Bayesian Statistics and Parameter Constraints on the Generalized Chaplygin Gas Model using
贝叶斯统计-教学大纲
《贝叶斯统计》教学大纲“Bayesian Statistics” Course Outline课程编号:152053A课程类型:专业选修课总学时:48 讲课学时:48实验(上机)学时:0学分:3适用对象:金融学(金融经济)先修课程:数学分析、概率论与数理统计、计量经济学Course Code:152053ACourse Type:Discipline ElectiveTotal Hours:48 Lecture:48Experiment(Computer):0Credit:3Applicable Major:Finance(Finance and Economics Experiment Class)Prerequisite:Mathematical Analysis, Probability Theory and Statistics, Econometrics一、课程的教学目标本课程旨在向学生介绍贝叶斯统计理论、贝叶斯统计方法及其在实证研究中的应用。
贝叶斯统计理论与传统统计理论遵循着不同的基本假设,为我们处理数据信息提供新的角度和解读思路,并在处理某些复杂模型上(如,估计动态随机一般均衡模型、带时变参数的状态空间模型等)相比传统方法具有相对优势。
本课程要求学生在选课前具备基本的微积分、概率统计以及计量经济学知识。
以此为起点,我们将主要就贝叶斯统计理论知识、统计模型的应用以及基于计算机编程的实证能力三方面对学生进行训练。
经过对本课程的学习,学生应了解贝叶斯框架的基本思想,掌握基本的贝叶斯理论方法及其主要应用,并掌握实证研究中常用的贝叶斯数值抽样方法以及相关的计算机编程技能。
特别地,学生应能明确了解贝叶斯统计方法与传统统计方法在思想和应用上的区别以及各自的优缺点,以便能在实际应用中合理选择统计分析工具。
This course introduces the basic concepts of Bayesian statistics and the use of Bayesian econometric methods in empirical study. Bayesian statistics has different fundamental assumptions from the classical (frequentist) framework, providing us with an alternative way in analyzing and interpreting data information. Bayesian methods also have relative advantages, and thus are widely used, in dealing with certain complicated models (for example, the estimation of Dynamic Stochastic General Equilibrium model, state space models with time-varying parameters, etc.).Students should have had basic trainings on calculus, probability theory and statistics, and preferably econometrics prior to this course. The major trainings offered in this course focus on Bayesian theories, Bayesian statistical models with applications and computational skills required for empirical analysis. After the course, students should develop their understanding on the philosophy of Bayesian framework, understand basic Bayesian theories, Bayesian estimation methods and their applications, and master the computer skills for the practical use of Bayesian methods. Specifically, students should understand the differences between the Bayesian viewpoint and the classical frequentist perspective in order to be able to choose appropriate analyzing tools in empirical use.二、教学基本要求贝叶斯统计学和计量方法在近年得到越来越广泛的关注和应用,主要得益于计算机技术的发展使得贝叶斯数值抽样方法在实际应用中得以实现。
若干分布参数的经验贝叶斯估计的风险分析
I
华 中 科 技 大 学 硕 士 学 位 论 文 Abstract
The opinion of Bayes’ school regard the unknown-parameter θ as a random variable, and according to the prior information of parameter
绪论
Lindley, Berger 等 Bayes 学者的努力下,Bayes 方法在观点、方法和理论上都有了不断
的完善,逐步形成一种系统的统计推断方法。到上世纪 30 年代已经形成 Bayes 学派,
50~60 年代已经发展成为一个有影响的统计学派, 彻底打破了经典统计学一统天下的
局面,顶起了统计学的半边天。 近年来,Bayes 理论在许多国家都有广泛的应用,尤以经济领域居多。Bayes 学 派著名的学者 Lindley 曾预言: “统计学的未来—— 一个 Bayes 的二十一世纪[1]”不论 这一论断是否偏颇,近些年来 Bayes 统计的发展速度确实很快。翻下国内外杂志,尤 其是美国统计学会的 JASA 和英国皇家学会的 JRSS 等,几乎每期都有 Bayes 统计方 面的文章。可以说,Bayes 统计是当今国际统计科学研究的新热点。
Γ(θ , 1 ) is constructed under square loss function by using kernel estimation method. 2
Then to proved the asymptotic optimality of the estimator and gained the convergence rate. Linex loss function is inducted. Bayes estimate, empirical estimate and maximum likelihood estimate for the parameter θ of the positive exponential family were gained under squared loss function and Linex loss function. The three estimates were compared with each others.
《贝叶斯统计》课程教学大纲
《贝叶斯统计》课程教学大纲(2004年制定,2006年修订)课程编号:060046英文名:Bayesian Statistics课程类别:统计学专业选修课前置课:微积分、概率论与数理统计后置课:学分:3学分课时:54课时主讲教师:陈耀辉等选定教材:茆诗松,贝叶斯统计,北京:中国统计出版社,1999课程概述:贝叶斯学派是数理统计中一个重要的学派,它有鲜明的特点和独到的处理方法,在国际上贝叶斯学派与非贝叶斯学派的争论是很多的。
本课程重点介绍贝叶斯统计推断的理论、方法及其基本观点,同时对贝叶斯方法和经典方法在历史上的重大分歧也适当地予以介绍。
通过本课程的学习能系统地掌握贝叶斯统计的基本理论、方法和应用,特别是贝叶斯统计中所具特色的一些处理方法及相应的理论。
主要内容有:先验分布与后验分布的基本概念、后验分布的计算方法、估计及假设检验、贝叶斯统计决策方法等。
教学目的:通过该门课程的学习,使学生能了解贝叶斯学派的基本观点和基本思想,了解贝叶斯学派和频率学派联系和区别,了解贝叶斯统计的最新研究进展,能够系统地掌握贝叶斯统计的基本理论、基本方法,更重要的是掌握贝叶斯统计具有特色的一些处理方法以及相应的理论,用以分析问题、解决问题。
教学方法:根据该门课程的特点,在利用传统的教学方法讲授理论的同时,注重案例教学,特别是要适当地运用研讨性教学方法,而且要适时运用创新教学方法,即教师应依据教材对教学内容作合理的安排,讲透重点难点,注意本学科研究的最新成果和前沿知识,既要教学生学习知识,又要培养学生的能力,特别是要培养学生的创新意识和创新能力,争取开展一些第二课堂活动。
各章教学要求及教学要点第一章引论课时分配:2课时教学要求:通过本章的学习,要求学生掌握贝叶斯统计理论的基本观点,了解贝叶斯统计学派和经典统计学派之间的重大分歧,了解现代贝叶斯统计理论的研究现状及贝叶斯统计理论的应用,重点掌握贝叶斯统计的基本思想,深刻理解“概率”、“统计”的不同的哲学解释,学习他们各自的优点来分析问题、解决问题。
频率主义 vs 贝叶斯主义_光环大数据 Python培训机构
频率主义 vs 贝叶斯主义_光环大数据 Python培训机构置信 vs. 可信在第一节中,我们讨论了频率主义与贝叶斯主义基本理论的差异:频率论认为概率是重复事件(假设)发生的频率;贝叶斯认为概率是数值的可信程度。
更一般的结论是,频率论认为模型参数是固定的,而数据是随机的,而贝叶斯认为模型参数是随机的,而数据是固定的。
基础理论的差异影响两种方法选择模型参数数据边界的方式。
因为差异很小,我就用一个简单的例子来论述一下频率论置信区间与贝叶斯可信范围的差异。
例 1: 正态分布均值让我们用一个简单的例子来验证一下;此例同第一节中计算正态分布均值。
之前我们简单的分析了(频率论) 最大似然估计和(贝叶斯) 最大后验估计(posteriori estimates);这里我们拓展一下:看看频率论置信区间与贝叶斯可信范围的差异。
问题是:你在观察一颗星星,你认为它的亮度是恒定的。
为了简化,我们可以认为其亮度就是每秒到达我们望远镜的光量子数量。
任何观察值都会有误差:虽然在此例中这些误差并不重要,但是我们假设观察值xi服从正态分布,且标准差已知为σx。
对一组观察值,亮度置信水平95%(即2/sigma$)的置信区间是多少?1. 频率论方法这个问题是频率论方法的经典案例,分析如下:对任意N个值的D={xi}Ni=1,分布的无偏估计均值μ是x¯=1N∑i=1Nxi样本分布(sampling)描述了均值估计的频率;通过中心极限定理(central limit theorem)我们可以得出样本分布是正态分布:f(x¯ || μ)∝exp[−(x¯−μ)22σ2μ]这里我们使用均值标准误差(standard error of the mean),σμ=σx/N−−√中心极限定理告诉我们如果N足够大,任何分布都可以得到合理的近似值;如果分布呈正态分布,N就可以缩小到2。
让我们赶紧来验证这条经验,看看5组106个样本的均值情况:In [1]:import numpy as npN = 5Nsamp = 10 ** 6sigma_x = 2np.random.seed(0)x = np.random.normal(0, sigma_x, size=(Nsamp, N))mu_samp =x.mean(1)sig_samp = sigma_x * N ** -0.5print("{0:.3f} should equal {1:.3f}".format(np.std(mu_samp), sig_samp))0.894 should equal 0.894如前所述,观察值的标准差等于σxN−1/2。
