定时截尾样本下Pareto分布的参数估计

PARAMETER ESTIMATION OF PARETO DISTRIBUTION UNDER TYPE I CENSORING

在定时截尾样本下研究两参数Pareto分布的参数估计,并计算它们的条件期望和方差;用数值模拟的办法验证所得估计的优劣,结果显示它们都是近似无偏估计(AUE),且具有较好的稳定性;与相应的定数截尾样本下的估计相比较,它们的相对平均误差小.

The parameter estimators of the shape and the scale parameter of Pareto distribution are studied under type I censoring. The conditioning expectation and variance of these parameter estimators are calculated. The results of numerical sim- ulation demonstrate that these estimators are asymptotic unbiased. The relative average errors of these estimators are lower than the counterpart under type II cen- soring.