定数截尾样本下对数艾拉姆咖分布的参数估计  

Parameter Estimation of Log-Эрланга DistributionUnder Type II Censored Sample

作　　者：常帅 CHANG Shuai(School of Mathematics and Statistics,Taiyuan Normal University,Shanxi Jinzhong 030619,China)

机构地区：[1]太原师范学院数学与统计学院,山西晋中030619

出　　处：《太原师范学院学报（自然科学版）》2023年第2期19-23,共5页Journal of Taiyuan Normal University:Natural Science Edition

摘　　要：针对对数艾拉姆咖分布,在定数截尾样本情形下,讨论了该分布参数的估计问题.利用极大似然估计法与逆矩估计法,分别得到参数的极大似然估计与逆矩估计,并借助Monte-Carlo模拟进行比较,得出这两种点估计的精度相当.同时,基于逆矩估计的推导过程,给出参数的一种区间估计.最后,通过实例分析得出本文的估计方法是可行的.The parameter estimation of Log-Эрлангаdistribution is discussed under type II censored sample.Maximum likelihood estimation method and inverse moment estimation method are used to obtain the maximum likelihood estimation and inverse moment estimation respectively,and the accuracy of the two point estimations is comparable by Monte-Carlo simulation.At the same time,based on the derivation process of inverse moment estimation,an interval estimation of parameter is given.Finally,some example analysis show that the estimation methods are feasible.

关 键 词：对数艾拉姆咖分布 定数截尾样本 极大似然估计 逆矩估计 

分 类 号：O212.1[理学—概率论与数理统计]