{"id":2985,"date":"2019-10-22T21:38:34","date_gmt":"2019-10-22T13:38:34","guid":{"rendered":"http:\/\/www.chenlianfu.com\/?p=2985"},"modified":"2019-10-22T22:34:08","modified_gmt":"2019-10-22T14:34:08","slug":"gamma%e5%88%86%e5%b8%83","status":"publish","type":"post","link":"http:\/\/www.chenlianfu.com\/?p=2985","title":{"rendered":"GAMMA\u5206\u5e03"},"content":{"rendered":"\n<h2>1. \u5e8f\u5217\u4e0d\u540c\u4f4d\u70b9\u7684\u8fdb\u5316\u901f\u7387\u670d\u4eceGAMMA\u5206\u5e03<\/h2>\n\n\n\n<p>\u5728\u505a\u8fdb\u5316\u5206\u6790\u65f6\uff0c\u5f88\u591a\u53c2\u6570\u90fd\u670d\u4eceGAMMA distribution\uff08\u4f3d\u9a6c\u5206\u5e03\uff09\u3002\u6700\u5178\u578b\u7684\u53c2\u6570\u662f\u5e8f\u5217\u4e2d\u5404\u4e2a\u4f4d\u70b9\u7684\u8fdb\u5316\u8fdb\u5316\u901f\u7387\u670d\u4eceGAMMA\u5206\u5e03\u3002\u5e8f\u5217\u4e2d\u7684\u4f4d\u70b9\u6570\u91cf\u5f88\u591a\uff0c\u4e00\u822c\u60c5\u51b5\u4e0b\u4e0d\u540c\u4f4d\u70b9\u7684\u8fdb\u5316\u901f\u7387\u5dee\u522b\u8f83\u5927\uff0c\u6bd4\u5982\uff1a\u5bc6\u7801\u5b50\u7b2c3\u4f4d\u78b1\u57fa\u8fdb\u5316\u901f\u7387\u5feb\uff0c\u7b2c1\u4f4d\u548c2\u4f4d\u8fdb\u5316\u8f83\u6162\u3002<\/p>\n\n\n\n<p>GAMMA\u5206\u5e03\u7531alpha(\u5f62\u72b6)\u548cbeta(\u5c3a\u5ea6)\u4e24\u4e2a\u53c2\u6570\u51b3\u5b9a\u3002\u5176\u5747\u503c = alpha \/ beta\uff0c\u65b9\u5dee = alpha \/ (beta\u7684\u5e73\u65b9)\u3002\u5f53alpha &gt; 1\u65f6\uff0c\u5206\u5e03\u5448\u949f\u5f62\uff0c\u8868\u793a\u5927\u90e8\u5206\u4f4d\u70b9\u7684\u8fdb\u5316\u901f\u7387\u4f4d\u4e8e\u5747\u503c\u9644\u8fd1\uff0c\u8d8b\u4e8e\u4e00\u81f4\uff1b\u5f53alpha &lt;= 1\u65f6\uff0c\u5206\u5e03\u4e3a\u4e00\u4e2a\u9ad8\u5ea6\u503e\u659c\u7684L\u5f62\uff0c\u8868\u793a\u5927\u90e8\u5206\u4f4d\u70b9\u7684\u8fdb\u5316\u901f\u7387\u975e\u5e38\u4f4e\uff0c\u53ea\u6709\u5c11\u90e8\u5206\u4f4d\u70b9\u5c5e\u4e8e\u8fdb\u5316\u7684\u70ed\u70b9\u3002\u4e00\u822c\u60c5\u51b5\u4e0b\uff0c\u5bf9\u4e8e\u771f\u5b9e\u7684\u591a\u5e8f\u5217\u6bd4\u5bf9\u6570\u636e\uff0c\u4e0d\u540c\u4f4d\u70b9\u5176\u78b1\u57fa\u66ff\u6362\u7387\u662f\u4e0d\u4e00\u81f4\u7684\uff0c\u63a8\u8350\u8bbe\u7f6ealpha = 0.5\u3002<\/p>\n\n\n\n<h2>2. \u5176\u5b83\u670d\u4eceGAMMA\u5206\u5e03\u7684\u8fdb\u5316\u53c2\u6570<\/h2>\n\n\n\n<p>(1) rate: \u6240\u6709\u4f4d\u70b9\u7684\u5e73\u5747[\u78b1\u57fa\/\u5bc6\u7801\u5b50\/\u6c28\u57fa\u9178]\u66ff\u6362\u7387\u3002<\/p>\n\n\n\n<p>(2) sigma2: \u6240\u6709\u4f4d\u70b9\u8fdb\u5316\u901f\u7387\u53d6\u5bf9\u6570\u540e\u7684\u65b9\u5dee\u3002<\/p>\n\n\n\n<p>(3) kappa: \u8f6c\u6362\/\u98a0\u6362\u7684\u6bd4\u7387\u3002\u5f53\u6c28\u57fa\u9178\u66ff\u6362\u6a21\u578b\u9009\u62e9HKY\u65f6\uff0c\u5219\u9700\u8981\u8ba1\u7b97kappa\u53c2\u6570\u3002<\/p>\n\n\n\n<p>(4) alpha: \u4e0d\u540c\u4f4d\u70b9\u53d8\u5f02\u901f\u7387\u4e0d\u4e00\u6837\u4ece\u800c\u4f7f\u7528GAMMA\u5206\u5e03\u65f6\uff0c\u5bf9\u5176\u5f62\u72b6\u53c2\u6570alpha\u4f7f\u7528GAMMA\u5206\u5e03\u8fdb\u884c\u8ba1\u7b97\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>1. \u5e8f\u5217\u4e0d\u540c\u4f4d\u70b9\u7684\u8fdb\u5316\u901f\u7387\u670d\u4eceGAMMA\u5206\u5e03 \u5728\u505a\u8fdb\u5316\u5206\u6790\u65f6\uff0c\u5f88\u591a\u53c2\u6570\u90fd\u670d\u4eceG &hellip; <a href=\"http:\/\/www.chenlianfu.com\/?p=2985\">\u7ee7\u7eed\u9605\u8bfb <span class=\"meta-nav\">&rarr;<\/span><\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[1],"tags":[],"_links":{"self":[{"href":"http:\/\/www.chenlianfu.com\/index.php?rest_route=\/wp\/v2\/posts\/2985"}],"collection":[{"href":"http:\/\/www.chenlianfu.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/www.chenlianfu.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/www.chenlianfu.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/www.chenlianfu.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=2985"}],"version-history":[{"count":3,"href":"http:\/\/www.chenlianfu.com\/index.php?rest_route=\/wp\/v2\/posts\/2985\/revisions"}],"predecessor-version":[{"id":2989,"href":"http:\/\/www.chenlianfu.com\/index.php?rest_route=\/wp\/v2\/posts\/2985\/revisions\/2989"}],"wp:attachment":[{"href":"http:\/\/www.chenlianfu.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=2985"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/www.chenlianfu.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=2985"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/www.chenlianfu.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=2985"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}