基于截尾数据威布尔寿命分布参数的MLE的存在唯一性

Existence and Uniqueness of MLE ofthe Paramaters of Weibull Lifetime Distribution Based on Censored Data

带有不完全信息的随机截尾试验模型,是更为一般的截尾试验模型。Elperin,T.& Gertsbakh,I.(1988)首先提出这个模型,并就指数分布场合,运用蒙特卡罗方法研究了平均寿命θ的极大似然估计MLE问题。叶尔骅(1995)证明了上述MLE具有强相合性。 本文对这个试验模型作了进一步研究,并将该模型运用于双参数寿命分布场合,给出了基于截尾数据威布尔寿命分布参数的MLE的存在唯—性定理。

The random censoring test model with incomplete information is a general model, which popularized normal random censoring test model. Elperin.T. & Gertsbakh, I. (1988)firstly put forward this model. Using Monte Carlo method, they studied the maximum likelihood estimate (MLE) for the mean lifetime under the exponential modcl[1]. Ye Erhua(1995)proved that the above MLE has the strong consistency.This paper further studies the random censoring model with incomplete information, and applied this model to the lifetime distribution with two paramaters and gives the theorem of the existence and uniqueness of MLE of the paramaters of Wefbull lifetime distribution bassed on censored date.