期刊文献+

二元寿命分布的识别性及参数估计 被引量:2

Identifiability and Parameter Estimation of Some Bivariate Life Distributions
原文传递
导出
摘要 讨论二元寿命分布的识别性及参数估计,仅是最小值的分布已知时,只有一个参数可识别,当可识最小值的分布已知时,所有参数皆可识别;由此得到了所有参数的最大似然估计. This paper shows: if two random variable have some bivariate life distributions when the distribution of the minimum is known, then only one of parameters is identified when 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 李国安
机构地区 宁波大学理学院
出处 《数学的实践与认识》 北大核心 2016年第10期203-207,共5页 Mathematics in Practice and Theory
基金 宁波大学学科项目(XKL14D2037)
关键词 二元寿命分布 识别性 最大似然估计 some bivariate life distributions identifiability maximum likelihood estimator
  • 相关文献

参考文献12

  • 1Roy D, Mukherjee S P. Characterizations of some bivariate life-distributions[J]. Journal of Multi- variate Analysis, 1989, 28(1), 1-8.
  • 2Roy D, Roy R. Characterizations of Bivariate and Multivariate Life Distributions Based on Recip- rocal Subtangent[J], Communications in Statistics - Theory and Methods, 2009, 39(1), 158-169.
  • 3Basu A P, Ghosh J K. Identifiability of the multinorma and other distributions under competing risks model[J]. Journal of Multivariate Analysis, 1978, 8(3), 413-429.
  • 4Giltiland D C, Hannah J. Identification of the Ordered Bivariate Normal Distribution by Minimum Variate[J]. J. Am. Stat. Assoc, 1980, 75: 651-654.
  • 5Mukherjea A, Stephens R. The problem of identification of parameters by the distribution of the maximum random: Solution for the trivariate normal case[J]. Journal of Multivariate Analysis, 1990, 34(1), 95-115.
  • 6Mukherjea A, Stephens R. Identification of parameters by the distribution of the maximum random variable: The general multivariate normal case [J]. Probability Theory and Related Fields, 1990, 34(1), 289-296.
  • 7Gong J, Mukherjea A. Solution of a problem on the identification of parameters by the distribu- tion of the maximum random variable: a multivariate normal case[J]. J. Theor. Probab., 1991, 4(4), 783-790.
  • 8Mukherjea A, Stephens R. Identification of the parameters of a trivariate normal vector by the distribution of the minimum[J]. Journal of Statistical Planning and Inference, 1999, 78(1), 23-37.
  • 9Dai M, Mukherjea A. Identification of the parameters of a multivariate normal vector by the distribution of the maximum [Jl. J. Theor. Probab., 2001, 14, 267-298.
  • 10Davis J, Mukherjea A. Identification of parameters by the distribution of the minimum: The tri- variate normal case with negative correlations[J]. Journal of Multivariate Analysis, 2007, 98(6), 1141- 1159.

同被引文献9

引证文献2

二级引证文献2

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部