摘要
提出了一种考虑顺序统计量相关性的威布尔分布三参数的估计方法(广义回归分析),该方法求得的回归系数具有最佳无偏的性质,经大量Montecarlo模拟试验表明,其参数估计量比普通线性回归分析获得的参数估计量更接近母体真值。
In this paper a general regression analysis method considering interrelation of order statistics is presented to estimate the weibull three parameters. In this method the estimated regression coefficients possess BLUE (Beast Linear Unbiassed Estimation )property. Monte carlo simulation proves that the weibull parameters estimted by this method is more approximate to the real values of population than by the common method of linear regression.
关键词
回归分析
参数估计
广义
韦伯分布
Weibull distribution Regression aanlysis Parameters estimated.