区间删失情况下的Pareto分布估计

Estimation of Pareto Distribution from Interval Censored Observations

  • 摘要: 考虑观察数据为区间删失情况下的Pareto分布参数估计问题, 利用最大似然估计方法和最小二乘估计方法给出了参数的四个估计量, 比较了它们的方差, 最后给出了模拟报告.

     

    Abstract: The problem of estimating the scale parameter in the Pareto distribution from interval censored observations is considered. Four kinds of estimators, including the maximum likelihood estimator and least square estimator, are evaluated. The variance of them are compared, and the numerical simulation results is also given.

     

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