课程名称中英文对照参考表
外国文学作选读Selected Reading of Foreign Literature现代企业管理概论Introduction to Modern Enterprise Managerment电力电子技术课设计Power Electronics Technology Design计算机动画设计3D Animation Design中国革命史China’s Revolutionary History中国社会主义建设China Socialist Construction集散控制DCS Distributed Control计算机控制实现技术Computer Control Realization Technology计算机网络与通讯Computer Network and CommunicationERP/WEB应用开发Application & Development of ERP/WEB数据仓库与挖掘Data Warehouse and Data Mining物流及供应链管理Substance and Supply Chain Management成功心理与潜能开发Success Psychology & Potential Development信息安全技术Technology of Information Security图像通信Image Communication金属材料及热加工Engineering Materials & Thermo-processing机械原理课程设计Course Design for Principles of Machine机械设计课程设计Course Design for Mechanical Design机电系统课程设计Course Design for Mechanical and Electrical System 创新成果Creative Achievements课外教育Extracurricular education。
贝叶斯参数估计
先验分布的选取
有信息的: 已知分布类型、参数等 无信息的: 最大熵、共轭分布、Bayes假设 基于经验的: 利用样本确定先验分布
共轭分布法
例:设 X ~ N ( , 2 ) , ~ N (10,32 ) 。若从正态总体 X 抽
2
得容量为 5 的样本,算得 x 12.1 ,
1 N x 2 2 0 'exp i 2 2 2 i 1 0 1 N 1 N 0 1 2 ''exp 2 2 2 2 xi 2 2 1 i 0 0
| x) E | x ( E )2 Var ( | x) MSE (
1 2
称为后验方差,其平方根 [Var ( | x)] 称为后验标准差。
经典统计学派对贝叶斯统计的批评
贝叶斯方法受到了经典统计学派中一些人的批评,批 评的理由主要集中在以下三点: • (1) 贝叶斯方法具有很强的主观性而研究的问题需 要更客观的工具。经典统计学是“客观的”, 因此符 合科学的要求。而贝叶斯统计学是“主观的”,因 而(至多)只对个人决策有用。 • (2)应用的局限性,特别是贝叶斯方法有许多封闭型 的分析解法,不能广泛地使用。 • (3)先验分布的误用。
对以上这些批评,贝叶斯学派的回答如下:
几乎没有什么统计分析哪怕只是近似是“客观的” 。因为只有在具有研究问题的全部覆 盖数据时,才会得到明显的“客观性”,此时,贝叶斯分析也可得出同样的结论。但大多数统计 研究都不会如此幸运,以模型作为特性的选择对结论会产生严重的影响。实际上,在许多研究 问题中,模型的选择对答案所产生的影响比参数的先验选择所产生的影响要大得多。 Box(1980)说: “不把纯属假设的东西看作先验…我相信,在逻辑上不可能把模型的假设 与参数的先验分布区别开来。 ” Good(1973)说的更直截了当: “主观主义者直述他的判断,而客观主义者以假设来掩盖其 判断,并以此享受着客观性的荣耀。 ” 杰出的当代贝叶斯统计学家 A.OHagan(1977)的观点是最合适的:劝说某人不加思考地 利用贝叶斯方法并不符合贝叶斯统计的初衷。进行贝叶斯分析要花更多的努力。如果存在只 有贝叶斯计算方法才能处理的很强的先验信息或者更复杂的数据结构。 这时收获很容易超过 付出,由此能热情地推荐贝叶斯方法。另一方面,如果有大量的数据和相对较弱的先验信息, 而且一目了然的数据结构能导致已知合适的经典方法 (即近似于弱先验信息时的贝叶斯分 析),则没有理由去过分极度地敲贝叶斯的鼓(过分强调贝叶斯方法)。
贝叶斯统计原理及方法优秀-2022年学习资料
伽玛分布-如果随机变量X具有概率密度函数-e-D-Fa-x-1-x≥0-0,-x<0-则称X服从伽玛分布, 作X~Gaa,入.-其中a>0为形状参数,入>0为尺度参数,-6
EX=于-」e=iara,-Ta+11o-To2-aa+1-EX2=-22-C-VrX=EX2-[EX]2 -7
贝塔函数-Ba,b=[x"1-x-dx-称为贝塔函数,其中参数a>0,b>0-贝塔函数的性质:1Ba,b= b,a-TaTb-2Ba,b=-Ta+b-10
Bayesian Statistics-贝叶斯统计-1
贝叶斯统计-预修要求:已修过概率论与数理统计-基本教材:-茆诗松编,贝叶斯统计-中国统计出版社,2005年
[1]贝叶斯统计与决策.Berger J O.中国统计出版-社.1998-[2]现代贝叶斯统计.Kotz ,吴喜之.中国统计出版-社.1999-[3]贝叶斯统计推断.张尧庭、陈汉峰.科学出版-社.1991
经典统计学:基于以上两种信息进行的统计推断被-称为经典统计学。-•说明:它的基本观点是把数据(样本)看成是 自-具有一定概率分布的总体,所研究对象是这个总体而-不局限于数据本身。-据现有资料看,这方面最早的工作是高 和勒让德-德误差分析、正态分布和最小二乘法。从十九世纪末-期到二十世纪中叶,经皮尔逊、费歇和奈曼等人杰出工作创立了经典统计学。-²随着经典统计学的持续发展与广泛应用,它本身的-缺陷也逐渐暴露出来了。-23
贝叶斯方法Bayesian approach-贝叶斯方法是基于贝叶斯定理而发展起来用于系-统地阐述和解决统 问题的方法Samuel Kotz和-吴喜之,2000。-贝叶斯推断的基本方法是将关于未知参数的先-验信息与 本信息综合,再根据贝叶斯定理,得-出后验信息,然后根据后验信息去推断未知参数-茆诗松和王静龙等,1998年 -“贝叶斯提出了一种归纳推理的理论(贝叶斯定-理,以后被一些统计学者发展为一种系统的统计-推断方法,称为贝 斯方法.”一摘自《中国大百-科全书》(数学卷)-16
bayesian data analysis 概述及解释说明
bayesian data analysis 概述及解释说明1. 引言1.1 概述Bayesian数据分析是统计学中一种基于贝叶斯理论的方法,用于进行数据建模、参数估计和推断。
该方法通过结合先验知识和实际观测数据,对未知参数进行概率推断,从而提供了更为准确和可靠的统计结果。
1.2 文章结构本文将首先介绍Bayesian数据分析的基本原理和方法,包括Bayesian统计学概述和数据分析的基本原理。
然后,文章将详细解释Bayesian数据分析的核心概念,包括先验知识和后验推断、贝叶斯公式和贝叶斯定理以及参数估计与模型选择方法。
接下来,本文将通过实例解释Bayesian数据分析在实际问题中的应用,并分别介绍实验设计与数据采集阶段、模型建立与参数估计阶段以及结果解释与决策推断阶段的应用案例。
最后,我们会总结主要观点和发现结果,并对Bayesian数据分析未来发展趋势进行展望和思考。
1.3 目的本文旨在向读者介绍Bayesian数据分析的概念、原理以及应用领域,并为其提供相关示例以便更好地理解和应用该方法。
通过阅读本文,读者将能够了解Bayesian数据分析的基本原理、核心概念以及在实际问题中的运用,从而为自己的研究或实践工作提供有益的参考和指导。
另外,本文还将探讨Bayesian数据分析未来的发展趋势,以促进对该方法在更广泛领域中的应用和发展。
2. Bayesian Data Analysis 简介2.1 Bayesian 统计学概述在统计学中,贝叶斯统计学是一种基于贝叶斯公式的统计推断方法。
它利用先验知识和观察到的数据来更新对未知量的概率分布的认识。
与传统频率主义统计学不同,贝叶斯统计学允许我们在推断过程中使用主观意见,并将不确定性量化为概率分布。
2.2 数据分析的基本原理和方法数据分析是处理和解释收集到的数据以获得有意义信息的过程。
贝叶斯数据分析通过结合已知先验信息和新观测数据来进行参数估计、模型选择和预测。
数理统计:贝叶斯估计
| x)d
(ˆB )2
2ˆB
(
| x)d
2 (
| x)d
(ˆB -
( | x)d )2
2 ( | x)d
(
(
| x)d )2
因此当ˆB
( | x)d时,可使MSE达到最小,
又由于
息去确定Beta分布中的两个参数α与β 。从文献来看,确
定α与β的方法很多。例如,如果能从先验信息中较为准
确地算得θ先验平均和先验方差,则可令其分别等于Beta
分布的期望与方差最后解出α与β ,如下
Байду номын сангаас
(
)2 (
1)
S2
(1 ) 2
S2
a(1 )
假设Ⅲ 我们对参数θ已经积累了很多资料,经过分析、整 理和加工,可以获得一些有关θ的有用信息,这种信息就 是先验信息。参数θ不是永远固定在一个值上,而是一个 事先不能确定的量。
10
贝叶斯公式
从贝叶斯观点来看,未知参数θ是一个随机变量,描 述这个随机变量的分布可从先验信息中归纳出来,这个分 布称为先验分布,其概率分布用π(θ)表示。 1 先验分布 定义:将总体中的未知参数θ∈Θ看成一取值于Θ的随机 变量,它有一概率分布,记为π(θ),称为参数θ的先验分布。 2 后验分布 从总体 f(x│θ) 中随机抽取一个样本X1,…,Xn, 先获得样本X1,…,Xn和参数θ的联合分布:
(i x)
p(x i ) (i ) p(x i ) (i )
i
(i xj )
数据分析知识:数据挖掘中的贝叶斯参数估计
数据分析知识:数据挖掘中的贝叶斯参数估计贝叶斯参数估计是数据挖掘中的一种重要技术,它基于贝叶斯定理,利用样本数据对未知参数进行估计。
本文将详细介绍贝叶斯参数估计的基本概念、原理、应用和优缺点等方面。
一、贝叶斯参数估计的基本概念贝叶斯参数估计是利用贝叶斯定理来进行参数估计的方法。
其中,贝叶斯定理是一种基于先验概率和后验概率的关系,它可以通过贝叶斯公式来表示:P(θ│D) = P(D│θ) * P(θ) / P(D)其中,θ表示模型参数,D表示数据样本,P(θ│D)表示参数θ在给定样本D下的后验概率,P(D│θ)表示给定参数θ下样本D的概率,P(θ)表示参数θ的先验概率,P(D)表示样本D的边缘概率。
在贝叶斯参数估计中,我们希望得到参数θ在样本D下的后验概率P(θ│D),这个后验概率将成为下一步预测和决策的重要依据。
而为了获得后验概率,我们需要先知道先验概率P(θ)和似然函数P(D│θ),前者通常是根据已有的相关知识或经验进行估计,后者通常是由样本数据计算而来,也被称为样本似然函数。
二、贝叶斯参数估计的原理贝叶斯参数估计的原理是:通过将先验信息和样本数据结合起来,对后验概率进行估计和推断,从而获得参数的精确估计。
其过程包括如下几个步骤:1、确定先验概率在贝叶斯参数估计中,我们需要确定参数的先验概率P(θ),这个先验概率可以是基于以往数据或领域知识的经验估计,也可以是由专家提供的主观判断。
一般而言,先验概率越准确,后验概率的估计结果也越准确。
2、求解似然函数似然函数P(D│θ)是指在给定参数θ的情况下,样本数据D的概率,即在已知参数情况下样本出现的可能性。
通过对样本数据进行统计分析,我们可以求出似然函数,并基于此对参数进行估计。
3、计算后验概率通过贝叶斯公式,我们可以计算出参数的后验概率P(θ│D),这个后验概率表示在已知样本数据的情况下,参数θ出现的概率有多大。
基于后验概率,我们可以推断参数的精确值或分布情况等信息。
先验信息在bayes可靠性评估中的应用及多元统计主成分分析
