ公式，得到了因子分析模型和重复测量模型中有关对矩阵微商的公式．In parameter estimation the parameters to be estimated are often matrices.To compute the maximum likelihood estimations of parameters, derivates of matrices are needed. In some cases, the derivation computation of matrices is difficult. In this paper, Fisher formula is applied to the calculation of obtaining some formulas in the factor analysis model and the repeated measuring model, which are relevant to derivation computation of matrices.

关 键 词：对矩阵微商 Fisher公式 因子分析模型 参数估计 

分 类 号：O212.1[理学—概率论与数理统计]