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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Minimum distance estimation ： ウィキペディア英語版 Minimum distance estimation Minimum distance estimation (MDE) is a statistical method for fitting a mathematical model to data, usually the empirical distribution. ==Definition== Let $\backslash displaystyle\; X\_1,\backslash ldots,X\_n$ be an independent and identically distributed (iid) random sample from a population with distribution $F(x;\backslash theta)\backslash colon\; \backslash theta\backslash in\backslash Theta$ and $\backslash Theta\backslash subseteq\backslash mathbb^k\; (k\backslash geq\; 1)$. Let $\backslash displaystyle\; F\_n(x)$ be the empirical distribution function based on the sample. Let $\backslash hat$ be an estimator for $\backslash displaystyle\; \backslash theta$. Then $F(x;\backslash hat)$ is an estimator for $\backslash displaystyle\; F(x;\backslash theta)$. Let $d()$ be a functional returning some measure of "distance" between the two arguments. The functional $\backslash displaystyle\; d$ is also called the criterion function. If there exists a $\backslash hat\backslash in\backslash Theta$ such that $d()=\backslash inf\backslash$, then $\backslash hat$ is called the minimum distance estimate of $\backslash displaystyle\; \backslash theta$. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Minimum distance estimation」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.