带有不完全信息随机截尾试验下最大似然估计的重对数律

A Law of the Iterated Logarithm for MLE Based on Random Censoring Model with Incomplete Information

  • 摘要: 本文在条件(\Phi)下,证明了带有不完全信息随机截尾试验下最大似然估计的收敛速度符合重对数律,并验证了Weibull分布、对数正态分布满足条件(\Phi).

     

    Abstract: In this paper, we prove that MLE for life distributed parameter converges to the true parameter at the rate of the law of iterated logarithm. At the same time, we verify that Weibull distribution and lognormal distribution are stratified with conditions (\Phi) proposed here.

     

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