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� Estimation error

By Shuhua Hu


statistical model: X = h(t; q) + ɛ � h: mathematical model such as ODE model, PDE model, algebraic model, etc. � ɛ: random variable with some probability distribution such as normal distribution. � X is a random variable. Under the assumption of ɛ being i.i.d N(0, σ2), we have probability distribution model: g(x|θ) = 1 √ ex

Year: 2007
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