共查询到20条相似文献，搜索用时 437 毫秒
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莫文辉 《十堰职业技术学院学报》2013,26(1):97-99
随机因素对振动的影响不可忽略。本文将质量刚度、阻尼系数看作随机变量,研究了单自由度强迫振动的共振频率的可靠性。对随机变量进行计算机模拟,产生大量样本。应用Monte Carlo模拟研究了振动位移的可靠性。模拟次数越多,求得的可靠度精度越高。算例表明本文方法是正确的。 相似文献
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One challenge in mediation analysis is to generate a confidence interval (CI) with high coverage and power that maintains a nominal significance level for any well-defined function of indirect and direct effects in the general context of structural equation modeling (SEM). This study discusses a proposed Monte Carlo extension that finds the CIs for any well-defined function of the coefficients of SEM such as the product of k coefficients and the ratio of the contrasts of indirect effects, using the Monte Carlo method. Finally, we conduct a small-scale simulation study to compare CIs produced by the Monte Carlo, nonparametric bootstrap, and asymptotic-delta methods. Based on our simulation study, we recommend researchers use the Monte Carlo method to test a complex function of indirect effects. 相似文献
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This Monte Carlo simulation study compares methods to estimate the effects of programs with multiple versions when assignment of individuals to program version is not random. These methods use generalized propensity scores, which are predicted probabilities of receiving a particular level of the treatment conditional on covariates, to remove selection bias. The results indicate that inverse probability of treatment weighting (IPTW) removes the most bias, followed by optimal full matching (OFM), and marginal mean weighting through stratification (MMWTS). The study also compared standard error estimation with Taylor series linearization, bootstrapping and the jackknife across propensity score methods. With IPTW, these standard error estimation methods performed adequately, but standard errors estimates were biased in most conditions with OFM and MMWTS. 相似文献
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Rumen Manolov Antonio Solanas Isis Bulté Patrick Onghena 《Journal of Experimental Education》2013,81(2):191-214
This study deals with the statistical properties of a randomization test applied to an ABAB design in cases where the desirable random assignment of the points of change in phase is not possible. To obtain information about each possible data division, the authors carried out a conditional Monte Carlo simulation with 100,000 samples for each systematically chosen triplet. The authors studied robustness and power under several experimental conditions—different autocorrelation levels and different effect sizes as well as different phase lengths determined by the points of change. Type I error rates were distorted by the presence of autocorrelation for the majority of data divisions. The authors obtained satisfactory Type II error rates only for large treatment effects. The relation between the lengths of the four phases appeared to be an important factor for the robustness and power of the randomization test. 相似文献
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唐耀宗 《喀什师范学院学报》2014,(6):10-12
主要针对美式分红篮子买权的定价进行研究.美式篮子期权定价通常采用即最小二乘蒙特卡罗模拟.但是此方法存在拟合参数随标的资产维数增加而产生的＂维数灾难＂.故此,提出了求和最小二乘蒙特卡罗模拟,并通过数值试验较好地验证了该方法的有效性. 相似文献
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Latent basis curve models (LBCMs) have been popular in modeling change when the change trajectories are unknown or nonlinear. The estimated change trajectories from LBCMs are often viewed as optimal and used as reference points against which other change trajectories are tested. However, there is a proportionality assumption underlying LBCMs that has received little attention from researchers. This study uses a Monte Carlo simulation to show that violation of this assumption can potentially result in substantially biased estimates of the means and variances of changes and covariate effects on these changes, leading to incorrect statistical inference. The implications of the simulation study are discussed and alternatives to LBCMs are suggested for use when the proportionality assumption is likely to be violated. 相似文献
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《天津大学学报(英文版)》2017,(4)
Effectively and accurately modelling the spatial relation of fracture surfaces is crucial in the design and construction of large hydropower dams having a complex underlying geology. However, fracture surfaces are randomly formed and vary greatly with respect to their spatial distribution, which makes the construction of accurate 3-D models challenging. In this study, we use an optimal Monte Carlo simulation and dynamic conditioning to construct a fracture network model. We found the optimal Monte Carlo simulation to effectively reduce the error associated with the Monte Carlo method and use dynamic conditioning to ensure the consistency of the model with the actual distribution of fractures on the excavation faces and outcrops. We applied this novel approach to a hydropower station on the Jinshajiang River, China. The simulation results matched the real sampled values well, confirming that the model is capable of effectively and accurately simulating the spatial relations in a fracture network. 相似文献
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This Monte Carlo simulation adds to the growing body of enumeration index performance research in continuous response variable mixture models by addressing the issue of the performance of these indexes in discrete-time survival mixture analysis (DTSMA) models. Results showed that although all enumeration indexes performed very well in identifying a homogeneous DTSMA model (i.e., k = 1 hazard function in the sample data), the findings also showed that the enumeration indexes performed poorly in identifying the correct number of unobserved hazard functions present in a heterogeneous (i.e., k = 3) DTSMA model. More important, the performance of the enumeration indexes for the heterogeneous DTSMA models did not improve as the sample size, the effect of time-invariant covariates, or adjacent hazard function separation distance increased, which is inconsistent with some previous Monte Carlo simulation results. The limitations of this Monte Carlo simulation study and future empirical investigation possibilities are both discussed. 相似文献
