多元Proschan-Sullo型指数分布的特征及参数估计
PDF下载 (263)李国安,李建峰.多元Proschan-Sullo型指数分布的特征及参数估计[J].宁波大学学报(理工版),2019,32(5):100-103.DOI:
LI Guoan,LI Jianfeng.A characterization and parameter estimation of the multivariate exponential distribution of Proschan-Sullo[J].Journal of Ningbo University(Natural Science & Engineering Edition),2019,32(5):100-103.DOI:
| Title: | A characterization and parameter estimation of the multivariate exponential distribution of Proschan-Sullo |
| 作者: | 李国安, 李建峰 |
| Author(s): | LI Guoan, LI Jianfeng |
| 关键词: | 多元Proschan-Sullo型指数分布; 特征; 最大似然估计; 一致最小方差无偏估计 |
| Keywords: | multivariate exponential distribution of Proschan-Sullo; characterization; maximum likelihood estimator; uniformly minimum variance unbiased estimator |
| 分类号: | O212.4 |
| 文献标识码: | A |
| 摘要: | 从参数识别性分析着手, 获得以可识最小值随机变量分布密度函数表示的分布函数表达式, 进而得到多元Proschan-Sullo型指数分布的一个特征, 从而获得基于可识最小值随机样本的参数的最大似然估计, 最后得到多元Proschan-Sullo型指数分布参数的一致最小方差无偏估计. |
| Abstract: | Through the analysis of parameter identification, we obtain an expression, in which, the distribution function is denoted by the identifiable minimum formula, hence, the characterization of the multivariate exponential distribution of Proschan-Sullo is derived. Thus, we get the maximum likelihood estimator of the parameter, which is based on the random sampling of multivariate identifiable minimum value. Finally, the uniformly minimum variance unbiased estimator of the parameters of the multivariate exponential distribution Proschan-Sullo is obtained. |
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| 备注/Memo: | 收稿日期: 2018－05－08. 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）.*通信作者: 李国安（1964－）, 男, 浙江慈溪人, 副教授, 主要研究方向: 数理统计与土地估价. E-mail: liguoan@nbu.edu.cn 宁波大学学报（理工版）网址：http://journallg.nbu.edu.cn/ |
