정적계통의 통계적 퍼래미터 추정에 있어 최우도법과 Bayes식방법과의 비교연구

A Comparative Study Of Maximum Likelihood Method With Bayesian Approach In Statistical Parameter Estimation Of Static Systems

  • 발행 : 1973.03.01

초록

The comparative study of maximum likelihood estimation with Bayesian approach was made by statistical & computational methods in center of a priori information of static systems and the effect of a priori information on the accuracy of the estimatiion was also analyzed. Through the numerical computations of some examples by digital computer, we concluded that maximum likelihood method is better than Bayesian estimation except for almost certain a priori informations. The study may therefore contribute in identification problems of dynamical systems connected with a priori informations.

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