使用第二类帕累托强度的基于I型截尾样本的参数估计

Ines Aloui, Soufiane Gasmi
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引用次数: 0

摘要

本文利用无替换和有替换的I型截尾样本,对第二类Pareto强度进行了参数估计。导出了其未知参数的极大似然估计及其近似渐近方差-协方差矩阵。我们也给出了近似置信区间。给出了数值仿真结果,并对所提估计方法的性能进行了评估。最后在实际数据集上的应用表明了该模型的有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Parameters estimation based on type I censored samples using a Pareto intensity of the second kind
This paper develops parameter estimates for the Pareto intensity of the second kind using type I censored samples without and with replacement. The maximum likelihood estimates for its unknown parameters and their approximate asymptotic variance-covariance matrix are derived. We also present approximate confidence intervals. Numerical simulation results are presented and used to assess the performance of the proposed estimation method. Finally an application on a real data set shows the efficiency of our model.
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