| Title |
Subgausinio vektoriaus skirstinio parametrų vertinimas Montekarlo Markovo grandinės metodu / |
| Translation of Title |
Estimation of a sub-Gaussian vector distribution by the Monte-Carlo Markov chain approach. |
| Authors |
Sakalauskas, Leonidas ; Vaičiulytė, Ingrida |
| Full Text |
|
| Is Part of |
Jaunųjų mokslininkų darbai.. Šiauliai : Šiaulių universitetas. 2014, nr. 1, p. 104-107.. ISSN 1648-8776 |
| Keywords [eng] |
Monte-Carlo Markov chain ; Likehood method ; Stable distribution ; Statistical modeling |
| Abstract [eng] |
The Monte-CarIo Markov chain procedure for estimation of a sub-Gaussian vector distribution by the maximallikelihood method, where the Monte-Carlo sampie size is regulated to ensure the convergence, is constructed in the paper. The termination rule is also implemented by testing statistical hypotheses on an insignificant change of estimates in two steps of the procedure. 2 The termination statistic is approximated with a X distribution. Computer simulation confirmed the applicability of the Monte-CarIo Markov chain approach. |
| Published |
Šiauliai : Šiaulių universitetas |
| Type |
Journal article |
| Language |
Lithuanian |
| Publication date |
2014 |
