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关于三参数威布尔分布顺序统计量的概率分布性质探讨 被引量:3

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摘要 设{X_k,1≤k≤n}独立同分布,X_(1),X_(2),…,X_(n)为其顺序统计量,当总体服从参数为(μ,m,η)的威布尔分布时,文章得到了其顺序统计量的联合概率密度、极端顺序统计量的概率密度和期望与方差的表达式。证明了当参数m≠1时样本间隔不独立且不同分布,当参数m=1时样本间隔独立不同分布,并由此构造一组独立同分布的指数随机变量exp(1).还探讨了其最小顺序统计量X_(1)的渐近分布。
出处 《统计与决策》 CSSCI 北大核心 2015年第6期27-30,共4页 Statistics & Decision
基金 国家自然科学基金资助项目(11226218) 安徽省自然科学基金资助项目(1208085QA04) 2012年地方高校国家级大学生创新创业训练计划项目(201210363122)
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