摘要
在双边定时截尾样本下,用最大似然法求Burr Ⅻ分布中未知参数的估计,证明了最大似然估计是唯一存在的.用EM算法得到了未知参数的迭代公式及渐近方差,相关引理说明迭代公式具有良好的收敛性.随机模拟结果表明未知参数的EM估计要优于最大似然估计,对于双边定时截尾样本来说,EM算法是一种较好的参数估计方法.
The maximum likelihood method is used to find the estimation of the unknown parameter for Burr XII distribution under type-Ⅰdoubly censored sample it is proved that the maximum likelihood estimation is uniquely existent one.The iterative formula and asymptotic variance of the unknown parameter are obtained by EM algorithm and it is illustrated by relevant lemmas that the iterative formula will have good convergence.The random simulation result shows that the EM estimation of the unknown parameter will be superior to the maximum likelihood estimation and as for type-Ⅰdoubly censored sample,the EM algorithm is a better method for estimation of parameter.
作者
龙兵
LONG Bing(School of Mathematics and Physics,Jingchu University of Technology,Jingmen 448000,China)
出处
《兰州理工大学学报》
CAS
北大核心
2018年第6期158-162,共5页
Journal of Lanzhou University of Technology
基金
国家自然科学基金(61374080)
湖北省教育厅科研项目(B2016264)
关键词
BURR
Ⅻ分布
双边定时截尾
EM算法
最大似然估计
随机模拟
Burr XII distribution
type-Ⅰdoubly censoring
EM algorithm
maximum likelihood estimation
stochastic simulation
