基于首次失效定数截尾样本帕累托分布的参数估计  

Pareto Distribution Parameter Estimation Based on Truncated Samples with First Failure Fixed Number

作　　者：刘荣玄 Liu Rongxuan(Department of Mathematics,Jiangxi New Energy Technology Vocational College,Xinyu 383001;Jiangxi,China.2.College of Mathematics and Physics,Jinggangshan University,Ji'an 343009;Jiangxi,China.2.Col)

机构地区：[1]江西新能源科技职业学院数学系,江西新余383001 [2]井冈山大学数理学院,江西吉安343009

出　　处：《科技通报》2024年第5期8-12,共5页Bulletin of Science and Technology

基　　金：江西省教育厅科学技术项目(GJJ216504)。

摘　　要：本文基于平方损失函数和逐次递补首次完全失效样本,探究Pareto(帕累托)分布参数的一致最小方差无偏估计(uniformly minimum variance unbiased estimate,UMVUE)和参数型经验Bayes(parametric empirical bayes,PEB)估计,并对UMVUE和PEB的优良性进行比较,给出PEB估计的收敛速度。Based on the square loss function,the first complete failure samples were filled in step by step,and the UMVUE(uniform minimum variance unbiased estimate)and PEB(parametric empirical Bayes)estimates of Pareto distribution were explored.The optimal value of UMVUE and PEB was compared,and the convergence rate of PEB estimation was obtained.

关 键 词：PARETO分布 定数截尾样本 参数估计 

分 类 号：O212.8[理学—概率论与数理统计]