Konvey-Maksvell-binomialParametrlar | ![{ displaystyle - infty < nu < infty}](https://wikimedia.org/api/rest_v1/media/math/render/svg/b9d432a66f193994860329d52949777b5687bacc) |
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Qo'llab-quvvatlash | ![{ displaystyle x in {0,1,2, dots, n }}](https://wikimedia.org/api/rest_v1/media/math/render/svg/a01e9af8a2164958e4ea10d8c816e7f703755445) |
---|
PMF | ![{ displaystyle { frac {1} {C_ {n, p, nu}}} { binom {n} {x}} ^ { nu} p ^ {j} (1-p) ^ {nx} }](https://wikimedia.org/api/rest_v1/media/math/render/svg/25a777d401c017b92f42914b0205e9e391fd42e5) |
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CDF | ![{ displaystyle sum _ {i = 0} ^ {x} Pr (X = i)}](https://wikimedia.org/api/rest_v1/media/math/render/svg/4156ea05351413673e30ebcfccb25fcfae6bbca7) |
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Anglatadi | Ro'yxatda yo'q |
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Median | Yopiq shakl yo'q |
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Rejim | Matnni ko'ring |
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Varians | Ro'yxatda yo'q |
---|
Noqulaylik | Ro'yxatda yo'q |
---|
Ex. kurtoz | Ro'yxatda yo'q |
---|
Entropiya | Ro'yxatda yo'q |
---|
MGF | Matnni ko'ring |
---|
CF | Matnni ko'ring |
---|
Yilda ehtimollik nazariyasi va statistika, Konvey-Maksvell-binomial (CMB) taqsimlash - bu uchta parametrning ehtimolligini taqsimlash binomial taqsimot shunga o'xshash tarzda Konvey-Maksvell-Puasson taqsimoti umumlashtiradi Poissonning tarqalishi. CMB taqsimotidan ijobiy va salbiy assotsiatsiyani modellashtirish uchun foydalanish mumkin Bernulli summands ,.[1][2]
The tarqatish Shumeli va boshqalar tomonidan kiritilgan. (2005),[1] va Konvey-Maksvell-binomial tarqatish nomi Kadane tomonidan mustaqil ravishda kiritilgan (2016) [2] va Deyli va Gaunt (2016).[3]
Ehtimollik massasi funktsiyasi
Konvey-Maksvell-binomial (CMB) taqsimotiga ega ehtimollik massasi funktsiyasi
![{ displaystyle Pr (Y = j) = { frac {1} {C_ {n, p, nu}}} { binom {n} {j}} ^ { nu} p ^ {j} ( 1-p) ^ {nj} ,, qquad j in {0,1, ldots, n },}](https://wikimedia.org/api/rest_v1/media/math/render/svg/7d530bbce69d9418a652573dbec68cd636a84dbb)
qayerda
,
va
. The doimiylikni normalizatsiya qilish
bilan belgilanadi
![{ displaystyle C_ {n, p, nu} = sum _ {i = 0} ^ {n} { binom {n} {i}} ^ { nu} p ^ {i} (1-p) ^ {ni}.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/59e626b0a67a841597797bebf4f52385f926367d)
Agar a tasodifiy o'zgaruvchi
yuqoridagi massa funktsiyasiga ega, keyin biz yozamiz
.
Ish
odatdagi binomial taqsimot
.
Konvey-Maksvell-Puasson taqsimotiga bog'liqlik
Konvey-Maksvell-Puasson (CMP) va CMB tasodifiy o'zgaruvchilari o'rtasidagi quyidagi bog'liqlik [1] Puasson va binomial tasodifiy o'zgaruvchilarga tegishli taniqli natijani umumlashtiradi. Agar
va
bor mustaqil, keyin
.
Ehtimol, bog'liq bo'lgan Bernulli tasodifiy o'zgaruvchilari yig'indisi
Tasodifiy o'zgaruvchi
yozilishi mumkin [1] yig'indisi sifatida almashinadigan Bernulli tasodifiy o'zgaruvchilar
qoniqarli
![{ displaystyle Pr (Z_ {1} = z_ {1}, ldots, Z_ {n} = z_ {n}) = { frac {1} {C_ {n, p, nu}}} { binom {n} {k}} ^ { nu -1} p ^ {k} (1-p) ^ {nk},}](https://wikimedia.org/api/rest_v1/media/math/render/svg/f8559c9150e932c9a5ecc8e164776fe9b89892a2)
qayerda
. Yozib oling
umuman, agar bo'lmasa
.
