沈新娣, 丁帮俊. Pareto分布在逐步II型区间删失下的参数估计[J]. 应用概率统计, 2016, 32(2): 132-146.
引用本文: 沈新娣, 丁帮俊. Pareto分布在逐步II型区间删失下的参数估计[J]. 应用概率统计, 2016, 32(2): 132-146.
SHEN Xindi, DING Bangjun. Estimation for the Pareto Distribution under Progressive Type-II Interval Censored Data[J]. Chinese Journal of Applied Probability and Statistics, 2016, 32(2): 132-146.
Citation: SHEN Xindi, DING Bangjun. Estimation for the Pareto Distribution under Progressive Type-II Interval Censored Data[J]. Chinese Journal of Applied Probability and Statistics, 2016, 32(2): 132-146.

Pareto分布在逐步II型区间删失下的参数估计

Estimation for the Pareto Distribution under Progressive Type-II Interval Censored Data

  • 摘要: 本文研究Pareto分布在逐步II型区间删失的情形下参数的估计和性质, 给出了参数的极大似然估计及其Newton-Raphson求解算法, 并证明了在一定条件下极大似然估计的相合性及渐近正态性.

     

    Abstract: In this paper, we concern with the estimation problem for the Pareto distribution based on progressive Type-II interval censoring with random removals. We discuss the maximum likelihood estimation of the model parameters. Then, we show the consistency and asymptotic normality of maximum likelihood estimators based on progressive Type-II interval censored sample.

     

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