随机删失情形下威布尔分布的参数在序约束下的极大似然估计

Order restricted maximum likelihood estimator of the parameters in Weibull distribution under randomly censored condition

讨论了随机删失情形下威布尔分布的参数估计问题,并利用Kuhn-Tucker条件给出了威布尔分布形状参数在序约束下的极大似然估计需满足的充要条件以及求其极大似然估计的算法.

The problem of estimating the parameters in the Weibull distribution with randomly censored samples is studied. Kuhn-Tucker conditions are used to give the necessary and sufficient conditions for the problem.An algorithm of obtaining the maximum likelihood estimators under the order restrictions is proposed.