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基于Logistic总体Ⅱ型截尾样本分布参数的近似极大似然估计 被引量:4

Approximate Maximum Likelihood Estimation Based on Logistic Distribution Parameters of Type Ⅱ Censored Samples
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摘要 为了研究Logistic总体的拟合优度检验问题等,讨论了基于Logistic总体Ⅱ型截尾样本分布参数的近似极大似然估计,得到如下结果:在样本大小足够大,样本双侧截尾比分别趋近于定值条件下,分布参数的近似极大似然估计存在、惟一、有界、且相合于真实参数;特别地,当样本双侧截尾比趋于同一定值时,估计量具有渐近正态性. For the purpose of studying the goodness-of-fit testing of Logistic distribution, the authors discussed the titular problems. The results show that if the example is big enough and the type Ⅱ censored ratio is constant respectively, the approximate maximum likelihood estimation of distribution parameter still exists uniquely, has limit and is consistent to the real parameter; Particularly, if the cansored ratios tend to be a constant, the maximum likelihood estimation has the asymptotic normality.
出处 《北京工业大学学报》 CAS CSCD 北大核心 2004年第2期235-240,共6页 Journal of Beijing University of Technology
基金 国家教委留学基金资助项目(21811046).
关键词 Logistic分布 极大似然估计 近似极大似然估计 Ⅱ型截尾样本 相合性 渐近正态性 Logistic distribution maximum likelihood estimation approximate maximum likelihood estimation type Ⅱ censored samples consistency asymptotic normality
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