成立增凸序的离散分布的估计  

Estimation of Discrete Distributions with an Increasing Convex Order

作　　者：廖靖宇[1] 刘心声[2] 

机构地区：[1]许昌学院数学系,河南许昌461000 [2]南京航空航天大学理学院,南京210016

出　　处：《河南师范大学学报（自然科学版）》2006年第3期158-160,共3页Journal of Henan Normal University(Natural Science Edition)

基　　金：国家自然科学基金(50275073);河南省自然科学基金(0511013300)

摘　　要：增凸序是一种重要的随机序,它广泛的应用于排队论、可靠性、运筹学和经济学之中.给出在增凸序约束下离散分布的极大似然估计量的一种迭代算法,并证明了该算法的收敛性.该算法应用于一个涉及口咽癌患者生存时间数据的例子.Increasing convex order is one of important stochastic orderings. It is very often used in queueing theory, reliability, operations research and economics. This paper is devoted to providing an iterative algorithm for computing the maximum likelihood estimators of discrete distributions under an increasing convex order constraint, and the convergence of the algorithm is proved. The algorithm is applied to an example involving data for survival time for carcinoma of the oropharynx.

关 键 词：增凸序 极大似然估计量 迭代算法 离散分布 

分 类 号：O212.1[理学—概率论与数理统计]