随机右截尾情形下位置——刻度模型中参数的估计

ESTIMATION OF THE PARAMETERS IN THE LOCATION SCALE MODEL UNDER RANDOMLY RIGHT-CENSORING

  • 摘要: 本文证明了对于一般的位置——刻度模型F(x-μ/σ)来讲,当截尾分布1-G(y)已知时,位置参数和刻度参数基于随机右截尾数据的矩估计是强相合的和渐近正态的.当截尾分布1-G(y)未知时,所得的矩估计是弱相合的.

     

    Abstract: This paper proposes the estimators of the location and scale parameters in the location-scale model F(x-μ/σ) when the observation is randomly censored on theright. If censoring distribution is known, the estimators are strongly consistent and asymptotically normal. If censoring distribution is unknown, the estimators are weakly consistent.

     

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