华中科技大学硕士学位论文先验信息在Bayes可靠性评估中的应用及多元统计主成分分析姓名:***申请学位级别:硕士专业:概率论与数理统计指导教师:***2003.4.23华中科技大学硕士学位论文摘要/随着我国社会主义市场经济体制的逐步建立,无论是在国家宏观调控方面还是在企业生产部门的经营管理方面,都需要大量的统计信息,因此近几年国内加大了对国外统计理论和实践的交流和研究,这是适应我国扩大对外开放和与国际接轨的需要。
/I。
《贝叶斯统计是在与经典统计的争论中发展起来的,现已成为统计学中不可缺少的一部分』1985年J.O.Berge出版的{StatisticalDecisionTheoryandBayesianAnalysis》(《统计决策理论与贝叶斯分析》)一书,把贝叶斯统计做了较完整的叙述。
此后美国连续出版了两本CasesStudiesinBayesianStatistics。
使贝叶斯统计在理论上和实际上及二者的结合上都得到了长足的发展。
贝叶斯统计与经典统计学的最主要差别在于是否利用先验信息。
由于贝叶斯统计集先验信息、样本信息和总体信息于一身,更贴近实际问题,并且由于在处理小样本问题时有其独特的优点。
近年来开始在生物统计、临床试验、质量控制、精算、图像分析、可靠性等领域被广泛应用。
在国防科技领域应用尤为突出:美国、前苏联早在60年代就把Bayes方法列为使用手册,英国则将其列为国家标准。
在我国,Bayes方法的研究起步较晚,在工程上应用很少,在战术武器系统可靠性上的应用尚处于初步探索阶段。
,—/本文对贝叶斯统计中先验信息如何在实际中得以应用方面做了有益的探索。
由于理论与实践总是有很大的距离,所以贝叶斯统计中先验信息如何在实际中得以成功应用成了贝叶斯统计理论走向实际应用的桥梁。
Bayes方法往往是解决小样本问题的有效统计方法,所以在实际当中有很广阔的应用前景。
/文章核心部分参阅了有关资料和相应的专著。
课件:生物信息学 第5章 算法基础
神经网络模型
根据不同的研究需要,神经网络可按处理信息的流向、 学习方式、连接权系数等方面进行分类。按处理信息的流向 分为前向网络模型(见左上图)与反馈网络模型(见右上 图)。
算法过程(见教材例5.10)
神经网络模型
目前神经网络已成功应用在生物信息学的多个方面。其 中一个非常广泛的应用方面是对蛋白质结构的预测:已有较 多的论文报导用神经网络法预测蛋白质的二级结构,如PHD (Profile network from Heidelberg)预测软件;而空间结 构及蛋白质分类也是神经网络模型的一大应用对象。神经网 络也用于基因预测中识别内含子、外显子、启动子、转录识 别位点等,以及预测蛋白质特殊结构。
第五章 算法与数学基础
算法是解决一个问题的方法的明确 而有限的步骤。
算法的空间复杂度与算法的时间复 杂性 。
有效算法与无效算法 。
图论
欧拉与Königsberg七桥问题。
图论
许多实际的问题都可以转化为寻找最短路的问题。荷兰 计算机科学家Dijkstra发现了一个寻找标有权值的连通的简 单图最短路的有效算法(教材例5.1与例5.2)。
遗传算法
遗传算法(Genetic Algorithms,简称GA)是基于生 物自然选择与遗传机理的模仿,完成对问题最优解的随机搜 索过程的算法。遗传算法解决问题的过程是先随机产生一组 初始解,然后这些解在不断发生变化,变化过程不断把最好 的解保留而淘汰较差的解,经过若干次这样的过程后选择最 好的解。
贝叶斯统计方法能利用主观知识,用它构建的生物信息 学数学模型会随知识的积累不断提高预测准确度。另外,生 物大分子序列模型基本上是概率模型,存在很多不确定性, 而度量不确定性是正是贝叶斯统计方法的优势。
正态模型单参数经验贝叶斯估计
井冈山大学学报(自然科学版) 7文章编号:1674-8085(2010)01-0007-04正态模型单参数经验贝叶斯估计*刘荣玄,罗隆琪(井冈山大学数理学院,江西,吉安 343009)摘 要:依据经验贝叶斯估计的思想方法,研究在平方损失函数下,正态模型单参数的经验贝叶斯(EB)估计问题。
先将理论贝叶斯估计用X 的边际分布密度函数及该分布密度函数的一阶导数表示出来,再利用过去样本值(x 1,x 2,…,x n )和当前值x ,采用密度函数的核估计方法构造相应的函数来代替理论贝叶斯估计中的函数,得到参数的经验贝叶斯估计,最后证明了所得到的经验贝叶斯估计是渐近最优的。
关键词:正态模型;参数;经验贝叶斯;核估计;渐近最优中图分类号:O212.1 文献标识码:A DOI:10.3969/j.issn.1674-8085.2010.01.002ESTIMATION OF THE ONE-PARAMETER OF GENERAL NORMAL MODE BY EMPIRICAL BAYES*LIU Rong-xuan LUO Long-qi(School of Mathematics and Physics ,Jinggangshan University ,Ji’an ,Jiangxi 343009,China)Abstract: By means of Empirical Bayesian principle and method, we discuss an Empirical Bayes (EB) estimator of the one-parameter under the square loss function for the general normal mode. Firstly, we indicate the theoretical Bayes evaluation by using X marginal distribute density function and its first order derivative. Secondly, we construct the relevant function to replace the function in Bayes evaluation using the kernel estimation method based on the past sample value and current value, and obtain the parameter by Empirical Bayes . Finally, we prove that the proposed estimator was an asymptotical optimal EB estimator.Key words: general normal mode; parameter; Empirical Bayes; kernel estimation; asymptotical optimality1 问题的提出 Bayes 统计推断原则:对参数θ所作任何推断必须基于且只能基于θ的后验分布,即后验密度函数族(){,h x θ}:θ∈Θ,它依赖于θ的先验分布,而先验分布往往很难确定,当先验分布未知或先验分布中含有未知参数时就无法找到贝叶斯估计,为解决这一问题,1955年Robbins 提出了经验贝叶斯方法。
多层验前正态总体动态参数的Bayes融合估计
文章编号:1001-2486(2003)01-0097-05多层验前正态总体动态参数的Bayes 融合估计X张金槐(国防科技大学人文与管理学院,湖南长沙 410073)摘 要:在多层验前信息下,给出了正态总体动态参数的Bayes 融合估计。
进一步,用线模型下的递推估计方法,给出了递推解。
对于实际应用中的一些问题,提出了处置方法,并以实例作了说明。
关键词:多层验前;Bayes 估计中图分类号:O212 文献标识码:ABayes Fusion Estimation of Variable Distribution Parameters under the Hierarchical Prior Informations of the Normal SampleZHANG Jin -huai(College of Humani ties and Manage ment,National Univ.of Defense Technology,Changsha 410073,China)Abstract:The esti mation of the var iable distribution parameters of the normal sample under the hierarchical pr ior informations is discussed.At the same time,the recursive form of the estimator of the state var iables for the linear model is constructed.Furthermore,as for the application of this method,some practicle problems are considered.Key words:hier archical prior ;Bayes estimation1 问题的提出对于武器装备的性能参数进行试验分析或鉴定时,人们总是设法运用各种可以利用的验前信息,以在较少量的现场试验条件下,作出科学的试验结果分析。
- 1、下载文档前请自行甄别文档内容的完整性,平台不提供额外的编辑、内容补充、找答案等附加服务。
- 2、"仅部分预览"的文档,不可在线预览部分如存在完整性等问题,可反馈申请退款(可完整预览的文档不适用该条件!)。
- 3、如文档侵犯您的权益,请联系客服反馈,我们会尽快为您处理(人工客服工作时间:9:00-18:30)。
a r X i v :a s t r o -p h /0409245v 1 10 S e p 2004Bayesian Statistics and Parameter Constraints on the Generalized Chaplygin Gas Model using SNe Ia DataR.Colistete Jr.∗,J.C.Fabris †and S.V.B.Gon¸c alves ‡Universidade Federal do Esp´ırito Santo,Departamento de F´ısicaAv.Fernando Ferrari s/n -Campus de Goiabeiras,CEP 29060-900,Vit´o ria,Esp´ırito Santo,BrazilFebruary 2,2008AbstractThe type Ia supernovae (SNe Ia)observational data are used to estimate the parameters of a cosmolog-ical model with cold dark matter and the generalized Chaplygin gas model (GCGM).The GCGM dependsessentially on five parameters:the Hubble constant,the parameter ¯Arelated to the velocity of the sound,the equation of state parameter α,the curvature of the Universe and the fraction density of the general-ized Chaplygin gas (or the cold dark matter).The parameter αis allowed to take negative values and tobe greater than 1.The Bayesian parameter estimation yields α=−0.86+6.01−0.15,H 0=62.0+1.32−1.42km/Mpc.s ,Ωk 0=−1.26+1.32−1.42,Ωm 0=0.00+0.86−0.00,Ωc 0=1.39+1.21−1.25,¯A =1.00+0.00−0.39,t 0=15.3+4.2−3.2and q 0=−0.80+0.86−0.62,where t 0is the age of the Universe and q 0is the value of the deceleration