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Pareto-Geometric分布

姚惠 戴勇 谢林

数学杂志2012,Vol.32Issue(2):339-351,13.
数学杂志2012,Vol.32Issue(2):339-351,13.

Pareto-Geometric分布

PARETO-GEOMETRIC DISTRIBUTION

姚惠 1戴勇 2谢林1

作者信息

  • 1. 黔南民族师范学院数学系,贵州都匀558000
  • 2. 武汉大学数学与统计学院,湖北武汉430072
  • 折叠

摘要

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.

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

Key words

Hazard function/ decreasing failure rate/ Pareto distribution/ Geometric distribution/ lifetime distribution/ maximum likelihood estimation

分类

数理科学

引用本文复制引用

姚惠,戴勇,谢林..Pareto-Geometric分布[J].数学杂志,2012,32(2):339-351,13.

基金项目

武汉大学访学基金资助. ()

数学杂志

OA北大核心CSCDCSTPCD

0255-7797

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