两参数Cauchy分布的参数估计方法  

Parameter Estimation Method of Two-parameter Cauchy Distribution

作　　者：顾蓓青 王蓉华[2] 徐晓岭 Gu Beiqing;Wang Ronghua;Xu Xiaoling(School of Statistics and Information,Shanghai University of International Business and Economics,Shanghai 201620,China;Mathematics and Science College,Shanghai Normal University,Shanghai 200234,China)

机构地区：[1]上海对外经贸大学统计与信息学院,上海201620 [2]上海师范大学数理学院,上海200234

出　　处：《统计与决策》2018年第20期14-17,共4页Statistics & Decision

基　　金：国家自然科学基金资助项目(11671264)

摘　　要：文章给出了两参数Cauchy分布在全样本场合下参数的区间估计方法，通过Monte-carlo模拟考察了区间估计的精度。给出了两参数Cauchy分布在定数截尾场合下参数的点估计与区间估计方法，并通过Mon-te-Carlo模拟分别考察了点估计与区间估计的精度。最后，通过模拟算例说明了此方法的应用。This paper proposes an interval estimate method of two-parameter Cauchy distribution under flail sample, and in- vestigates the accuracy of interval estimation by use of Monte-Carlo simulation. And then the paper gives the point estimate and interval estimate methods of two-parameter Cauchy distribution under type-Ⅱ censored sample, and also respectively investigates the accuracy of point estimate and interval estimate by Monte-Carlo simulation. Finally, the paper utilizes a simulation instance to illustrate the application of the proposed method.

关 键 词：两参数Cauchy分布 全样本 定数截尾样本 点估计 区间估计 

分 类 号：O212[理学—概率论与数理统计]