摘要:本文主要研究了广义线性模型中Bayes估计得强相合性,首先给出广义线性回归模型,再对Bayes估计做简单介绍,运用Bayes方法得出该模型下参数的Bayes估计量.在广义线性模型中因变量有正确表述的假定及其他一些光滑性条件之下,证明存在一个统计量 ,当 时, 依概率收敛于 ,即证明Bayes估计具有强相合性.40377 毕业论文关键词:广义线性模型;Bayes估计;强相合性.
The Bayesian Estimation of The Generalized Linear Model
of Strong Consistency
Abstract: This paper mainly studies the generalized linear models in Bayes estimation of strong consistency, firstly based on the generalized linear regression model, of Bayesian estimation to do a simple introduction, using Bayes method to get the model parameters of Bayes estimator. In generalized linear model the dependent variable is correctly describe the assumptions and some other smoothness condition, prove the existence of a statistic . At that time , in accordance with the convergence in probability . It is proved that the Bayes estimation has the strong consistency.
Keywords:The generalized linear model;The Bayesian estimation ; Strong
consistency.
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