parameter today.Our results indicate that a Universe completely dominated by the generalized Chaplygin gas is favoured,what re-inforces the idea that the this gas may unify the description for dark matter and dark energy,at least as the SNe Ia data is concerned.A closed and accelerating Universe is also favoured.The traditional Chaplygin gas model (CGM),α=1is not ruled out,even if it does not give the best-fitting.Particular cases with four or three independent free parameters are also analysed.PACS number(s):98.80.Bp,98.80.Es,04.60.Gw1IntroductionOne of the most important problems today in cosmology is the nature of dark matter and dark energy that must dominate the matter content of the Universe [1].The existence of dark matter is suggested by the anomalies in the dynamics of galaxies and clusters of galaxies [2].Dark energy seems to be an inevitable consequence of the present acceleration of the Universe as indicated by the type Ia supernovae (SNe Ia)data,which asks for a fluid of negative pressure which does not agglomerate at small scales [3,4].While in general the nature of dark matter can be connected with relics of fundamental theories,like axions [5],there are two main candidates to represent dark energy:cosmological constant [6]and quintessence which is a self interacting scalar field [7]–[9].Both models suffers of many drawbacks,mainly linked with fine tuning of parameters,as in the quintessence model [10],or disagreement with the theoretically predicted values,like in the cosmological constant case [11].The traditional Chaplygin gas model (CGM)and the generalized Chaplygin gas model (GCGM)have been widely considered as alternatives to the cosmological constant and to quintessence as the dark energythat drives the present acceleration of the Universe [12]–[15].The appealing of the GCGM comes from,among other reasons,the fact that it can unify the description of dark matter and dark energy.The generalized Chaplygin gas (GCG)is characterized by the equation of statep =−Aa 3(1+α)1/(1+α).(2)Some of the main interesting features of eq.(2)are the following.Initially,the GCGM behaves as a dust fluid,with ρ∝a −3,while at late times the GCGM behaves as a cosmological constant term,ρ∝A 1/(1+α).Hence,the GCGM interpolates a matter dominated phase (where the formation of structure can happen)and a de Sitter phase.At the same time,the sound velocity of the GCGM is positive which assures that,in spite of exhibiting a negative pressure,it is stable against perturbations of the background configuration [16].A lot of effort has been done in order to constrain the free parameters of the GCGM.Type Ia supernovae data [17]–[26],the spectra of anisotropy of cosmic microwave background radiation [27],the mass power spectrum [28,29,30],gravitational lenses [31],X-ray data [32]and age estimates of high-z objects [33]have extensively been used in this sense.This is essential for many obvious reasons.One of them is that if the parameter αis close to zero,the GCGM reduces essentially to the cosmological constant model.If observations indicate that this is the preferred value,the appealing for the cosmological constant as dark energy is reinforced.In a previous work [17],we have analysed the case of the traditional Chaplygin gas model,where α=1,using the SNe Ia data.One important aspect of this analysis is the use of the Bayesian statistics,for one side,and also the fact that all free parameters (Hubble constant,the curvature term,the value of the sound velocity and the proportion of ordinary matter and Chaplygin gas)of the model were taken into account in the treatment of the problem.This contrasts with most of the analyses previously found in the literature in the sense that they employ a more simplified statistical analysis or some input parameters were fixed a priori [18]–[26].In that work [17],it was concluded that the unification scenario (i.e.,without pressureless matter),and a sound velocity near (but not equal)to the velocity of light were preferred.Moreover,a closed Universe was clearly favoured.The aim of the present work is to apply the same analysis,using the Bayesian statistics and taking into account all free parameters,to the GCGM.In order to keep contact with the previous work,we will use the same supernovae sample.This sample is much smaller than those available today (see,for example,ref.[34]–[36]).But,the quality of the data is extremely good,which leads to a smaller value of χ2ν(the quantity that measures the quality of the fitting):with this restricted sample the best-fitting gives χ2νaround 0.74,while for the complete “gold”sample [34],the value mounts to unity.In the GCGM there are five free parameters instead of the four free parameters of the traditional Chaplygin gas model (α=1):the Hubbleconstant H 0,the parameter ¯Arelated to the sound velocity of the Chaplygin gas,the curvature density parameter Ωk 0,the ordinary matter parameter Ωm 0(or alternatively,the Chaplygin gas parameter Ωc 0)and the equation of state parameter α.One important point in performing this generalized analysis is the range of validity of the parameter α.Usually,it has been assumed that 0≤α≤1.The reason is twofold:αgreater than one could lead,even if in the future,to a sound velocity