摘要
利用极大似然法和EM算法研究了双边定时截尾样本下复合瑞利分布参数的极大似然估计.给出了参数的极大似然估计的存在唯一性证明和参数的EM迭代公式,借助Louis算法得到了EM估计的近似区间,随机模拟结果表明极大似然估计与EM估计相比,估计值较接近真值.
In this paper, we use maximum likelihood method and EM algorithm to study the maximum likelihood estimation of the parameters of compound Rayleigh distribution under two-sided time-truncated samples. The existence and uniqueness of the maximum likelihood estimator of the parameter and the EM iterative formula of the parameter are given. The approximate interval of the EM estimate is obtained by means of the Louis algorithm. The results of random simulation show that the maximum likelihood estimation is close to the true value compared with the EM estimation.
作者
邵媛媛
周菊玲
董翠玲
SHAO Yuan-yuan;ZHOU Ju-ling;DONG Cui-ling(School of Mathematical Science, Xinjiang Normal University, Urumqi Xinjiang 830017, China)
出处
《淮阴师范学院学报（自然科学版）》
CAS
2019年第2期95-100,共6页
Journal of Huaiyin Teachers College;Natural Science Edition
基金
国家自然科学青年基金资助项目(11801488)
新疆维吾尔自治区自然科学基金资助项目(2018D01A27)
关键词
双边定时截尾样本
复合瑞利分布
极大似然估计
EM算法
随机模拟
bilateral timing
compound rayleigh distribution
maximum likelihood estimation
EM algorithm
stochastic simulation
