用Fisher信息阵处理截断正态分布的参数估计  

Using Fisher information matrix to deal with parameter estimation for truncated samples from normal distribution

作　　者：张海娟[1] 张晓冉[1] 温艳清[1] 郭明明[1] 

机构地区：[1]燕山大学理学院,河北秦皇岛066004

出　　处：《重庆工商大学学报（自然科学版）》2007年第3期228-229,263,共3页Journal of Chongqing Technology and Business University:Natural Science Edition

摘　　要：Fisher信息阵是得到渐进协差阵的一种方法.在很多事例中得到的样本协差阵,其计算是很繁杂的.这里基于Fisher信息阵所用的二阶导,得到了简便的计算方法.Fisher information matrix is a way to obtain covariance matrix. In many examples, if covariance matrix is arrived at, the calculation is complex. Based on the second derivative which is used by Fisher information matrix,the simplified calculation method is obtained.

关 键 词：Fisher信息 协差阵 截断正态分布 

分 类 号：O212.2[理学—概率论与数理统计]