greater than the velocity of the light;αnegative should lead to an imaginary sound velocity,that is,instability.However,an analysis of the supernovae data may taken into account values of αgreater than one or negative.In particular,in reference [25],using a different statistical approach with respect to the method employed here,a value of αnear 2was favoured.In fact,values of αoutside that limited range can be considered.The reason lies in the fact that the GCGM with the equation of state (1)may be a phenomenological manifestation of a theory expressed in terms,for example,of scalar field with a potential,or even of tachyon condensate model [37,38].In this case,the notion of sound velocity can not be identified with the ordinary expression used in the perfect fluid approach,and no violation of causality or instability may occur if αis greater than one or negative.Hence,in our analysis the parameterαwill vary from negative to highly positive values.The prediction for each parameter(α,H0,Ωk0,Ωm0,Ωc0and¯A)is taken marginalizing,i.e.,integrating over the other parameters.We stress that such marginalization procedure gives predictions that can be quite different from a two dimensional analysis,for example,where one searches for the simultaneous preferred values for any two parameters.This marginalization is in fact essential in order to have the correct prediction for a given free parameter.We will consider the following cases:allfive parameters free;spatial curvature zero(four free parameters);pressureless matter given only by the barionic component(four free parameters);pressureless matter absent(four free parameters);spatial curvature zero and no pressureless matter component(three free parameters);spatial curvature zero and pressureless matter component given by the barionic component (three free parameteres).For the more general case withfive free parameters the predictions we obtain are thefollowing:α=−0.86+6.01−0.15,H0=62.0+1.32−1.42km/Mpc.s,Ωk0=−1.26+1.32−1.42,Ωm0=0.00+0.86−0.00,Ωc0=1.39+1.21−1.25,¯A=1.00+0.00−0.39.Moreover the predicted age of the Universe and the value of de deceleration parameter todayare t0=15.3+4.2−3.2and q0=−0.80+0.86−0.62,respectively.The results are consistent with,for example,the age ofglobular clusters[39].Two crucial parameters areαand¯A,since ifα=0and/or¯A=1are favoured,the GCGM becomes equivalent to the cosmological constant model(ΛCDM).The value of the parameter¯A is in fact peaked at unity.But for reasons discussed later,this does not imply that this is the most favoured value; indeed it is just expected to be near unity.On the other hand,the parameterαis peaked in a negative value, but the spread is very large.In particular,the traditional Chaplygin gas withα=1can not be excluded or even disfavoured:in most of the cases this value ofαis favoured with a probability around50%.Hence, our analysis does not exclude the traditional Chaplygin gas model.This paper is organized as follows.In next section,the basic equations and quantities are exhibited. Section3explains the type Ia supernovaefitting.In section4,we display the results of the Bayesian analysis of type Ia supernovae data with the GCGM.We present our conclusions in section5.2Description of the GCG modelRegardless the possibility of unification of dark matter and dark energy using the GCGM,we will consider a model for the Universe today with twofluids:pressureless matter and the GCG.In doing so,our aim is to verify whether the unified model is the case favoured by observations.Moreover,even if in the GCGM there is no need of a dark matter component,there is baryonic matter in the Universe which is represented also by a pressureless matter.Hence,the dynamics of the Universe is driven by the Friedmann’s equation˙a a2=8πGaρm=0,(4)˙ρc+3˙aραc =0,(5)whereρm andρc stand for the pressureless matter and generalized Chaplygin gas component.Dot means derivative with respect to the cosmic time t.As usual,k=0,1,−1indicates aflat,closed and open spatial section.In the conservation equation for the generalized Chaplygin gas component(5),the equation of state (1)has been introduced.The equations expressing the conservation law for eachfluid(4)-(5)lead toρm=ρm0a3(1+α)1/(1+α),(6)Henceforth,we will parametrize the scale factor such that its value today is equal to unity,a0=1.Hence,ρm0andρc0= A+B 1/(1+α)are the pressureless matter and GCG densities today.Eliminating from thelast relation the parameter B ,the GCG density at any time can be reexpressed asρc =ρc 0 ¯A+1−¯A ar 1,(8)r 1being the co-moving coordinate of the ing the expression for the propagation of lightds 2=0=dt 2−a 2dr 2H 0zd z ′3ρm 03ρc 0H 20,(13)where Ωm 0+Ωc 0+Ωk 0=1.The final equations have been also expressed in terms of the redshift z =−1+1T=zd z ′˙a 2,is given byq 0=Ωm 0+Ωc 0(1−3¯A)a 0=1a i.3Supernovae fittingWe proceed by fitting the SNe Ia data using the GCG model described above.Essentially,we compute thequantity distance moduli,µ0=5logD LGCGM GCGM:GCGM:k=0,Ωm0=0Ωm0=0χ2ν0.73860.74120.744142.0450.3613.00H062.362.462.7−0.080.180Ωm00.1310.040.040.910.8211−¯A2.2×10−165.5×10−165.5×10−914.014.414.0q0−0.80−0.82−0.940.7560.7900.795m−0.36−0.32−0.29−0.34−0.14−0.29Table1:The best-fitting parameters,i.e.,whenχ2νis minimum,for each type of spatial section and matter content of the generalized Chaplygin gas model.H0is given in km/Mpc.s,¯A in units of c,t0in Gy and a i in units of a0.m and n are the constants of the relation log(1−¯A)=mα+n.and compare the same distance moduli as obtained from observations.The quality of thefitting is charac-terized by theχ2parameter of the least-squares statistic,as defined in Ref.