Lindley分布的统计分析  

Statistical Analysis on Lindley Distribution

作　　者：刘晏辰 代莹 王蓉华[2] 徐晓岭 Liu Yanchen Dai Ying Wang Ronghua Xu Xiaoling(School of Economics, Xiamen University, Xiamen 361005, China College of Mathematics and Science, Shanghai Normal University, Shanghai 200234, China School of Statistics and Information, Shanghai University of International Business and Economics, Shanghai 201620, China)

机构地区：[1]厦门大学经济学院,福建厦门361005 [2]上海师范大学数理学院,上海200234 [3]上海对外经贸大学统计与信息学院,上海200444

出　　处：《统计与决策》2017年第18期77-80,共4页Statistics & Decision

基　　金：全国统计科学研究计划重点项目(2013LZ08);上海市教育委员会科技创新项目(14LZ080)

摘　　要：文章在全样本场合下,比较了两种求参数区间估计的方法,通过Monte-Carlo模拟比较了区间估计的精度。其次在定数截尾样本场合下,给出了参数的极大似然估计与逆矩估计,通过模拟比较认为逆矩估计比较精确,同时还给了求参数区间估计方法,通过模拟发现方法是可行的。This paper compares two kinds of interval estimation methods under the whole sample situation, and employs Monte-Carlo simulation to compare the accuracy of interval estimation. Then the paper gives maximum likelihood estimation and inverse moment estimation under the situation of type II censored samples, and by simulation comparison the paper holds that inverse moment estimation is relatively accurate. Meanwhile the paper also gives the method of solving parameter interval. The simulation result shows that the method is practicable.

关 键 词：Lindely分布 全样本 定数截尾样本 极大似然估计 逆矩估计 区间估计 

分 类 号：O21[理学—概率论与数理统计]