摘要
利用T-X变换技巧将威布尔分布及帕累托(Ⅳ)分布组合,构建了威布尔-帕累托(Ⅳ)分布并研究极限,单峰性,香农熵,力矩等相关统计性质;利用R语言对两组经典数据进行分布拟合;给出几种模型的参数估计及拟合优度的比较,并根据似然比检验,对威布尔-帕累托(Ⅳ)分布和其他几种分布做对比分析,结果表明威布尔-帕累托(Ⅳ)分布具有更优的拟合效果.
We used T-X transform techniques to combine the two distributions, built the Weibull-Pareto (Ⅳ) distribution and studied the related statistical properties, including the limit, unimodal, shannon entropy and moment etc. Two groups of classic data distribution were fitting by using the R language.The comparison of parameter estimation and fit optimization of several models were given.And according to the likelihood ratio test for Weibull-Pareto (Ⅳ) distribution and several other distribution analysis of the contrast,the results show that Weibull-Pareto(Ⅳ) distribution has a better fitting effect.
作者
宋晓琳
SONG Xiaolin(School of Mathematics , Liaoning Normal University , Dalian 116029 tChina)
出处
《经济数学》
2019年第1期106-110,共5页
Journal of Quantitative Economics
关键词
威布尔分布
帕累托(Ⅳ)分布
T-X分布
EM算法
Weibull distribution
Pareto(IV ) distribution
T-X family of distributions
EM algorithm
