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多重Ⅱ型删失数据的近似似然函数及应用 被引量:3

APPROXIMATE LIKELIHOOD FUNCTION OF MULTIPLY TYPE-Ⅱ CENSORED DATA AND IT'S APPLICATION
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摘要 多重 型删失数据是一种很常见的数据删失类型 ,处理起来也非常困难 ,本文获得了多重 型删失数据的一种近似似然函数 ,并证明了在大样本场合下 ,这种近似与似然函数是等价的 .基于该近似似然函数 ,求得了参数的近似极大似然估计与近似 Bayes估计 。 Multiply Type-Ⅱ censoring is a more general censoring scheme than ordinary Type-Ⅱ censoring.The likelihood of this type incomplete data is intractable because of its complication.A kind of approximation of the likelihood function is derived in this paper.This approxmation is equivalent to the exact one when the sample size is large.Based on this approximation,the approximate maximum likelihood estimation and Bayesian estimation of parameters are discussed.
作者 王乃生
出处 《高校应用数学学报(A辑)》 CSCD 北大核心 2002年第2期207-216,共10页 Applied Mathematics A Journal of Chinese Universities(Ser.A)
关键词 多重Ⅱ型删失数据 近似似然函数 极大似然估计 BAYES估计 Multiply Type-Ⅱ Censored Data Approximate Likelihood Function Maximum Likelihood Estimation Bayesian Estimation
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