摘要
文章给出了两参数Cauchy分布在全样本场合下参数的区间估计方法，通过Monte-carlo模拟考察了区间估计的精度。给出了两参数Cauchy分布在定数截尾场合下参数的点估计与区间估计方法，并通过Mon-te-Carlo模拟分别考察了点估计与区间估计的精度。最后，通过模拟算例说明了此方法的应用。
This paper proposes an interval estimate method of two-parameter Cauchy distribution under flail sample, and in- vestigates the accuracy of interval estimation by use of Monte-Carlo simulation. And then the paper gives the point estimate and interval estimate methods of two-parameter Cauchy distribution under type-Ⅱ censored sample, and also respectively investigates the accuracy of point estimate and interval estimate by Monte-Carlo simulation. Finally, the paper utilizes a simulation instance to illustrate the application of the proposed method.
作者
顾蓓青
王蓉华
徐晓岭
Gu Beiqing;Wang Ronghua;Xu Xiaoling(School of Statistics and Information,Shanghai University of International Business and Economics,Shanghai 201620,China;Mathematics and Science College,Shanghai Normal University,Shanghai 200234,China)
出处
《统计与决策》
CSSCI
北大核心
2018年第20期14-17,共4页
Statistics & Decision
基金
国家自然科学基金资助项目(11671264)
关键词
两参数Cauchy分布
全样本
定数截尾样本
点估计
区间估计
two-parameter Cauchy distribution
full sample
type-Ⅱ censored sample
point estimate
interval estimate
