書誌事項
- タイトル別名
-
- Estimation for Probability Density Function of Exponential Family and it's Asymptotic Property
- シスウゾク ノ カクリツ ミツド カンスウ ニ タイスル イチスイテイホウ ト
この論文をさがす
抄録
In this paper, We estimate the probability density function for the stochastic process whose probability density function belongs to the exponential family. First, we hypothesize the candidate probability density functions on basis of a priori information, and then estimate the statistics of the probability density function by the maximum likelihood method. Next, a posteriori probability of each candidate density function can be calculated by the Bayesian theorem. After enough observation data were obtained, we may select the probability density function whose probability is the highest among the candidate functions.<br>Furthermore, we investigate the asymptotic property of a posteriori probability. A posteriori probability of the density function which is the most closed to the true probability function in the sense of Kullback's information, approaches to one as data increase enough.
収録刊行物
-
- 電気学会論文誌C(電子・情報・システム部門誌)
-
電気学会論文誌C(電子・情報・システム部門誌) 112 (11), 720-726, 1992
一般社団法人 電気学会
- Tweet
詳細情報 詳細情報について
-
- CRID
- 1390001204607822208
-
- NII論文ID
- 130006843690
- 10008509045
-
- NII書誌ID
- AN10065950
-
- ISSN
- 13488155
- 03854221
-
- NDL書誌ID
- 3790669
-
- データソース種別
-
- JaLC
- NDL
- Crossref
- CiNii Articles
-
- 抄録ライセンスフラグ
- 使用不可