摘要
考虑观察数据为区间删失情况下的Pareto分布参数估计问题,利用最大似然估计方法和最小二乘估计方法给出了参数的四个估计量,比较了它们的方差,最后给出了模拟报告.
The problem of estimating the scale parameter in the Pareto distribution from interval cen- sored observations is considered. Four kinds of estimators, including the maximum likelihood estimator and least square estimator, are evaluated. The variance of them are compared, and the numerical simulation results is also given.
出处
《应用概率统计》
CSCD
北大核心
2014年第4期415-422,共8页
Chinese Journal of Applied Probability and Statistics
基金
supported by the National Natural Science Foundation of China(44106460)
关键词
PARETO分布
区间删失数据
参数估计
Pareto distribution, interval censored observations, parameter estimation.
