二元帕累托分布的识别性及参数估计
PDF下载 (313)李国安,李卫华.二元帕累托分布的识别性及参数估计[J].宁波大学学报(理工版),2015,28(02):48-51.DOI:
LI Guo-an,LI Wei-hua.Identifiability and Parameter Estimation of a Bivariate Pareto Distribution[J].Journal of Ningbo University(Natural Science & Engineering Edition),2015,28(02):48-51.DOI:
| Title: | Identifiability and Parameter Estimation of a Bivariate Pareto Distribution |
| 作者: | 李国安, 李卫华 |
| Author(s): | LI Guo-an, LI Wei-hua |
| 关键词: | 二元帕累托分布; 识别性; 最大似然估计 |
| Keywords: | bivariate Pareto distribution; identifiability; maximum likelihood estimator |
| 分类号: | O212.4 |
| 文献标识码: | A |
| 摘要: | 讨论了二元帕累托分布的识别性及参数估计, 当只有最小值的分布已知时, 那么只有一个参数可识别, 当可识最小值的分布已知时, 那么所有参数皆可识别, 并由此得到了所有参数的最大似然估计. |
| Abstract: | This paper shows that provided any two random variable observe a bivariate pareto distribution, and the distribution of the minimum is known, then only one of parameters can be identified; while the distribution of the identified minimum is known, then all of parameters can be identified. As a result, the maximum likelihood estimator of all of parameters can hence be derived. |
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| 备注/Memo: | 收稿日期: 2014－09－05. 宁波大学学报（理工版）网址: http://journallg.nbu.edu.cn/基金项目: 宁波大学学科项目（XKL14D2037）.第一作者: 李国安（1964－）, 男, 浙江慈溪人, 副教授, 主要研究方向: 概率统计与土地估价. E-mail: liguoan@nbu.edu.cn 宁波大学学报（理工版）网址：http://journallg.nbu.edu.cn/ |
