带有不完全信息随机截尾试验下最大似然估计的相合性及渐近正态性
Consistency and Asymptotic Normality of MLE for Random Censoring Model with Incomplete Information
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摘要: 本文在条件(Φ)下,证明了带有不完全信息随机截尾试验的最大似然估计的相合性及渐近正态性,验证了Weibull分布、对数正态分布满足条件(Φ)。Abstract: In this paper, We prove that MLE for life distributed parameter is strongly consistent and asymptotically normally distributed. At the same time, we verify that Weibull distribution and lognormal distribution are statified with conditions (φ) proposed here, showing that conditions (φ) are widely applicable.