一类新的二参数二元混合型指数分布的参数估计及相关结构

Correlation and Parameter Estimation of a Mixed Two-parameter Bivariate Exponential Distribution

本文继续文[13]的工作,针对二元Marshall-Olkin型指数分布随机结构模型,取掉一个服从指数分布的随机变量,从而导出一类二参数二元混合型指数分布,并由此研究了它的特征和参数估计及相关结构;通过密度分拆重组技术,本文导出了一类二参数二元混合型指数分布的一个特征,据此,获得了基于总体(X,Y)完全样本的参数的最大似然估计及一致最小方差无偏估计,计算了两个随机变量之间的相关系数,证明了其相关系数的取值落在(0,1)区间内.

This paper continues the work of [13],in accordance with stochastic structuremodel of the bivariate exponential distribution of Marshall-Olkin,a new mixed two-parameter bivariate exponential distribution is given and its characterization and parameter estimation or correlation are discussed,as well as the maximum likelihood estimator,uniformly minimum variance unbiased estimation of parameters,and correlation coefficient.It is also proved that the value of the correlation coefficient is between zero and one.