基于数据分组与右删失情形下对数正态分布的参数估计
Estimation of the Parameters in the Lognormal Distribution with Grouped and Right-Censored Data
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摘要: 本文研究了对数正态分布数据在分组与删失情形下参数的估计问题. 一是给出未知参数的极大似然估计存在且唯一的充要条件. 二是利用EM算法对参数值进行了估计.Abstract: In this paper we consider the estimation problem in the situation where the life of some products follows a lognormal distribution, and the observed data are grouped and right-censored. A necessary and sufficient condition for the existence and uniqueness of the Maximum Likelihood Estimate (MLE) of unknown parameters is given. Furthermore, we have estimated the unknown parameters by EM algorithm.
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Keywords:
- Lognormal distribution /
- grouping and right-censoring /
- MLE /
- EM algorithm
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