共查询到19条相似文献,搜索用时 125 毫秒
1.
2.
3.
本文研究了一种含有形状参数和尺度参数的加权可靠性指数分布.利用变量替换以及极大似然法,研究了在特定尺度参数下此分布的构造性表示,并导出了计算该分布两个参数极大似然估计的迭代解,同时还给出了估计参数的渐近分布形式. 相似文献
4.
用拟极大似然估计方法研究了误差为AR(1)时间序列的半参数回归模型,得到了参数及非参数的拟极大似然估计量,并研究了它们的渐近分布. 相似文献
5.
研究单参数Pareto分布存在变点时的估计问题,分别利用极大似然估计法和贝叶斯方法对单参数Pareto分布的变点进行估计,并运用Matlab软件进行随机模拟,随机结果表明贝叶斯方法与极大似然估计相比,估计值更接近真值. 相似文献
6.
Pareto分布环境因子的估计及其应用 总被引:2,自引:0,他引:2
给出了Pareto分布环境因子的定义,讨论了在定数截尾样本下Pareto分布环境因子的极大似然估计和修正极大似然估计,并尝试把环境因子用于可靠性评估中.最后运用Monte Carlo方法对极大似然估计,修正极大似然估计和可靠性指标的均方误差(MSE),进行了模拟比较,结果表明修正极大似然估计优于极大似然估计且考虑环境因子的可靠性评估结果较好. 相似文献
7.
8.
利用方开泰和王元(1989)提出的序贯数论方法的一个优化算法(SNTO),本文给出求统计分布参数的极大似然估计的一个统一方法。为了说明这个方法的运用,我们集中处理威布尔和贝它分布的参数极大似然估计。许多例子表明,我们的方法是普遍有用和有效的。 相似文献
9.
10.
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. 相似文献
11.
分组数据情形下对数正态分布参数的最大似然估计 总被引:6,自引:0,他引:6
我们研究了分组数据情形下对数正态分布所含参数的最大似然估计存在且唯一的充要条件,进而得到了最大似然估计具有强相合性及收敛速度服从重对数律的结论。 相似文献
12.
In this paper, we study the two-parameter maximum likelihood estimation (MLE)problem for the GE distribution with consideration of interval data. In the presence of interval data, the analytical forms for the restricted MLE of the parameters of GE distribution do not exist. Since interval data is kind of incomplete data, the EM algorithm can be applied to compute the MLEs of the parameters. However the EM algorithm could be less effective.To improve effectiveness, an equivalent lifetime method is employed. The two methods are discussed via simulation studies. 相似文献
13.
在一定条件下,证明不完全信息随机截尾模型的MLE 满足 Chung重对数律. 作为其推论得到:不完全信息随机截尾试验下,指数分布和Weibull 分布的MLE 满足Chung 重对数律. 相似文献
14.
指数分布场合下步进应力加速寿命试验的极大似然估计 总被引:4,自引:0,他引:4
本文首先给出了指数分布场合下步进应力加速寿命试验定时和定数截尾的MLE的存在和唯一的充要条件 ,然后给出了正常应力下平均寿命的近似置信区间 ,最后用随机模拟的方法研究了MLE的点估计的偏性和均方误差 ,近似置信区间覆盖真值的比率并与其它方法作了比较 . 相似文献
15.
A new generalized linear exponential distribution (NCLED) is considered in this paper which can be deemed as a new and more flexible extension of linear exponential distribution. Some statistical properties for the NGLED such as the hazard rate function, moments, quantiles are given. The maximum likelihood estimations (MLE) of unknown parameters are also discussed. A simulation study and two real data analyzes are carried out to illustrate that the new distribution is more flexible and effective than other popular distributions in modeling lifetime data. 相似文献
16.
The zeta distribution with regression parameters has been rarely used in statistics because of the difficulty of estimating the parameters by traditional maximum likelihood. We propose an alternative method for estimating the parameters based on an iteratively reweighted least-squares algorithm. The quadratic distance estimator (QDE) obtained is consistent, asymptotically unbiased and normally distributed; the estimate can also serve as the initial value required by an algorithm to maximize the likelihood function. We illustrate the method with a numerical example from the insurance literature; we compare the values of the estimates obtained by the quadratic distance and maximum likelihood methods and their approximate variance–covariance matrix. Finally, we calculate the bias, variance and the asymptotic efficiency of the QDE compared to the maximum likelihood estimator (MLE) for some values of the parameters. 相似文献
17.
18.
Point estimators for the parameters of the component lifetime distribution in coherent systems are evolved assuming to be independently and identically Weibull distributed component lifetimes. We study both complete and incomplete information under continuous monitoring of the essential component lifetimes. First, we prove that the maximum likelihood estimator (MLE) under complete information based on progressively Type‐II censored system lifetimes uniquely exists and we present two approaches to compute the estimates. Furthermore, we consider an ad hoc estimator, a max‐probability plan estimator and the MLE for the parameters under incomplete information. In order to compute the MLEs, we consider a direct maximization of the likelihood and an EM‐algorithm–type approach, respectively. In all cases, we illustrate the results by simulations of the five‐component bridge system and the 10‐component parallel system, respectively. 相似文献