| 一类二元相关威布尔分布及其参数估计 |
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| 引用本文： | 汪美辰,叶慈南,徐冬元.一类二元相关威布尔分布及其参数估计[J].系统科学与数学,2005,25(6):711-719. |
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| 作者姓名： | 汪美辰 叶慈南 徐冬元 |
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| 作者单位： | 上海理工大学理学院,上海,200093 |
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| 摘 要： | 考虑生存函数为的二元威布尔分布,提出θ1,θ2,α,δ的估计并讨论了它们的渐近性,最后作模拟计算,得出了参数估计的渐近效．
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| 关 键 词： | 二元威布尔分布 参数估计 渐近性质 模拟计算 |
| 修稿时间： | 2003年8月8日 |
A CLASS OF BIVARIATE DEPENDENT WEIBULL DISTRIBUTIONS AND ITS PARAMETER ESTIMATION |
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| Wang Meichen,Ye Cinan,Xu Dongyuan.A CLASS OF BIVARIATE DEPENDENT WEIBULL DISTRIBUTIONS AND ITS PARAMETER ESTIMATION[J].Journal of Systems Science and Mathematical Sciences,2005,25(6):711-719. |
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| Authors: | Wang Meichen Ye Cinan Xu Dongyuan |
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| Institution: | College of Science, University of Shanghai for Science and Technology, Shanghai 200093 |
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| Abstract: | Consider the bivariate dependent Weibull distribution with
reliability function
${\overline{F}(x_{1},x_{2})}
=\exp\{-(\frac{x_{1}^{\frac{1}{\alpha}}}{\theta_{1}})^{\frac{1}{\delta}}
+(\frac{x_{2}^{\frac{1}{\alpha}}}{\theta_{2}})^{\frac{1}{\delta}}
]^{\delta}\}$,
$x_{i}>0$, $\alpha>0$, $1\geq\delta>0$, $\theta_{i}>0 (i=1,2)$
This article proposes moment-type estimates $\hat{\theta_{1}}, \hat{\theta_{2}},\hat{\alpha}, \hat{\delta}$
for $\theta_{1},\theta_{2},\alpha,\delta$ and discusses their asymptotic
properties. Numerical simulation results are given to demonstrate the asymptotic
efficiency of the estimates. |
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| Keywords: | Bivariate Weibull distribution parameters estimate asymptotic property simulation |
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