华中师范大学学报（自然科学版）2018，Vol.52Issue(3)：310-315,6.DOI:10.19603/j.cnki.1000-1190.2018.03.004
双边定时截尾下Pareto分布的参数估计
Parameter estimation of Pareto distribution under type-Ⅰ doubly censored sample
摘要
Abstract
The maximum likelihood method was used to estimate the shape parameter in Pareto distribution under type-Ⅰ doubly censored sample.Due to the complexity of the likelihood equation,the explicit expression of parameter estimation could not be obtained.But,it was proved that the maximum likelihood estimation had been unique.Because EM algorithm was an effective way to deal with defective data,here,the algorithm was used to estimate the parameter.The iterative formula and asymptotic variance of the shape parameter were obtained by EM algorithm,the approximate confidence interval of the shape parameter was obtained according to the central limit theorem.The stochastic simulation results show that the EM estimation of the shape parameter converges to its maximum likelihood estimation.An example is given for point estimation and interval estimation of the parameter under different samples.关键词
Pareto分布/双边定时截尾/EM算法/极大似然估计/随机模拟Key words
Pareto distribution/type-Ⅰ doubly censoring/EM algorithm/maximum likelihood estimation/stochastic simulation分类
数理科学引用本文复制引用
龙兵..双边定时截尾下Pareto分布的参数估计[J].华中师范大学学报（自然科学版）,2018,52(3):310-315,6.基金项目
国家自然科学基金项目(61374080). （61374080）
