Logistic变换在Ⅰ型广义Logistic分布统计推断中的应用  

The Application of Logistic Transformation in Statistical Inference for Type Ⅰ Generalized Logistic Distribution

作　　者：陈海清 程维虎[2] CHEN Hai-qing;CHENG Wei-hu(School of Economics,Nanjing University of Finance and Economic,Nanjing 210023,China;Faculty of Science,Beijing University of Technology,Beijing 100124,China)

机构地区：[1]南京财经大学经济学院,江苏南京210023 [2]北京工业大学理学部,北京100124

出　　处：《数理统计与管理》2022年第6期1029-1038,共10页Journal of Applied Statistics and Management

基　　金：国家社科基金一般项目(20BTJ015);贵州省教育厅高校人文社会科学研究(2019qn032)。

摘　　要：本文针对Ⅰ型广义Logistic分布提出了基于Logistic变换下的最小二乘估计及拟合优度检验的方法,并给出了参数估计的收敛速度。通过Monte-Carlo模拟对提出的估计方法及拟合优度检验方法和已有方法进行对比,结果表明:所给的估计量和检验统计量具有更高的估计效率和检验功效。最后通过单位长度碳素纤维的硬度数据进一步说明了所给方法的可行性。In this paper,we propose a least squares estimator and test statistics of goodness-of-fit based on Logistic transformation for type Ⅰ generalized logistic distribution.Some asymptotic results are provided.Two simulation are undertaken to assess the performance of the proposed method and to compare them with other methods suggested in this paper.The simulation results indicate that the proposed method performs better than some other methods.Finally,the proposed method is applied to a strength data for single carbon fibers.

关 键 词：Ⅰ型广义Logistic分布 Logistic变换 最小二乘估计 极大似然估计 拟合优度检验 

分 类 号：O212[理学—概率论与数理统计]