定数截尾情形 Lomax 分布形状参数的估计
Bayesian Estimation of the Shape Parameter on Lomax Distribution Under Type-Ⅱ Censored Samples
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摘要: 首先给出了Lomax分布在定数截尾场合下形状参数θ的极大似然估计；其次由“平均剩余寿命”的概念得到了形状参数的逆矩估计，当取先验分布为指数分布时给出了参数θ的Bayes估计及区间估计；然后通过随机模拟对几个估计进行了比较，最后用一个实例给出了不同截尾样本下形状参数的点估计和区间估计。Abstract: Firstly ,the maximum likelihood estimation of the shape parameter is given under type‐Ⅱ cen‐sored samples on Lomax distribution .Next ,the inverse moment estimation of the shape parameter is ob‐tained by means of the concept of “average remaining life”,and the Bayesian estimation and interval esti‐mation of the shape parameter are given when taking prior distribution for exponential distribution .Then , several estimations are compared through stochastic simulation .Finally ,the point estimation and the inter‐val estimation of the shape parameter are given under different censored samples by means of a practical example .
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