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

  • 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θβ的矩型估计\widehat\theta\widehat\beta的性质,并把\widehat\theta\widehat\betaθβ的简单线性无偏估计作了比较。\widehat\theta\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 and 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.

     

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