IRCT下对数正态和正态分布参数的MLE  

MLE of the Parameters of Lognormal and Normal Lifetime Distributions for Random Censoring Model with Incomplete Information

作　　者：陈怡南[1] 叶尔骅[1] 

机构地区：[1]南京航空航天大学理学院

出　　处：《南京航空航天大学学报》1996年第3期376-381,共6页Journal of Nanjing University of Aeronautics & Astronautics

基　　金：航空科学基金资助项目

摘　　要：在文［１－４］的基础上进一步研究了带有不完全信息的随机截尾试验模型（ＩＲＣＴ）。着重讨论了对数正态分布参数的统计分析问题，建立了参数所满足的似然方程组，给出并证明了似然方程组解即参数的极大似然估计（ＭＬＥ）的存在唯一性定理，所得的结论对于正态分布也同样适用。文末给出了随机模拟数值解例子，结果表明，参数的ＭＬＥ具有较高的精度。The random censoring test model with incomplete information is further discussed based on the Refs..The statistical analysis of the parameters of lognormal distribution is mainly studied.The likelihood equations of the parameters are established,and a theorem of the existence and uniqueness of MLE of the parameters is given and proved.The above conclusion is completely suitable for the normal distribution.Numerical examples of random simulation are given at the end of the paper.The results show that the MLE of the parameters is fairly accurate.

关 键 词：统计分布 正态分布 随机截尾 试验模型 

分 类 号：O213.2[理学—概率论与数理统计]