最小二乘估计残差的统计性质和应用

The Statiscal Properties and Application of Least Squares Estimates of the Residuals

  • 摘要: 最小二乘估计求得的观测值残差,有多种形式的定义,它们具有不同的分布。本文论述它们的概率分布和性质并讨论其用途。编算了多余观测分量ri和标准化残差ei的临界值表。此外,应用线性变换求得了不相关残差W=UTVS=DW-1/2W。建议用S作粗差检验,本文编制了相应于这种检验的的临界值表,最后计算了一个实测的测边网,用求得的各种残差作了统计检验。

     

    Abstract: The residualt of observations,derived from least squares estimation can be defined in a great variety of ways and they have different probability distributions.This paper deals with their probability distributions,properties and applications.The table for the critical value of the redundancy numbers ri=(QvP)ii and the standar-dized residuals ei are compiled.In addition,the independent residuals W=UTV and S=Dw-1/2W are derived by means of linear transformation.It is supposed that S can be used for the detection of gross errors,while the critieal value table carresponding to this test has been given.Finally,the adjustment for a trilateration network has been carried out,and the statis-fical tests have been performed by using a variety of the residuals obtained from the adustment.

     

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