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一种估算三参数log-normal分布参数的近似方法 被引量:1
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作者 王立君 《数理统计与管理》 CSSCI 北大核心 1999年第2期40-43,共4页
三参数(log-normal)分布在可靠性工程中有广泛应用,但其分布参数的估计较为困难。为解决这一问题,本文将极大似然法引入其概率图。
关键词 log-normal分布 参数估计 近似法 估算 可靠性
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Extraction of Information from Crowdsourcing: Experimental Test Employing Bayesian, Maximum Likelihood, and Maximum Entropy Methods 被引量:3
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作者 M. P. Silverman 《Open Journal of Statistics》 2019年第5期571-600,共30页
A crowdsourcing experiment in which viewers (the “crowd”) of a British Broadcasting Corporation (BBC) television show submitted estimates of the number of coins in a tumbler was shown in an antecedent paper (Part 1)... A crowdsourcing experiment in which viewers (the “crowd”) of a British Broadcasting Corporation (BBC) television show submitted estimates of the number of coins in a tumbler was shown in an antecedent paper (Part 1) to follow a log-normal distribution ∧(m,s2). The coin-estimation experiment is an archetype of a broad class of image analysis and object counting problems suitable for solution by crowdsourcing. The objective of the current paper (Part 2) is to determine the location and scale parameters (m,s) of ∧(m,s2) by both Bayesian and maximum likelihood (ML) methods and to compare the results. One outcome of the analysis is the resolution, by means of Jeffreys’ rule, of questions regarding the appropriate Bayesian prior. It is shown that Bayesian and ML analyses lead to the same expression for the location parameter, but different expressions for the scale parameter, which become identical in the limit of an infinite sample size. A second outcome of the analysis concerns use of the sample mean as the measure of information of the crowd in applications where the distribution of responses is not sought or known. In the coin-estimation experiment, the sample mean was found to differ widely from the mean number of coins calculated from ∧(m,s2). This discordance raises critical questions concerning whether, and under what conditions, the sample mean provides a reliable measure of the information of the crowd. This paper resolves that problem by use of the principle of maximum entropy (PME). The PME yields a set of equations for finding the most probable distribution consistent with given prior information and only that information. If there is no solution to the PME equations for a specified sample mean and sample variance, then the sample mean is an unreliable statistic, since no measure can be assigned to its uncertainty. Parts 1 and 2 together demonstrate that the information content of crowdsourcing resides in the distribution of responses (very often log-normal in form), which can be obtained empirically or by appropriate modeling. 展开更多
关键词 Crowdsourcing BAYESIAN PRIORS MAXIMUM likelihood PRINCIPLE of MAXIMUM ENTROPY parameter estimation log-normal distribution
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