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仿真输出非平均性能测度的Bayes估计
引用本文:邹志红,张正军.仿真输出非平均性能测度的Bayes估计[J].北京航空航天大学学报,1996,22(5):612-617.
作者姓名:邹志红  张正军
作者单位:北京航空航天大学管理学院
摘    要:考虑离散事件仿真中一个非平均性能测度--比例的估计问题,在对有关比例的已有估计方法的概述和分析的基础上,提出了一种比例的Bayes估计方法和贝塔分布的区间估计方法,从实验上对这些方法进行了研究和比较,从而证明了Beyes方法能合理地给出比例的估计,而且仿真精度在大样本情形比已有方法略有提高,在小样本情形有明显的改进。

关 键 词:仿真  比例  估计  置信区间

BAYESIAN ESTIMATION OTHER THAN MEANS FROM SIMULATION OUTPUT
Zou Zhihong\ Zhang Zhengjun\ Feng Yuncheng.BAYESIAN ESTIMATION OTHER THAN MEANS FROM SIMULATION OUTPUT[J].Journal of Beijing University of Aeronautics and Astronautics,1996,22(5):612-617.
Authors:Zou Zhihong\ Zhang Zhengjun\ Feng Yuncheng
Abstract:Based on the reviewing and analyzing the previous estimation method of proportion from simulation outputs in the literature, a Bayesian estimation method of proportion and an estimation method of confidence intervals about a beta distribution are proposed. All these methods are investigated and compared experimentally.Furthermore it is clarified that the Bayesian method can give the estimates of proportion reasonably and improve the simulation precision,especially the effect is more obvious in small samples.
Keywords:simulation  proportion  estimations  confidence intervals
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