完全样本情形下威布尔分布参数的估计
Estimator for the Parameters of the Weibull Distribution Based on Complete Sample
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摘要: 考虑尺度参数为θ、形状参数为β的二参数威布尔分布。本文讨论完全样本情形下θ和β的矩型估计\widehat\theta和\widehat\beta的性质,并把\widehat\theta和\widehat\beta与θ和β的简单线性无偏估计~θ和~β作了比较。\widehat\theta和\widehat\beta具有强相合性和渐近正态性,且计算简单、使用方便。本文还给出了一些随机模拟结果。Abstract: Consider the Weibull distribution with scale parameter θ and shape parameter β. In this paper, discuss the properties of moment-type estimators \widehat\theta and \widehat\beta of θ and β for complete sample, and compare \widehat\theta and \widehat\beta with simple linear unbiased estimators ~θ and ~β of θ and β. Strong consistency and asymptotic normality of \widehat\theta and \widehat\beta, which can be computed easily, are proved. Some simulation results are also given.