成立增凸序的离散分布的估计

Estimation of Discrete Distributions with an Increasing Convex Order

增凸序是一种重要的随机序,它广泛的应用于排队论、可靠性、运筹学和经济学之中.给出在增凸序约束下离散分布的极大似然估计量的一种迭代算法,并证明了该算法的收敛性.该算法应用于一个涉及口咽癌患者生存时间数据的例子.

Increasing convex order is one of important stochastic orderings. It is very often used in queueing theory, reliability, operations research and economics. This paper is devoted to providing an iterative algorithm for computing the maximum likelihood estimators of discrete distributions under an increasing convex order constraint, and the convergence of the algorithm is proved. The algorithm is applied to an example involving data for survival time for carcinoma of the oropharynx.