2020-11-12

参数估计的非正则性

半正态分布的性质

引用链接

链接: https://wikimili.com/en/Half-normal_distribution.

The half-normal distribution is a special case of the folded normal distribution.

Let X follow an ordinary normal distribution, N(0,\sigma^2), then Y=|X| follows a half-normal distribution. Thus, the half-normal distribution is a fold at the mean of an ordinary normal distribution with mean zero.

Using the \sigma parametrization of the normal distribution, the probability density function (PDF) of the half-normal is given by

f_Y(y; \sigma) = \frac{\sqrt{2}}{\sigma\sqrt{\pi}}\exp \left( -\frac{y^2}{2\sigma2} \right) \quad y>0,
Where E[Y] = \mu = \frac{\sigma\sqrt{2}}{\sqrt{\pi}}.

Alternatively using a scaled precision (inverse of the variance) parametrization (to avoid issues if \sigma is near zero), obtained by setting \theta=\frac{\sqrt{\pi}}{\sigma\sqrt{2}}, the probability density function is given by

f_Y(y; \theta) = \frac{2\theta}{\pi}\exp \left( -\frac{y^2\theta2}{\pi} \right) \quad y>0,
where E[Y] = \mu = \frac{1}{\theta}.

The cumulative distribution function (CDF) is given by

F_Y(y; \sigma) = \int_0^y \frac{1}{\sigma}\sqrt{\frac{2}{\pi}} , \exp \left( -\frac{x^2}{2\sigma2} \right), dx
Using the change-of-variables z = x/(\sqrt{2}\sigma), the CDF can be written as

F_Y(y; \sigma) = \frac{2}{\sqrt{\pi}} ,\int_0^{y/(\sqrt{2}\sigma)}\exp \left(-z^2\right)dz = \mbox{erf}\left(\frac{y}{\sqrt{2}\sigma}\right),
where erf(x) is the error function, a standard function in many mathematical software packages.

The expectation is then given by

E(Y) = \sigma \sqrt{2/\pi},
The variance is given by

\operatorname{Var}(Y) = \sigma^2\left(1 - \frac{2}{\pi}\right).
Since this is proportional to the variance σ2 of X, σ can be seen as a scale parameter of the new distribution.

The entropy of the half-normal distribution is exactly one bit less the entropy of a zero-mean normal distribution with the same second moment about 0. This can be understood intuitively since the magnitude operator reduces information by one bit (if the probability distribution at its input is even). Alternatively, since a half-normal distribution is always positive, the one bit it would take to record whether a standard normal random variable were positive (say, a 1) or negative (say, a 0) is no longer necessary. Thus,

H(Y) = \frac{1}{2} \log \left( \frac{ \pi \sigma^2 }{2} \right) + \frac{1}{2}

Differential equation

\left{\sigma ^2 f’(x)+x f(x)=0,f(1)=\frac{\sqrt{\frac{2}{\pi }} e^{-\frac{1}{2 \sigma ^2}}}{\sigma }\right}
\left{\pi f’(x)+2 \theta ^2 x f(x)=0,f(1)=\frac{2 e^{-\frac{\theta ^2}{\pi }} \theta }{\pi }\right}

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生成一个适合你的列表

• 项目
  • 项目
    • 项目

1. 项目1
2. 项目2
3. 项目3

• 计划任务
• 完成任务

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一个简单的表格是这么创建的：

项目	Value
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手机	$12
导管	$1

设定内容居中、居左、居右

使用:---------:居中
使用:----------居左
使用----------:居右

第一列	第二列	第三列
第一列文本居中	第二列文本居右	第三列文本居左

KaTeX数学公式

您可以使用渲染LaTeX数学表达式 KaTeX:

Gamma公式展示 $\Gamma (n)=(n-1)!\forall n\in \mathbb{N}$ 是通过欧拉积分

$$\Gamma (z)={\int }_0^{\infty }{t}^{z-1}{e}^{-t}dt.$$

你可以找到更多关于的信息 LaTeX 数学表达式[here][1].

 [1]: http://meta.math.stackexchange.com/questions/5020/mathjax-basic-tutorial-and-quick-reference
 [2]: https://mermaidjs.github.io/
 [3]: https://mermaidjs.github.io/
 [4]: http://adrai.github.io/flowchart.js/