[3],χ2= i µo0,i−µt0,i 2σz,(19)∂zwhere,following Ref.[3,40],σz=200km/s.In this article,we have used the same26type Ia supernovae in table1of ref.[17],so we do not need to analyse and compare again the CGM with theΛCDM(this work has been done in ref.[17]),but instead we can concentrate our efforts on the GCGM.Although nowadays there are approximately200SNe Ia available, the choice of these26are confirmed to be of excellent quality by analysing the low values ofχ2ν(the estimated errors for degree of freedom,i.e.,χ2divided by26,the number of SNe Ia),shown in table1.χ2νvalues range between0.738to0.748,while other larger SNe Ia samples have been used in many cosmological models [34,35,41],typically resultingχ2νnear the unity.The best-fitting independent parameters and other dependent parameters(functions of the indepen-dent parameters)for the generalized Chaplygin gas model(GCGM)are given by table1,for six different cases of spatial section and matter content.Thefirst case(GCGM)hasfive free independent parameters (α,H0,Ωm0,Ωc0,¯A),the second case(GCGM:k=0)has four free independent parameters(α,H0,Ωm0,¯A),the third(GCGM:Ωm0=0)and fourth cases(GCGM:Ωm0=0.04)have four free independent param-eters(α,H0,Ωc0,¯A),thefifth(GCGM:k=0,Ωm0=0)and sixth(GCGM:k=0,Ωm0=0.04)cases have three free independent parameters(α,H0,¯A).It is important to emphasize that,for each case,all free independent parameters are considered simul-taneously to obtain the minimum ofχ2ν.So,for example assuming the GCGM with k=0andΩm0=0, if we ask for the best simultaneous values of(α,H0,¯A)then the answer is given by last column of table 1.However,in this example,asking for the best value ofαby weighing(marginalizing or integrating)all possible values of(H0,¯A)is another issue which is answered by the Bayesian estimations of the next section, not by best-fitting in n-dimensional parameter space whose results are listed in table1.It is remarkable that all independent and dependent parameters are physically acceptable:the cold dark matter density parameter range is0.13<Ωm0<0.17(when it is notfixed a priori),the age of Universe today sits between14.0Gy and14.4Gy,the value a i of the scale factor that marks the beginning of the recent accelerating phase of the Universe goes from0.76a0to0.80a0,etc.But the values ofαand¯A are somewhat a surprise:αis extremely large and¯A is as close to1asαis large.The minimization ofχ2νwas obtained in the following way:starting with an initial global minimum taken from the n-dimensional discrete parameter space(see next section),usually around(α,¯A)≈(3.0,0.95), we incrementαslowly at each step,the new step uses the last step parameter values as initial values to search the local minimum ofχ2ν(by using the function FindMinimum of the software Mathematica[42]) and so forth.So,for each value ofαthere is a value of¯A,the relation between¯A andαis simple indeed:¯A=1−10mα+n or log(1−¯A)=mα+n,with m≈−0.3and n≈−0.25,or see the table1for each case of spatial section and matter content.The minima ofχ2νas function ofαchange very slowly.For example,thefirst case(GCG)has the minimum ofχ2νstarting with0.750(whenα=3.5),decreasing to0.744(whenα=7)and reaching the best minimum0.738(whenα=42.04).Through all the evolution ofα,the independent and dependent parameters have physically acceptable values,so low values ofαare only barely worse than large values of αwith respect toχ2νminimization.Slightly smaller values ofχ2νfavour the GCGM over the CGM(compare with table3of[17]),independent of the spatial section type and matter content.The next section employs the Bayesian statistics to obtain a better comparison between these models and a more robust estimation of parameters.The Mathematica package used for the Bayesian analyses,developed by one of the authors(R.C.Jr.), is due to be publicly released.It comprises functions for calculation,marginalization,credible/confidence regions and intervals,maximization and visualization.4Bayesian analyses of the cosmological parametersThe same Bayesian statistics approach presented in section3of ref.[17]was employed here to obtain the parameter estimations and answers for some hypothesis about the generalized Chaplygin gas model(GCGM) with up tofive free parameters(α,H0,Ωm0,Ωc0,¯A),the age of the Universe t0,the deceleration parameter q0 and the value a i of the scale factor that shows the beginning of the recent accelerating phase of the Universe. The estimations have a central value where the one-dimensional PDF(Probability Distribution Function)is maximum and the positive and negative uncertainties are defined at a2σ(95.45%)credible(or confidence) level,see more details in section3of ref.