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二元一般指数分布的识别性及其参数估计 被引量：1

Identifiability of the Bivariate Generalized Exponential Distributions
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摘要 讨论了一般二元指数分布的识别性问题及参数估计问题.本文证明了两个结论:其一、当只有最大值随机变量的分布已知时,仅一个参数可识别;其二、当可识别最大值的分布已知时,所有参数皆可识别.进一步根据上述结论得到了所有参数的最大似然估计. If two random variable has a bivariate generalized exponential distribution, when the distribution of the maximum is known, then only one of parameters is identified, when the distribution of the identified minimum is known, then all of parameters are identified;hence, the maximum likelihood estimator of all of parameters are derived.
作者 李卫华 李国安 王伟 李茂华
机构地区 宁波大学理学院
出处 《大学数学》 2016年第2期81-85,共5页 College Mathematics
基金 浙江省自然科学基金(LQ12A01006) 浙江省自然科学基金(LY15A010005)
关键词 一般二元指数分布 识别性 最大似然估计 bivariate generalized exponential distribution identifiability maximum likelihood estimator
分类号 O29 [理学—应用数学] TE312 [石油与天然气工程—油气田开发工程]
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参考文献13

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同被引文献12

  • 1郑明,陈子毅,汪嘉冈.数理统计讲义[M].上海:复旦大学出版社,2012.
  • 2陈家鼎,孙山泽,李东风,刘力平.数理统计学讲义[M].北京:高等教育出版社,2015.
  • 3Li Juan, Song Weixing, Shi J ianhong. Parametric bootstrap simultaneous confidence intervals for differences of means from several two-parameter exponential distributions[J]. Statistics and Probability Letters ,2015,106.39-45.
  • 4Sun Xiaoqian, Zhou Xian, Wang Jinglong. Confidence intervals for the scale parameter of exponential distribution based on Type II doubly censored samples[J]. Journal of Statistical Planning and Inference,2008,138:2045-2058.
  • 5Hajebi M, Rezaei S, Nadarajah S. Confidence intervals for P(Y < X) for the generalized exponential distribution [J]. Statistical Methodology, 2012,9 : 445 - 455.
  • 6Wang Liang,Shi Yimin. Reliability analysis of a class of exponential distribution under record values[J]. Journal of Computational and Applied Mathematics, 2013,239 : 367- 379.
  • 7Balakrishnan N,Xie Q H. Exact inference for a simple step-stress model with Type-II hybrid censored data from the exponential distribution[J].Journal of Statistical Planning and Inference.2007,137: 2543-2563.
  • 8Balakrishnan N,Xie Q H. Exact inference for a simple step-stress model with Type-I hybrid censored data from the exponential distribution[J]. Journal of Statistical Planning and Inference, 2007,137 : 3268- 3290.
  • 9Ganguly A , Mitra S, Samanta D, Kundu D. Exact inference for the two-parameter exponential distribution under Type-II hybrid censoring[J]. Journal of Statistical Planning and Inference, 2012, 142 : 613- 625.
  • 10Cramer E,Balakrishnan N. On some exact distributional results based on Type-I progressively hybrid censored data from exponential distributions [J]. Statistical Methodology, 2013,10 : 128- 150.

二级引证文献2

大学数学
2016年 第2期

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