| 随机截尾情形下Rayleigh分布参数的最大似然估计 |
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| 引用本文： | 李耀武,王霞.随机截尾情形下Rayleigh分布参数的最大似然估计[J].系统科学与数学,2009,29(6):761-778. |
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| 作者姓名： | 李耀武 王霞 |
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| 作者单位： | 1. 西安交通大学理学院,西安,710049
2. 中国人民解放军理工大学理学院数理系,南京,211101;西安交通大学理学院,西安,710049 |
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| 摘 要： | 研究了随机截尾情形下Rayleigh分布参数的最大似然估计,研究了最大似然估计的存在唯一性;在很一般的条件下证明了估计的强、弱相合性和渐近正态性.
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| 关 键 词： | 随机截尾 Rayleigh分布 最大似然估计 相合性 渐近正态性 |
| 收稿时间： | 2007-9-12 |
| 修稿时间： | 2008-7-21 |
Maximum Likelihood Estimation of the Parameters in Rayleigh Distribution with Randomly Censored Data |
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| LI Yaowu,WANG Xia.Maximum Likelihood Estimation of the Parameters in Rayleigh Distribution with Randomly Censored Data[J].Journal of Systems Science and Mathematical Sciences,2009,29(6):761-778. |
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| Authors: | LI Yaowu WANG Xia |
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| Institution: | (1)chool of Science, Xi'an Jiaotong University, Xi'an 710049; (2)Department of Applied Mathematics and Physics, Institute of Science, PLA University of Science and Technology, Nanjing 211101; School of Science, Xi'an Jiaotong University,Xi'an 710049. |
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| Abstract: | In this paper, existence and uniqueness of maximum likelihood estimates of the parameters in Rayleigh distribution with randomly censored data are studied. Furthermore, the strong and weak consistency, as well as the asymptotic normality of the maximum likelihood estimates are obtained under mild conditions. |
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| Keywords: | Randomly censoring Rayleigh distribution maximum likelihood estimation consistency asymptotic normality |
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