Comparative study on numerical methods for maximum likelihood estimation and development of MLE-SYS system 最尤推定法のための数値解法の比較研究とMLE-SYSシステムの研究開発

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著者

    • 道家, 暎幸, 1944- ドウケ, ヒデユキ

書誌事項

タイトル

Comparative study on numerical methods for maximum likelihood estimation and development of MLE-SYS system

タイトル別名

最尤推定法のための数値解法の比較研究とMLE-SYSシステムの研究開発

著者名

道家, 暎幸, 1944-

著者別名

ドウケ, ヒデユキ

学位授与大学

九州大学

取得学位

理学博士

学位授与番号

乙第4919号

学位授与年月日

1991-03-27

注記・抄録

博士論文

目次

  1. CONTENTS / (0005.jp2)
  2. PREFACE / (0003.jp2)
  3. Chapter1 PRELIMINARIES / p1 (0008.jp2)
  4. 1.1 Maximum Likelihood Estimation / p2 (0009.jp2)
  5. 1.2 Weibull Distribution / p3 (0010.jp2)
  6. 1.3 Mixture Normal Distribution / p5 (0012.jp2)
  7. 1.4 Multivariate Exponential Distribution / p6 (0013.jp2)
  8. 1.5 Latent Class Model / p7 (0014.jp2)
  9. Chapter2 UNCONSTRAINED METHODS IN NUMERICAL ANALYSIS / p11 (0018.jp2)
  10. 2.1 Introduction / p11 (0018.jp2)
  11. 2.2 Steepest Descent Method / p12 (0019.jp2)
  12. 2.3 Newton-Raphson Method / p14 (0021.jp2)
  13. 2.4 Levenberg-Marquardt Method / p16 (0023.jp2)
  14. 2.5 Variable Metric Methods / p16 (0023.jp2)
  15. 2.6 Conjugate Gradient Methods / p17 (0024.jp2)
  16. 2.7 Powell Methods / p18 (0025.jp2)
  17. 2.8 Direct Search Methods / p19 (0026.jp2)
  18. Chapter3 CONSTRAINED METHODS IN NUMERICAL ANALYSIS / p22 (0029.jp2)
  19. 3.1 Introduction / p22 (0029.jp2)
  20. 3.2 Penalty Method / p23 (0030.jp2)
  21. 3.3 Barrier Method / p23 (0030.jp2)
  22. 3.4 Multiplier Method / p24 (0031.jp2)
  23. 3.5 Gradient Projection Method / p24 (0031.jp2)
  24. 3.6 Sequential Quadratic Programming Method / p24 (0031.jp2)
  25. Chapter4 COMPARATIVE STUDY ON NUMERICAL METHODS FOR ESTIMATING PARAMETERS OF NORMAL MIXTURE DISTRIBUTION / p27 (0034.jp2)
  26. 4.1 ML Estimation of Normal Mixture Distribution / p27 (0034.jp2)
  27. 4.2 Applied Methods in Numerical Analysis / p28 (0035.jp2)
  28. 4.3 Comparative Evaluations / p45 (0052.jp2)
  29. Chapter5 COMPARATIVE STUDY ON NUMERICAL METHODS FOR ESTIMATING PARAMETERS OF MULTIVARIATE EXPONENTIAL DISTRIBUTION / p46 (0053.jp2)
  30. 5.1 ML Estimation of Multivariate exponential distribution / p46 (0053.jp2)
  31. 5.2 Applied Methods in Numerical Analysis / p48 (0055.jp2)
  32. 5.3 Comparative Evaluations / p58 (0065.jp2)
  33. Chapter6 DESIGN AND DEVELOPMENT OF MLE-SYS / p59 (0066.jp2)
  34. 6.1 Features of System / p59 (0066.jp2)
  35. 6.2 Configuration of MLE-SYS / p61 (0068.jp2)
  36. 6.3 System Flow / p65 (0072.jp2)
  37. 6.4 Procedure on Likelihood Estimation / p70 (0077.jp2)
  38. 6.5 Illustrative Operations / p73 (0080.jp2)
  39. Chapter7 APPLICATION OF MLE-SYS FOR ESTIMATING PARAMETERS OF LATENT CLASS MODEL / p77 (0084.jp2)
  40. 7.1 A Latent Class Model and Gibson's Method / p77 (0084.jp2)
  41. 7.2 ML Method and N.R. Method / p80 (0087.jp2)
  42. 7.3 Proposed Procedure on the Basis of MLE-SYS / p83 (0090.jp2)
  43. 7.4 Comparative Evaluations / p85 (0092.jp2)
  44. Chapter8 FURTHER DISCUSSION / p87 (0094.jp2)
  45. ACKNOWLEDGMENTS / p90 (0097.jp2)
  46. APPENDIX / p91 (0098.jp2)
  47. REFERENCES / p101 (0108.jp2)
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各種コード

  • NII論文ID(NAID)
    500000075616
  • NII著者ID(NRID)
    • 8000000998423
  • DOI(NDL)
  • NDL書誌ID
    • 000000239930
  • データ提供元
    • NDL-OPAC
    • NDLデジタルコレクション
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