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| 单变量动态Gamma分布模型及贝叶斯预测 | |
| 引用本文： | 陈传勇. 单变量动态Gamma分布模型及贝叶斯预测[J]. 仲恺农业技术学院学报, 2004, 17(1): 49-52 |
| 作者姓名： | 陈传勇 |
| 作者单位： | 仲恺农业技术学院基础部,广东,广州,510225 |
| 摘 要： | 给出了观测值服从单变量Gamma分布,并在自然参数与状态参数之间满足线性关系ωt=F'tθt的假设下,利用共轭分布给出了相应模型的修正递推及其预测公式. |
| 关 键 词： | Gamma模型 共轭先验分布 动态模型 Bayes预测 |
| 文章编号： | 1006-0774(2004)01-0049-04 |
| 修稿时间： | 2003-09-02 |
Dynamic Gamma distribution model and Bayesian forecasting |
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| CHEN Chuan-yong. Dynamic Gamma distribution model and Bayesian forecasting[J]. Journal of Zhongkai Agrotechnical College, 2004, 17(1): 49-52 | |
| Authors: | CHEN Chuan-yong |
| Abstract: | The dynamic Gamma distribution models for observations following single variable Gamma distribution was proposed in this paper. The corresponding updating recursion of the models parameters were given under an assumption of linear relationship between natural parameters and system parameters. Its Bayesian forecasting formula were also derived. |
| Keywords: | Gamma model conjugate prior distribution dynamic model Bayesian forecasting |
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