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李晓莉 《常熟理工学院学报》2005,19(2):25-27
降低方差是在蒙特卡罗模拟中提高统计模拟精度的一个重要途径,文中给出了实际模拟过程中对参数a^*的一个估计,并对估计参数a^*时的一个技术处理进行了讨论。 相似文献
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《Structural equation modeling》2013,20(3):356-410
Questions of whether hypothesized structure models are appropriate representations of the pattern of association among a group of variables can be addressed using a wide variety of statistical procedures. These procedures include covariance structure analysis techniques and correlation structure analysis techniques, in which covariance structure procedures are based on distribution theory for covariances, and correlation structure procedures are based on distribution theory for correlations. The present article provides an overview of standard and modified normal theory and asymptotically distribution-free covariance and correlation structure analysis techniques and also details Monte Carlo simulation results on the Type I and Type II error control as a function of structure model type, number of variables in the model, sample size, and distributional nonnormality. The present Monte Carlo simulation demonstrates clearly that the robustness and nonrobustness of structure analysis techniques vary as a function of the structure of the model and the data conditions. Implications of these results for users of structure analysis techniques are considered in the context of current software availability. 相似文献
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This paper presents a new approach to parallelize 3D lattice Monte Carlo algorithms used in the numerical simulation of polymer on ZiQiang 2000-a cluster of symmetric multiprocessors(SMPs).The combined load for cell and energy calculations over the time step is balanced together to form a single spatial decomposition.Basic aspects and strategies of running Monte Carlo calculations on parallel computers are studied.Different steps involved in porting the software on a parallel architecture based on ZiQiang 2000 running under Linux and MPI are described briefly.It is found that parallelization becomes more advantageous when either the lattice is very large or the model contains many cells and chains. 相似文献
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1 Introduction It is i mportant to study polymerization mechanisminpolymerization engineering. Obtaining kinetic data isthe key step for establishing polymerization mechanismand understanding elementary reactions . The kineticdata contains two groups of data ,i.e.,the rate andreaction order .The rate ,especially the rate constant ,is i mportant and to be esti mated assuming that the or-der of the reactionis known.Furthermore ,esti mationof rate constants for polymerization is an active anddif… 相似文献
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梁曦 《洛阳师范学院学报》2014,(5):103-105,112
近年来,结构性理财产品因其远高于活期利率的最大可能预期收益率而在理财产品市场走俏.然而,其收益实现的复杂条款,以及商业银行对最大可能收益的过分强调,对普通投资者确定产品实际收益情况造成了障碍.文章采用Monte Carlo模拟的方法,对中国招商银行焦点联动系列之股票指数表现联动理财产品进行定价的实证研究.结果表明,严苛的收益条件使得该产品达到最大可能收益的概率仅有51.6%,投资者可能高估该产品的预期收益率. 相似文献
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Opticalcoherencetomography (OCT)wasorigi nallydevelopedforimagingintransparenttissue[1] .Since1 995 ,OCThasbeenadvancedtoimagefromophthal mologytonontransparenttissuewithahighimagingres olution[2 ,3 ] .OCTdemonstratesitsgreatestpotentialinsituationswhereconventionalbiopsyiseitherdangerousorineffective[4] .Becauseofthecomplexityofthelightpropagationinnontransparenttissue,theapplicationofOCTinhighlyscatteringbiologicaltissuesuchasskintis suearenotoptimistic.Yadlowsky[5] explainedthatmul tip… 相似文献
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改进粒子滤波在被动目标跟踪中的应用 总被引：3，自引：0，他引：3
As a new method for dealing with any nonlinear or non-Ganssian distributions, based on the Monte Carlo methods and Bayesian filtering, particle filters （PF） are favored by researchers and widely applied in many fields. Based on particle filtering, an improved extended Kalman filter （EKF） proposal distribution is presented. Evaluation of the weights is simplified and other improved techniques including the residual resampling step and Markov Chain Monte Carlo method are introduced for target tracking. Performances of the EKF, basic PF and the improved PF are compared in target tracking examples. The simulation results confirm that the improved particle filter outperforms the others. 相似文献
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针对大型项目网络计划的不确定性,研究了工期、资源不确定的网络计划在费用限制情况下的费用均衡优化问题.利用蒙特卡罗分布,对不确定型网络计划进行蒙特卡罗仿真,进而获得n次仿真结果的代表性样本,从而得到该样本对应的确定性网络,用遗传算法进行求解.克服了传统启发式资源均衡优化算法在大型网络计划中不能保证最优解的缺点,得到一个费用分布均衡的网络计划.且以实例验证了该算法对大型项目的工期资源优化具有实际的应用价值. 相似文献
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公相 《襄樊职业技术学院学报》2008,7(2):11-13
介绍了Prote199se的仿真分析功能——直流分析、交流分析、噪声分析、参数扫描分析、蒙特卡罗分析;并在此基础上对OCL电路进行了仿真分析。 相似文献
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Walter L. Leite Robert Sandbach Rong Jin Jann W. MacInnes M. Grace-Anne Jackman 《Structural equation modeling》2013,20(3):437-456
Because random assignment is not possible in observational studies, estimates of treatment effects might be biased due to selection on observable and unobservable variables. To strengthen causal inference in longitudinal observational studies of multiple treatments, we present 4 latent growth models for propensity score matched groups, and evaluate their performance with a Monte Carlo simulation study. We found that the 4 models performed similarly with respect to model fit, bias of parameter estimates, Type I error, and power to test the treatment effect. To demonstrate a multigroup latent growth model with dummy treatment indicators, we estimated the effect of students changing schools during elementary school years on their reading and mathematics achievement, using data from the Early Childhood Longitudinal Study Kindergarten Cohort. 相似文献