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截尾情形下Weibull分布的最大似然估计
引用本文:刘晓舟,李再兴.截尾情形下Weibull分布的最大似然估计[J].数学理论与应用,2014(1):125-128.
作者姓名:刘晓舟  李再兴
作者单位:中国矿业大学(北京)理学院,北京100083
基金项目:国家自然科学基金资助项目(11001267);中央高校基本科研业务费资助项目(2009QS02);北京高等学校青年英才计划项目(BeijinghigherEducationYoungElite TeacherProject)
摘    要:本文利用似然函数的单调性,分别给出了定时截尾和定数截尾情形下Weibull分布中参数最大似然估计(MLE)的数值解法.数据模拟研究表明,所给出的解法效果良好.

关 键 词:Weibull分布  最大似然估计  定时截尾  定数截尾

Maximum Likelihood Estimates of the Weibull Distribution Under Censoring Samples
Liu Xiaozhou Li Zaixing.Maximum Likelihood Estimates of the Weibull Distribution Under Censoring Samples[J].Mathematical Theory and Applications,2014(1):125-128.
Authors:Liu Xiaozhou Li Zaixing
Institution:Liu Xiaozhou Li Zaixing (School of Science, China University of Mining and Technology, Beijing 100083, China)
Abstract:In this article, based on the monotonicity of the likelihood function of the Weibull distribution, the numer- ical procedures are proposed to obtain maximal likelihood estimates of the Weibull distribution under type - I censo- ring and Type - II censoring samples respectively. The Simulation indicates that our procedures perform well.
Keywords:Weibull distribution Maximum Likelihood estimate Type- I censoring Type- II censoring
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