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两参数Gamma分布模型下缺失数据的参数估计 被引量:1

Parameter Estimation of Two Parameters Gamma Distribution Model with Missing Data
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摘要 针对非随机缺失机制下的数据缺失问题,在总体服从两参数Gamma分布和成功概率为指数分布的假设下,结合矩法和迭代计算方法进行了两参数Gamma分布模型的参数估计和分位数估计。此外,利用R语言对缺失比例分别为0.2和0.5的数据进行了模拟研究,并对模拟结果进行了比较分析,得到了较好的结果。 This paper focuses on the problem of data missing under non-random missing mechanism. Under the assumption that the population distribution follows two-parameter Gamma and the probability of success was exponential distribution,the parametric estimation and quantiles of two-parameter Gamma distribution model were obtained via moment method and iterative computation. Simulation studies were carried out using R language,when the missing ratio takes value 0. 2 and 0. 5 respectively. The simulation results were compared and analyzed,which showed better performance.
作者 梁远胜 关宏建 Liang Yuansheng;Guan Hongjian(Department of Mathematics, Yangjiang Polytechnic, Yangjiang Guangdong 529566;School of Mathematics and Statistics, Central China Normal University, Wuhan Hubei 430079)
出处 《湖北理工学院学报》 2018年第2期56-60,共5页 Journal of Hubei Polytechnic University
关键词 缺失数据 GAMMA分布 参数估计 矩估计 分位数 missing data Gamma distribution parametric estimation moment estimator quantile
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