贝塔指数几何分布参数基于截尾样本下的极大似然估计及应用  

Maximum Likelihood Estimation of Beta Exponential-Geometric Distribution Based on Censored Samples and its Application

作　　者：李泽乙 李树有[1] 宓颖[1] LI Ze-yi;LI Shu-you;MI Ying(College of Science,Liaoning University of Technology,Jinzhou 121001,China)

机构地区：[1]辽宁工业大学理学院,辽宁锦州121001

出　　处：《辽宁工业大学学报（自然科学版）》2020年第2期133-140,共8页Journal of Liaoning University of Technology(Natural Science Edition)

摘　　要：研究了贝塔指数几何分布在截尾样本下的参数估计问题。给出分布中4个参数的极大似然估计,并运用牛顿迭代法给出参数极大似然估计的迭代计算公式。最后,利用铝片加工的实际观测数据取截尾样本下的观测数据,通过MATLAB编程计算,给出应用实例。The parameter estimation of the beta exponential-geometric distribution under the censored sample is studied.The maximum likelihood estimation of four parameters in the distribution is given,and the iterative formula of parameter maximum likelihood estimation is given by Newton iterative method.Finally,the observation data under the censored sample are taken from the actual observation data of aluminum sheet processing,and the application examples are given by Matlab programming calculation.

关 键 词：贝塔指数几何分布 截尾样本 极大似然估计 牛顿迭代法 

分 类 号：O212[理学—概率论与数理统计]