| 引用本文: | 张海娟,张晓冉,温艳清,郭明明.用Fisher信息阵处理截断正态分布的参数估计(J/M/D/N,J:杂志，M：书，D：论文，N：报纸).期刊名称,2007，（3）： |
| CHEN X. Adap tive slidingmode contr ol for discrete2ti me multi2inputmulti2 out put systems[ J ]. Aut omatica, 2006, 42(6): 4272-435 |
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| 摘要: |
| Fisher信息阵是得到渐进协差阵的一种方法.在很多事例中得到的样本协差阵,其计算是很繁杂的.这里基于Fisher信息阵所用的二阶导,得到了简便的计算方法. |
| 关键词: Fisher信息 协差阵 截断正态分布 |
| DOI： |
| 分类号:O212.2 |
| 基金项目: |
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| Using Fisher information matrix to deal with parameter estimation for truncated samples from normal distribution |
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ZHANG Hai-juan ZHANG Xiao-ran WEN Yan-qing GUO Ming-ming
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| Abstract: |
| Fisher information matrix is a way to obtain covariance matrix.In many examples,if covariance matrix is arrived at,the calculation is complex.Based on the second derivative which is used by Fisher information matrix,the simplified calculation method is ob |
| Key words: Fisher information,covariance matrix,truncated normal distribution |
