摘要
在数据缺失样本下研究了Pareto分布的参数估计和假设检验。在门限参数已知的条件下给出了形状参数的极大似然估计,证明了估计量的相合性和渐近正态性,并给出了两总体形状参数之差的置信区间和假设检验,最后通过蒙特卡洛随机模拟说明了估计的优良性。
Parameter estimations and hypothesis were studied on Pareto distribution under missing data samples. Maximum likelihood estimation of the shape parameters was discussed. The consistency and asymptotic normality of the estimators were proved. Moreover, the difference of the confidence interval and hypothesis test between the two general shape parameters was given. Finally, Monte Carlo simulation was used to illustrate the excellent per- formance of the estimator.
出处
《贵州大学学报（自然科学版）》
2016年第1期9-12,共4页
Journal of Guizhou University:Natural Sciences
基金
荆楚理工学院院级科研项目(ZR201504)
关键词
PARETO分布
缺失数据
极大似然估计
假设检验
Pareto distribution
missing data
maximum likelihood estimation
hypothesis testing
