Least Squares with Simulated Means for a Problem in Fibre Strength Testing
针对碳纤维强度数据,提出一种基于模拟均值的普通最小二乘估计方法,替代难以处理的极大似然估计,适用于似然函数复杂但可模拟的模型。
Some data on the strength of carbon fibres are tackled. A simple stochastic-physical model for the data proves to give rise to an intractable likelihood function but can be used straightforwardly to produce simulated realizations. This suggests a method of estimation that is alternative to maximum likelihood based on simulation. A version of least squares with simulated means is employed