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三参数Ⅰ型广义Logistic分布参数的改进最小二乘估计 被引量:2

An Improved Least Squares Estimators for Three-Parameter Type Ⅰ Generalized Logistic Distribution
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摘要 广义Logistic分布在工业、生物、地质、水文等领域有着广泛的应用。本文针对三参数的广义Logistic分布,提出了基于Logistic变换下参数的最小二乘估计,并给出了参数估计的收敛速度。通过Monte-Carlo模拟对提出的估计方法和已有方法进行比较,结果表明:所给的估计量具有更好的估计效果。最后通过单位长度碳素纤维的硬度数据进一步说明了所提出的估计方法的可行性。 The generalized logistic distribution is widely used in the fields of industry, biology, geology,hydrology and so on. In this paper, we propose a least squares estimator based on Logistic transformation for three-parameter type Ⅰ generalized logistic distribution. Some asymptotic results are provided.A simulation is undertaken to assess the performance of the proposed method and to compare them with other methods suggested in this paper. The simulation results indicate that the proposed method performs better than some other methods. Finally, the proposed method is applied to a strength data for single carbon fibers.
作者 陈海清 曾婕 胡国治 CHEN Hai-qing;ZENG Jie;HU Guo-zhi(Nanjing University of Finance and Economics & School of Economics,Jiangsu Nanjing 210023,China;School of Mathematics and Statistics,Hefei Normal University,Anhui Hefei 230601,China)
出处 《数理统计与管理》 CSSCI 北大核心 2018年第5期835-842,共8页 Journal of Applied Statistics and Management
基金 国家自然科学基金青年科学基金项目(11701021) 全国统计科学重点项目(2016LZ42)资助
关键词 三参数Ⅰ型广义Logistic分布 Logistic变换 最小二乘估计 极大似然估计 three-parameter type Ⅰ generalized logistic distribution logistic transformation least squares estimators maximum likelihood estimate
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