Statistical Inference for the Parameter of Pareto Distribution Based on Progressively Type-I Interval Censored Sample  

作　　者：Abdalroof M.S. Zhao Zhi-wen Wang De-hui 

机构地区：[1]College of Mathematics, Jilin University [2]College of Mathematics, Jilin Normal University

出　　处：《Communications in Mathematical Research》2014年第4期345-357,共13页数学研究通讯（英文版）

基　　金：The NSF (11271155,11001105,11071126,10926156 and 11071269) of China;the Specialized Research Fund (20110061110003 and 20090061120037) for the Doctoral Program of Higher Education;the General Humanities and Social Science Research Projects (11YJAZH125) Sponsored by Ministry of Education;the Science and Technology Development Program (201201082) of Jilin Province

摘　　要：In this paper, the estimation of parameters based on a progressively typeI interval censored sample from a Pareto distribution is studied. Different methods of estimation are discussed, which include mid-point approximation estimator, the maximum likelihood estimator and moment estimator. The estimation procedures are discussed in details and compared via Monte Carlo simulations in terms of their biases.In this paper, the estimation of parameters based on a progressively typeI interval censored sample from a Pareto distribution is studied. Different methods of estimation are discussed, which include mid-point approximation estimator, the maximum likelihood estimator and moment estimator. The estimation procedures are discussed in details and compared via Monte Carlo simulations in terms of their biases.

关 键 词：EM-ALGORITHM maximum likelihood estimation method of moment Bayes estimation 

分 类 号：O212.1[理学—概率论与数理统计] TN915.1[理学—数学]