matlab 贝叶斯信息标准_贝叶斯MATLAB代码

%用监督参数估计中的贝叶斯方法估计条件概率密度的参数u

%第一类样本

X=[1 1.1 1.2 0.9 0.8 0.6 1 1.1 1.2 0.9 0.8 0.6 1 1.1 1.2 0.9 0.8 0.6 1 1.1 1.2 0.9 0.8 0.6 1 1.1 1.2 0.9 0.8 0.6 1 1.1 1.2 0.9 0.8 0.6 1 1.1 1.2 0.9 0.8 0.6 1 1.1 1.2 0.9 0.8 0.6 1 1.1 1.2 0.9 0.8 0.6 1 1.1 1.2 0.9 0.8 0.6;0.7 0.6 0.9 1 1.4 1.1 0.7 0.6 0.9 1 1.4 1.1 0.7 0.6 0.9 1 1.4 1.1 0.7 0.6 0.9 1 1.4 1.1 0.7 0.6 0.9 1 1.4 1.1 0.7 0.6 0.9 1 1.4 1.1 0.7 0.6 0.9 1 1.4 1.1 0.7 0.6 0.9 1 1.4 1.1 0.7 0.6 0.9 1 1.4 1.1 0.7 0.6 0.9 1 1.4 1.1];

%设p(u)的方差为

t=[0.05;0.05];

%样本均值

xx1=sum(X(1,:))/60;

xx2=sum(X(2,:))/60;

xx=[xx1;xx2]

%求出样本方差，设总体方差等于样本方差

xy1=sum((X(1,:)-xx1.*ones(1,60)).^2)/59;

xy2=sum((X(2,:)-xx2.*ones(1,60)).^2)/59;

xy=[xy1;xy2]

%u的先验估计值

u0=[0.93;0.94];

%用贝叶斯估计公式求得u的估计值

u1=60*t(1)*xx1/(60*t(1)+xy1)+xy1*u0(1)/(60*t