Funktsiyalarni yaratish
Ruxsat bering
![{ displaystyle T (x, nu) = sum _ {k = 0} ^ {n} x ^ {k} { binom {n} {k}} ^ { nu}.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/78493c0a5d36edfa388818a02ff50f25d1fdba65)
Keyin ehtimollik yaratish funktsiyasi, moment hosil qiluvchi funktsiya va xarakterli funktsiya navbati bilan quyidagilar beriladi:[2]
![{ displaystyle G (t) = { frac {T (tp / (1-p), nu)} {T (p (1-p), nu)}},}](https://wikimedia.org/api/rest_v1/media/math/render/svg/23c5aabb23cbb6daf7b9a5cb63005711731ff6f8)
![{ displaystyle M (t) = { frac {T ( mathrm {e} ^ {t} p / (1-p), nu)} {T (p (1-p), nu)}} ,}](https://wikimedia.org/api/rest_v1/media/math/render/svg/5c4896ce3f8258eefb35475562945e38607caa8e)
![{ displaystyle varphi (t) = { frac {T ( mathrm {e} ^ { mathrm {i} t} p / (1-p), nu)} {T (p (1-p)) , nu)}}.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/ea7b56a31d36ca92afd279599984f13c45fcdb6b)
Lahzalar
Umuman olganda
uchun yopiq shaklli iboralar mavjud emas lahzalar CMB taqsimoti. Quyidagi toza formula mavjud, ammo.[3] Ruxsat bering
ni belgilang tushayotgan faktorial. Ruxsat bering
, qayerda
. Keyin
![{ displaystyle operator nomi {E} [((Y) _ {r}) ^ { nu}] = { frac {C_ {nr, p, nu}} {C_ {n, p, nu}} } ((n) _ {r}) ^ { nu} p ^ {r} ,,}](https://wikimedia.org/api/rest_v1/media/math/render/svg/8955a48a7ec9075664e225fcb1e4cc55f83e545d)
uchun
.
Rejim
Ruxsat bering
va aniqlang
![{ displaystyle a = { frac {n + 1} {1+ chap ({ frac {1-p} {p}} o'ng) ^ {1 / nu}}}.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/7a77603e3b777cc1052ab2821bf9cd7df738b6f9)
Keyin rejimi ning
bu
agar
emas tamsayı. Aks holda, rejimlari
bor
va
.[3]
Stein xarakteristikasi
Ruxsat bering
va, deylik
shundaymi?
va
. Keyin [3]
![{ displaystyle operator nomi {E} [p (n-Y) ^ { nu} f (Y + 1) - (1-p) Y ^ { nu} f (Y)] = 0.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/2f97a7936458181eee3284350aa0024734257338)
Konvey-Maksvell-Puasson taqsimoti bo'yicha yaqinlashish
Tuzatish
va
va ruxsat bering
Keyin
yaqinlashadi ga tarqatishda
sifatida tarqatish
.[3] Ushbu natija binomial taqsimotning klassik Poisson yaqinlashishini umumlashtiradi.
Konvey-Maksvell-Puasson binomial taqsimoti
Ruxsat bering
bilan Bernulli tasodifiy o'zgaruvchilari bo'ling qo'shma tarqatish tomonidan berilgan
![{ displaystyle Pr (X_ {1} = x_ {1}, ldots, X_ {n} = x_ {n}) = { frac {1} {C_ {n} '}} { binom {n} {k}} ^ { nu -1} prod _ {j = 1} ^ {n} p_ {j} ^ {x_ {j}} (1-p_ {j}) ^ {1-x_ {j} },}](https://wikimedia.org/api/rest_v1/media/math/render/svg/1c29bc4fe04360194f87dd195f5282edc7dc6405)
qayerda
va normalizatsiya doimiysi
tomonidan berilgan
![{ displaystyle C_ {n} '= sum _ {k = 0} ^ {n} { binom {n} {k}} ^ { nu -1} sum _ {A in F_ {k}} prod _ {i in A} p_ {i} prod _ {j in A ^ {c}} (1-p_ {j}),}](https://wikimedia.org/api/rest_v1/media/math/render/svg/ae768497d7a72c786d2ecf088380819c8275fa19)
qayerda
![{ displaystyle F_ {k} = left {A subseteq {1, ldots, n }: | A | = k right }.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/b9efb16db71fa37f4d992939354c683c22b50820)
Ruxsat bering
. Keyin
ommaviy funktsiyaga ega
![{ displaystyle Pr (W = k) = { frac {1} {C_ {n} '}} { binom {n} {k}} ^ { nu -1} sum _ {A in F_ {k}} prod _ {i in A} p_ {i} prod _ {j in A ^ {c}} (1-p_ {j}),}](https://wikimedia.org/api/rest_v1/media/math/render/svg/4e1b5b3ba0a7b29a7f501c3886bb9a9a87c4f996)
uchun
. Ushbu taqsimot Poisson binomial taqsimoti Poisson va binomial taqsimotlarning CMP va CMB umumlashmalariga o'xshash tarzda. Shuning uchun bunday tasodifiy o'zgaruvchi aytiladi [3] Konvey-Maksvell-Puasson binomial (CMPB) taqsimotiga rioya qilish. Buni Konvey-Maksvell-Puasson-binomial tomonidan qo'llanilgan juda baxtsiz atamalar bilan adashtirmaslik kerak. [1] CMB tarqatish uchun.
Ish
odatdagi Poisson binomial taqsimoti va ishi
bo'ladi
tarqatish.
Adabiyotlar
- ^ a b v d e Shmueli G., Minka T., Kadane JB, Borle S. va Boatwright, P.B. "Diskret ma'lumotlarga mos keladigan foydali taqsimot: Konvey-Maksvell-Puasson taqsimotini tiklash". Qirollik statistika jamiyati jurnali: S seriyasi (Amaliy statistika) 54.1 (2005): 127–142.[1]
- ^ a b v Kadane, JB "Ehtimol, bog'liq bo'lgan Bernulli o'zgaruvchilarining yig'indisi: Konvey-Maksvell-Binomial taqsimot." Bayesiya tahlili 11 (2016): 403-420.
- ^ a b v d e f Deyli, F. va Gaunt, RE. "Konvey-Maksvell-Puasson taqsimoti: taqsimot nazariyasi va yaqinlashish." ALEA Lotin Amerikasi ehtimollik va matematik statistika jurnali 13 (2016): 635-658.