逆L-矩估计及其在两参数BS疲劳寿命分布类中的应用  

Inverse L-moment Estimations and Its Application in Two-parameter BS Fatigue Life Distribution Family

作　　者：王蓉华[1] 顾蓓青 徐晓岭 WANG Rong-hua;GU Bei-qing;XU Xiao-ling(Mathematics and Science College, 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]上海师范大学数理学院,上海200234 [2]上海对外经贸大学统计与信息学院,上海201620

出　　处：《数理统计与管理》2019年第4期639-651,共13页Journal of Applied Statistics and Management

基　　金：国家自然科学基金资助项目(11671264)

摘　　要：本文提出一种新的点估计方法-逆L-矩估计.针对两参数指数分布、威布尔分布与对数正态分布,参数的逆L-矩估计与L矩估计是相同。而针对两参数BS、BSLaplace、BSLogistic以及BS极小值分布要得到参数的L-矩估计是非常困难的,但采用逆L-矩估计的方法很容易得到刻度参数与形状参数的点估计,论文还通过大量的MonteCarlo模拟比较了逆L矩估计与其它的点估计的精度。A new method of point estimation called inverse L-moment estimation is proposed in this paper.The inverse L-moment estimations of parameters are the same as L-moment estimations for two-parameter Exponential distribution,Weibull distribution and Lognormal distribution.However,it is very difficult to obtain L-moment estimations of parameters for two-parameter BS,BS Laplace,BS Logistic and BS Minimum distributions,while it is easy to obtain point estimations of scale parameter and shape parameter by using the method of inverse L-moment estimation.Besides,the precisions of inverse L-moment estimation and other point estimations are compared by a large number of Monte Carlo simulations.

关 键 词：L-矩估计 逆L-矩估计 两参数BS疲劳寿命分布 两参数BS Laplace疲劳寿命分布 两参数BS Logistic疲劳寿命分布 两参数BS极小值分布 

分 类 号：O212[理学—概率论与数理统计]