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| Pareto-Geometric分布 | |
| 引用本文： | 姚惠,戴勇,谢林.Pareto-Geometric分布[J].数学杂志,2012,32(2):339-351. |
| 作者姓名： | 姚惠 戴勇 谢林 |
| 作者单位： | 1. 黔南民族师范学院数学系,贵州都匀558000;武汉大学数学与统计学院,湖北武汉430072 2. 黔南民族师范学院数学系,贵州都匀,558000 3. 武汉大学数学与统计学院,湖北武汉,430072 |
| 摘 要： | 本文提出了一种具有单调失效率的新型寿命分布, 即由Pareto分布和Geometric分布生成的两参数的Pareto-Geometric分布, 研究了该分布的各种性质和参数极大似然估计的存在唯一性, 并应用 EM 算法得到了参数的极大似然估计值和相应的渐近方差、协方差. |
| 关 键 词： | 危险率函数 单调失效率 Pareto分布 Geometric分布 寿命分布 极大似然估计 |
PARETO-GEOMETRIC DISTRIBUTION |
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| YAO Hui , AI Yong , XIE Lin.PARETO-GEOMETRIC DISTRIBUTION[J].Journal of Mathematics,2012,32(2):339-351. | |
| Authors: | YAO Hui AI Yong XIE Lin |
| Institution: | 1.Department of Mathematics,Qiannan Normal College for Nationalities,Duyun 558000,China)(2.School of Mathematics and Statistics,Wuhan University,Wuhan 430072,China) |
| Abstract: | In this paper,we introduce a new lifetime distribution with decreasing failure rate,that is two-parameter Pareto-Geometric distribution which is obtained by compounding a Pareto and a geometric distribution.Various properties are studied and the existence and uniqueness of the MLE of parameters are discussed,the MLE of parameters are gained by the EM algorithm and their asymptotic variances and covariances are obtained,also. |
| Keywords: | Hazard function decreasing failure rate Pareto distribution Geometric distribution lifetime distribution maximum likelihood estimation |
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