| 单参数Pareto分布变点估计研究 |
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| 引用本文： | 沙雪云,周菊玲,董翠玲. 单参数Pareto分布变点估计研究[J]. 数学的实践与认识, 2021, 0(1): 170-177 |
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| 作者姓名： | 沙雪云 周菊玲 董翠玲 |
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| 作者单位： | 1.新疆师范大学数学科学学院 |
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| 基金项目： | 国家自然科学基金青年项目(11801488);新疆师范大学校级重点实验室招标课题(XJNUSYS2019B05);新疆师范大学教改工程项目(SDJG2018-46)。 |
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| 摘 要： | 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.
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| 关 键 词： | Pareto分布 变点 贝叶斯估计 极大似然估计 |
The Research on Change-point Estimation of Single Parameter Pareto Distribution |
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| SHA Xue-yun,ZHOU Ju-ling,DONG Cui-ling. The Research on Change-point Estimation of Single Parameter Pareto Distribution[J]. Mathematics in Practice and Theory, 2021, 0(1): 170-177 |
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| Authors: | SHA Xue-yun ZHOU Ju-ling DONG Cui-ling |
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| Affiliation: | (School of Mathematics and Science,Xinjiang Normal University,Urumqi 830017,China) |
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| Abstract: | This paper studies the estimation problem when the single parameter Pareto distribution has change points.The maximum likelihood estimation method and the Bayesian method are used to estimate the change points of the single-parameter Pareto distribution,and the Matlab software is used for stochastic simulation.The results show that the Bayesian estimation compared with maximum likelihood estimation,the estimated value of the Bayesian method is closer to the true value. |
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| Keywords: | pareto distribution change-point the bayesian estimation maximum likelihood estimation |
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