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函数置换条件下P-Ⅲ参数的最小二乘计算

卢曦,王一帆,卢玉成   

  • 出版日期:2017-05-14 发布日期:2017-05-14

Parameter calculation of P-Ⅲ by least squares based on function substitution

LU Xi,WANG Yifan,LU Yucheng   

  • Online:2017-05-14 Published:2017-05-14

摘要: P-Ⅲ密度函数积分困难,参数一般都用估计方法得出,不确定度很大,为此利用三次函数替代密度函数中的指数函数(很小区间内),实现密度函数可积,得到理论上的累积概率,构建误差平方和的目标函数。由于该目标函数由多个变系数的复合函数构成,不能简单用求导方式得出关系方程式,因此给出了用方向搜索法求解的示例。因函数置换误差有特定规律,在计算过程中可以根据精度指标进行有效控制,使其得到的P-Ⅲ参数能够使频率曲线与样本点实现最优拟合。依靠简单的Excel模板,还能够精确计算各种参数条件下P-Ⅲ分布的理论值。

关键词: P-Ⅲ参数计算, 函数置换, 最小二乘原理, 方向搜索法, 误差控制

Abstract: The integration of P-Ⅲ density function is very difficult, and its estimated parameters are generally with large uncertainty. By substituting the exponential function in the density function (in a small interval) with the cubic function, we realized the integration of density function, and got the cumulative probability in theory and built an objective function on the sum of squared errors. Since the objective function is constituted by several compound functions with variable coefficients, we can't get the relation equation with simple derivation, so a solution by the direction search method is put forward. Due to the special law of the function substitution error, we can make effective control on accuracy according to the accuracy criteria. The P-Ⅲ parameter got by this way can achieve the best fitting between the frequency curve and the sample points. Depending on simple excel template, we can also calculate the theoretical value of the P-Ⅲ distribution with various parameters.

Key words: P-Ⅲ parameter calculation, function substitution, least squares, direction search method, error control