Integral Inference Method for Multivariate Normal Distributions

FU Hui-min

Chinese

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Integral Inference Method for Multivariate Normal Distributions

更新时间：2026-07-07

- Integral Inference Method for Multivariate Normal Distributions
- Vol. 20, Issue 6, (2005)
- 作者机构：
  
  北京航空航天大学小样本技术研究中心,北京,100083
- 作者简介：
- 基金信息：
- DOI：
  CLC：
- Published：2005
- 稿件说明：
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FU Hui-min. Integral Inference Method for Multivariate Normal Distributions[J]. 2005, 20(6).
DOI：

FU Hui-min. Integral Inference Method for Multivariate Normal Distributions[J]. 2005, 20(6). DOI：

摘要

提出多元正态分布整体推断方法。通过仿真结果与试验数据有机结合

该方法能够将多个不同状态下的多变量(多指标)的试验数据作为一个整体进行统计分析

给出多元正态分布均值和协方差矩阵的整体估计。文中详细讨论了多个状态下二元正态分布均值和方差的无偏估计和置信区间估计。与传统方法相比

该方法不但具有更高的精度

而且解决了一种状态下只有一个试验数据时多变量(多指标)产品可靠性评定的难题。此外

文中还给出一种均值和方差仿真结果的极小子样检验方法。

Abstract

A integral inference method for multivariate normal distributions is presented.Combining the simulation results and the experiment data

it can totally infer the experiment data of the multivariate normal distributions in multi-state.Then it can establish the estimators of means and covariance matrix of the multivariate normal distribution

and estimate their confidence limits and intervals in each state.Compared with traditional methods

this method not only has higher precision but also solves the problem of reliability assessment with only one experiment datum of the multivariate normal distribution in a state.Besides

a method for testing simulation results of means and variances in multi-state is also presented with very small sample.

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Related Author

FU Hui-min

LIN Feng-chun

KANG Rui

AO Liang

XIA Fei

HUANG Jin-quan

ZHOU Wen-xiang

Related Institution

Institute of Solid Mechanics, Beijing University of Aeronautics and Astronautics

School of Reliability and Systems Engineering, Beijing University of Aeronautics and Astronautics

College of Energy and Power Engineering,Nanjing University of Aeronautics and Astronautics

School of Astronautics, Beijing University of Aeronautics and Astrnautics

School of Vehicle and Traffic, Shenyang Ligong University

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