状态概率的E-Bayes估计与多层Bayes估计  

E-Bayes Estimation and Hierarchical Bayesian Estimation of Estate Probability

作　　者：韩明[1] 

机构地区：[1]福建工程学院数理系,福建福州350014

出　　处：《运筹与管理》2006年第5期70-74,共5页Operations Research and Management Science

基　　金：福建省自然科学基金资助项目(Z0511044);福建工程学院人才基金资助项目(GY-0502)

摘　　要：在文献[1]中提出了参数估计的一种方法———E-Bayes估计并给出了状态概率的E-Bayes估计的定义、E-Bayes估计公式、预测模型及其在证券投资中应用,本文在此基础上将给出状态概率的多层Bayes估计、状态概率的E-Bayes估计的性质———E-Bayes估计,多层Bayes估计的关系。最后,给出模拟算例。Paper[ 1 ], develops a new parameter estimation method, named E-Bayesian estimation, to estimate estate probability, and in security investment, the definition of E-Bayesian estimation of estate probability is provided, and the formulas of E-Bayesian estimation, forecast model and its applications are given. In this paper, on the basis, hierarchical Bayesian estimation of estate probability, property of the E-Bayesian estimation relation between the E-Bayesian estimation and hierarchical Bayesian estimation are given. Finally, calculations are performed according to a simulation example.

关 键 词：运筹学 证券投资 状态概率 预测模型 E-BAYES估计 多层BAYES估计 

分 类 号：O212.8[理学—概率论与数理统计]