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带加权的贝叶斯自举法 Weighted Bayesian Bootstrap
贝叶斯自举法(Bayesian bootstrap)是一种统计学方法,用于在缺乏先验知识的情况下对一个参数的分布进行估计。这种方法是基于贝叶斯统计学的思想,它使用贝叶斯公式来计算参数的后验分布。 在传统的非参数自举方法中,样本是从一个已知分布中抽取的,然后 ...
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