[17].Each independent parameter estimation used an one-dimensional PDF obtained by marginalization, i.e.,where(n−1)-dimensional integrals are computed for each value of the parameter in the case of a n-dimensional parameter space.For example,in the5-parameters case(without any restriction onΩk0and Ωm0),the p(α|µ0)is obtained through marginalization process described by4-dimensional integrals of p(α,H0,Ωm0,Ωc0,¯A|µ0)over a4-dimensional parameter space.An ideal calculation to compute the n-dimensional integrals would include an infinite number of samples of parameter space points with infinite volume,but in practical estimations we are limited to choose afinite region of the parameter space(such that outside it the probabilities are almost null)and afinite number of samples.With this criteria,we have chosen−1<α 7with resolution from0.2to0.5.The lower resolution of0.5is employed in the regions where the PDF changes slowly with respect toα,which is interpolatedFigure1:The graphics of the joint PDF as function of(α,H0,¯A)for the generalized Chaplygin gas model whenfixing k=0 andΩm0=0.04.It is a3D density plot where the function(here the PDF)is rendered as semi-transparent colourful gas, or we can say that the plot is made by voxels(volume elements)analogous to pixels(picture elements).Where the PDF is minimum,the transparency is total and the colour is red,where the PDF is maximum then the voxel is opaque and the colour is violet;mid-range values are semi-transparent and coloured between red and violet(red,orange,yellow,green,blue,violet). The parameter ranges are−1<α 7,55 H0 70and0 ¯A 1,with resolutions0.2×1×0.05,respectively.The joint PDF of(α,H0,¯A)for other cases(5free parameters,4free parameters,etc.)show a similar3D shape.to generate a higher resolution of0.2for two and one-dimensional PDFs.Analogously,55 H0 70 with resolution of1,0 Ωm0 1with resolution of0.05,0 Ωc0 3.4with resolution of0.17and 0 ¯A 1with resolution of0.05.So there is a5-dimensional discrete space of23×16×21×21×21 points(total of3,408,048points whose PDF values were calculated)as well as lower dimensional discrete spaces(fixingΩm0,etc.),and the continuous PDFs in three,two and one-dimensional spaces are obtained by marginalizing interpolated functions built from the discrete points.We obviously discard the parameter space regions where the PDFs are not real numbers,as well as t0is not a positive real number.Figure1illustrates the3-dimensional PDF of(α,H0,¯A),using a3D density plot composed by voxels (volume elements)with transparency and colour attributes,specific to the3free parameter case of the generalized Chaplygin gas model with k=0andΩm0=0.04(the otherfive cases with3,4and5free parameters have similar3D shapes).It is clearly visible the non-Gaussian behaviour of the3-dimensional PDF,with the orange and green3D credible surfaces sharpening asαincreases.Table1tells us that the maximum is located at(α,H0,¯A)=(27.0,62.7,1−5.5×10−9)but it is located at a very narrow region (H0is extremely peaked and1−1×10−8<¯A<1with non-negligible PDF)therefore it would be invisible even if the graphics had the range−1<α 28(because the needed resolution in the¯A axis would require approximately108voxels in this dimension and only one voxel would be opaque and violet among them).GCGM GCGM:GCGM:k=0,Ωm0=0Ωm0=0α−1.00+6.48−0.00−0.54+6.04−0.46−0.30+4.99−0.7062.0+3.3−3.461.6+3.4−3.461.9+2.7−2.9Ωk000.08+0.88−1.610.00+0.86−0.0000Ωc01.00+0.0−0.360.88+1.61−0.880.961.00+0.00−0.390.94+0.06−0.460.94+0.06−0.35t014.9+4.8−2.214.2+6.6−2.014.2+7.5−1.7−0.80+0.86−0.62−0.67+0.84−0.86−0.80+0.43−0.18a i0.57+0.33−0.250.77+0.16−0.540.74+0.13−0.490.92σ1.18σ1.25σp(Ωk0<0)−0.80σ−2.21σ1.66σ3.65σp(a i<1)3.35σ1.75σ3.71σ5.83σ5.88σ∞σTable2:The estimated parameters for the generalized Chaplygin gas model(GCGM)and some specific cases of spatial section and matter content.We use the Bayesian analysis to obtain the peak of the one-dimensional marginal probability and the2σcredible region for each parameter.H0is given in km/Mpc.s,¯A in units of c,tin Gy and a i in units of a0.Instead,infigure1we see a opaque violet region indicating a maximum near(α,H0,¯A)=(3.0,62,0.95) because there is non-negligible volume with high PDF values.The conclusion is simple:asαincreases the high PDF regions narrow in width until becoming invisible,like the blue,green and yellow credible surfaces (corresponding to constant PDF levels)do in sequence as shown byfigure1.The above behaviour is important to understand the results of the marginalization processes.For ex-ample,when the marginalization is applied tofigure1,i.e,resulting the bottom-right plot offigures2.The integration of p(α,H0,¯A|µ0)over the H0parameter space yields p(α,¯A|µ0),the PDF maximum moves to lower values ofα,(α,¯A)=(2.75,0.95),because the high PDF regions for higher values ofαhave a small width with respect to H0and weight less than larger regions due to the integration over H0.Taking the marginalization process even further,i.e.,marginalizing p(α,¯A|µ0)over the¯A space to produce p(α|µ0) illustrated by the bottom-right plot infigure3,the PDF maximum is once again at lowerα,α=−0.30, because the high PDF regions for higher values ofαhave a small width now with respect to¯A and weight less than larger regions due to the integration over¯A.Table2is very comprehensive and resumes our results,listing all the Bayesian parameter estimations for six different cases of spatial section and matter content within the