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Author:

龙兵 (龙兵.) | 张忠占 (张忠占.) (Scholars:张忠占)

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CQVIP PKU

Abstract:

在Ⅰ型双删失样本下,用极大似然法得到了逆Rayleigh分布尺度参数估计的迭代公式.根据遗失信息原则计算出了Fisher信息矩阵,由极大似然估计的渐近正态性得到了参数的置信区间.取共轭先验分布,在平方损失函数下,求得了未知参数、可靠度函数的贝叶斯估计和参数的等尾置信区间.根据后验预测密度函数,得到了预测值的估计.通过Monte Carlo随机模拟,得到了多种估计值,并进行了比较,结果表明在小样本场合贝叶斯估计要优于极大似然估计.

Keyword:

Fisher信息矩阵 Ⅰ型双删失样本 极大似然估计 区间估计 逆Rayleigh分布

Author Community:

  • [ 1 ] 荆楚理工学院数理学院
  • [ 2 ] 北京工业大学应用数理学院

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Source :

数学的实践与认识

Year: 2019

Issue: 06

Volume: 49

Page: 199-207

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 7

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