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Wishart矩阵在两种变换下的分布密度及有关性质
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作者 孙燕 杨海涛 《内蒙古民族大学学报(自然科学版)》 2004年第2期135-138,共4页
在多元统计中Wishart分布占有重要地位,多元正态总体样本协方差阵服从Wishart分布,且若S~Wp(n,1n ),则S2是总体协方差阵 2的渐近无偏估计.设A~Wp(n, ),A为Wishart矩阵,本文作者在〔5〕中推导出了A2的密度,进一步推导出(A2)-1的密度并... 在多元统计中Wishart分布占有重要地位,多元正态总体样本协方差阵服从Wishart分布,且若S~Wp(n,1n ),则S2是总体协方差阵 2的渐近无偏估计.设A~Wp(n, ),A为Wishart矩阵,本文作者在〔5〕中推导出了A2的密度,进一步推导出(A2)-1的密度并应用于正态分布总体样本协方差阵S,从而得到一些性质. 展开更多
关键词 WISHART分布 Wishart矩 分布密度 变换 JACOBI行列式 X^2分布 样本协方差阵 渐近无偏估计
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二次型判别函数在中期睛雨判别中的应用
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作者 曲晓波 孙欣 《气象与环境学报》 1994年第4期10-12,共3页
1 引言 判别分析是气象上常用的统计方法之一。在样本服从正态分布,且类间样本协方差阵相等(∑<sub>1</sub>=∑<sub>2</sub>)的假设下,基于Bayes准则可以得到线性判别函数,而在∑<sub>1</sub>≠... 1 引言 判别分析是气象上常用的统计方法之一。在样本服从正态分布,且类间样本协方差阵相等(∑<sub>1</sub>=∑<sub>2</sub>)的假设下,基于Bayes准则可以得到线性判别函数,而在∑<sub>1</sub>≠∑<sub>2</sub>时,同样基于Bayes准则的判别函数自然会出现二次型。由于二次型函数的出现使得计算量增加很大,因而二次型判别模型的产生困难很大,人们在以往的工作中较多地采用线性判别函数,这是不符合实际的。据文献[1]分析,若∑<sub>1</sub>与∑<sub>2</sub>有较大差异,二次型判别函数优于线性判别函数。施能将类似的二次型判别函数用于长期天气的洪涝预报,取得一定成效。本文采用BC<sup>-1</sup>统计量方法来决定是否接受∑<sub>1</sub>=∑<sub>2</sub>的假设。 展开更多
关键词 线性判别函数 二次型 判别模型 预报因子 Bayes准则 因子数 南京气象学院学报 判别分析 样本协方差阵 型函数
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Study on Complete Analysis of LRE Test Samples Based on PCA 被引量:1
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作者 王珉 胡茑庆 《Journal of Measurement Science and Instrumentation》 CAS 2011年第3期217-221,共5页
Incomplete data samples have a serious impact on the effectiveness of data mining.Aiming at the LRE historical test samples,based on correlation analysis of condition parameter,this paper introduced principle componen... Incomplete data samples have a serious impact on the effectiveness of data mining.Aiming at the LRE historical test samples,based on correlation analysis of condition parameter,this paper introduced principle component analysis(PCA)and proposed a complete analysis method based on PCA for incomplete samples.At first,the covariance matrix of complete data set was calculated;Then,according to corresponding eigenvalues which were in descending,a principle matrix composed of eigen-vectors of covariance matrix was made;Finally,the vacant data was estimated based on the principle matrix and the known data.Compared with traditional method validated the method proposed in this paper has a better effect on complete test samples.An application example shows that the method suggested in this paper can update the value in use of historical test data. 展开更多
关键词 test sample data mining correlation analysis PCA complete analysis
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Strong Convergence of Empirical Distribution for a Class of Random Matrices
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作者 LIANG Qing-wen MIAO Bai-qi WANG Da-peng 《Chinese Quarterly Journal of Mathematics》 CSCD 北大核心 2006年第1期28-32,共5页
Let {vij}, i, j = 1, 2, …, be i.i.d, random variables with Ev11 = 0, Ev11^2 = 1 and a1 = (ai1,…, aiM) be random vectors with {aij} being i.i.d, random variables. Define XN =(x1,…, xk) and SN =XNXN^T,where xi=ai... Let {vij}, i, j = 1, 2, …, be i.i.d, random variables with Ev11 = 0, Ev11^2 = 1 and a1 = (ai1,…, aiM) be random vectors with {aij} being i.i.d, random variables. Define XN =(x1,…, xk) and SN =XNXN^T,where xi=ai×si and si=1/√N(v1i,…, vN,i)^T. The spectral distribution of SN is proven to converge, with probability one, to a nonrandom distribution function under mild conditions. 展开更多
关键词 empirical spectral distribution function sample covariance matrix Stieltjes transform strong convergence
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An infrared human face recognition method based on 2DPCA
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作者 刘侠 李廷军 《Journal of Harbin Institute of Technology(New Series)》 EI CAS 2009年第2期265-268,共4页
Aimed at the problems of infrared image recognition under varying illumination,face disguise,etc.,we bring out an infrared human face recognition algorithm based on 2DPCA.The proposed algorithm can work out the covari... Aimed at the problems of infrared image recognition under varying illumination,face disguise,etc.,we bring out an infrared human face recognition algorithm based on 2DPCA.The proposed algorithm can work out the covariance matrix of the training sample easily and directly;at the same time,it costs less time to work out the eigenvector.Relevant experiments are carried out,and the result indicates that compared with the traditional recognition algorithm,the proposed recognition method is swift and has a good adaptability to the changes of human face posture. 展开更多
关键词 infrared image face recognition feature sub-space K-L transformation
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