context of generalized Chaplygin gas model.The following sub-sections will analyse in detail this table and accompanyingfigures.More emphasis is spent into the analyses of the generalized Chaplygin gas parameterα,because it is the subject of constant debate.Infigures3,4and6,the one-dimensional PDF shapes are matched against half-Gaussians to estimate the probabilities outside the left and right edges,in this way increasing the precision of the parameter estimationswithout excessively enlarging the parameter space.4.1α–the generalized Chaplygin gas parameterThe parameter estimation ofαis strongly related to the¯A parameter,i.e.,the joint PDFs for the parameter space of(α,¯A)do not have a Gaussian shape,so the marginalization process changes the peak values and credible regions.Table2,figures2and3are carefully analysed below with respect toα.In brief,the estimations forαare quite spread(i.e.,they have large credible regions)and they differ a lot depending on if two or one-dimensional parameter space is used.4.1.1Generalized Chaplygin gas model with5free parametersInfigures2,the GCGM with5free parameters has a joint PDF peak of0.948at(α,¯A)=(−0.52,0.73) with1σ(68,27%),2σ(95,45%)and3σ(99,73%)credible region contours with PDF values of0.717,0.123 and0.002,respectively.The two-dimensional credible regions are not Gaussian-shaped,and their extremesgive the estimations(α,¯A)=(−0.52>+7.52−0.48,0.73+0.27−0.13)at1σ,(α,¯A)=(−0.52>+7.52−0.48,0.73+0.27−0.24)at2σ,and(α,¯A)=(−0.52>+7.52−0.48,0.73+0.27−0.67)at3σconfidence levels.The symbol(>)in the upper credible value forαis due to the fact that the graphics is limited to−1<α 7.The marginalization(integration)of p(α,¯A|µ0)over the¯A space yields p(α|µ0),shown infigure3,where the credible intervals areα=−0.85+2.28−0.15at1σandα=−0.85+6.01−0.15at2σ(the3σPDF level cannotbe seen withα 7).The PDF peak of0.383atα=−0.85is greater than the PDF value of0.195forα=1 (ordinary Chaplygin gas model),so the region with PDF greater than0.195has a CDF of0.607,i.e.,we can say thatα=1is ruled out at a60.7%(0.85σ)confidence level(or it is preferred at39.3%).Table2shows that positive values ofαare more likely at a64.1%(0.92σ)confidence level.4.1.2GCGM with4free parameters and k=0The4-parameter case with k=0has a joint PDF peak of1.165at(α,¯A)=(2.09,0.96)with1σ,2σand3σcredible region contour levels of0.695,0.141and0.007,respectively.The two-dimensional credibleregions give the estimations(α,¯A)=(2.09>+4.91−3.09,0.96+0.04−0.24)at1σ,(α,¯A)=(2.09>+4.91−3.09,0.96+0.04−0.44)at2σ,and(α,¯A)=(2.09>+4.91−3.09,0.96+0.04−0.62)at3σconfidence levels.The estimation based on p(α|µ0)yieldsα=−1.00+2.84−0.00at1σandα=−1.00+6.48−0.00at2σconfidencelevels.The PDF peak of0.323atα=−1.00is greater than the PDF value of0.205forα=1such that α=1is ruled out at a53.1%(0.72σ)confidence level.Positive values ofαare preferred at a70.5%(1.05σ) confidence level.4.1.3GCGM with4free parameters andΩm0=0The joint PDF has a peak value of1.239at(α,¯A)=(−0.51,0.60)with1σ,2σand3σcredible region contour levels of0.378,0.017and0.007,respectively.These levels indicate that the joint two-dimensional PDF isstrongly peaked.The two-dimensional credible regions give the estimations(α,¯A)=(−0.51+4.97−0.45,0.60+0.40−0.12)at1σ,(α,¯A)=(−0.51>+7.51−0.49,0.60+0.40−0.35)at2σ,and(α,¯A)=(−0.51>+7.51−0.49,0.60+0.40−0.58)at3σconfidence levels.The estimations based on one-dimensional PDF yield the same peak value(due to the highly peakedjoint PDF),withα=−0.51+2.86−0.46at1σandα=−0.51+6.39−0.49at2σconfidence levels.The PDF peak of0.263atα=−0.51is greater than the PDF value of0.200forα=1,and we can say thatα=1is preferred at a 55.9%(0.77σ)confidence level.Positive values ofαare preferred at a76.2%(1.18σ)confidence level.4.1.4GCGM with4free parameters andΩm0=0.04The joint PDF has a peak value of1.257at(α,¯A)=(−0.56,0.60)with1σ,2σand3σcredible region contour levels of0.428,0.020and0.005,respectively,which show a highly peaked behaviour.The two-dimensionalcredible regions give the estimations(α,¯A)=(−0.56+5.69−0.44,0.60+0.40−0.10)at1σ,(α,¯A)=(−0.56>+7.56−0.44,0.60+0.40−0.29)at2σ,and(α,¯A)=(−0.56>+7.56−0.44,0.60+0.40−0.58)at3σconfidence levels.Α00.20.40.60.81APDF of Α,AΑ0.30.40.50.60.70.80.91APDF of Α,Afor kΑ00.20.40.60.81APDF of Α,Afor 0.04Α0.30.40.50.60.70.80.91APDF of Α,Afor k 0, 0.04Figure 2:The graphics of the joint PDF as function of (α,¯A)for the generalized Chaplygin gas model.The joint PDF peak is shown by the large dot,the credible regions of 1σ(68,27%)by the red dotted line,the 2σ(95,45%)in blue dashed line andthe 3σ(99,73%)in green dashed-dotted line.The cases for Ωm 0=0are not shown here because they are similar to the ones with Ωm 0=0.04.The estimations based on one-dimensional PDF give α=−0.54+2.63−0.46at 1σand α=−0.54+6.04−0.46at 2σconfidence levels.The PDF peak of 0.280at α=−0.54is greater than the PDF value of 0.202for α=1,and we can say that α=1is preferred at a 50.9%(0.69σ)confidence level.Positive values of αare preferred at a 73.6%(1.12σ)confidence level.4.1.5GCGM with 3free parameters and k =0,Ωm 0=0The joint PDF has a peak value of 1.336at (α,¯A)=(3.11,0.95)with 1σ,2σand 3σcredible region con-tour levels of 0.583,0.115and 0.007,respectively.The two-dimensional credible regions give the estimations。