首页 | 本学科首页   官方微博 | 高级检索  
     

截尾变量独立,不必同分布的条件下,最大似然估计的相合性及渐近正态性
引用本文:吴其平. 截尾变量独立,不必同分布的条件下,最大似然估计的相合性及渐近正态性[J]. 应用概率统计, 1994, 10(4): 405-419
作者姓名:吴其平
作者单位:福州大学 福州350002
摘    要:本文提出条件(φ),并证明了,在条件(φ)下,关于寿命分布的参数的最大似然估计具有强相合性及渐近正态性。验证了指数分布、Weibull分布、对数正态分布满足条件(φ)。这说明(φ)是比较广泛适用的。

关 键 词:最大似然估计  相合性  渐近正态性  截尾样本  统计学

CONSISTENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS FOR INDEPENDENT NOT IDENTICALLY DISTRIBUTED CENSORING SAMPLES
Wu Qiping. CONSISTENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS FOR INDEPENDENT NOT IDENTICALLY DISTRIBUTED CENSORING SAMPLES[J]. Chinese Journal of Applied Probability and Statisties, 1994, 10(4): 405-419
Authors:Wu Qiping
Affiliation:Fushou University
Abstract:In this paper, Condition is proposed and under this condition we prove Maximum Likelihood Estimators for life distributed parameter is strong consistent and asymptotic normal. Then, we verify that Exponential distribution, Weibull distribution and Lognormal distribution are statified with Condition . It shows that Condition is widely applicable.
Keywords:Censoring samples Maximum Likelihood Estimators Consistency and Normality Statistics.
本文献已被 CNKI 维普 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号