摘要
在全样本场合下,研究两参数指数分布位置参数的区间估计。首先,通过构造服从F[2k,2(n-k)],k=1,2,...,n-1和χ^(2)[2(n-1)]的枢轴量,运用Monte Carlo模拟考察了位置参数区间估计的可靠度与精度,发现运用服从F[2,2(n-1)]的枢轴量较优;其次,运用似然比检验的方法从理论上说明服从F[2,2(n-1)]枢轴量的优良性;最后,通过模拟算例与实例说明方法的运用。
In the case of full sample,the interval estimation of the location parameter is studied for two-parameter exponential distribution.By constructing pivot quantities obeying F[2k,2(n-k)],k=1,2,...,n-1,andχ^(2)[2(n-1)],the reliability and accuracy of interval estimation of the position parameter are investigated by Monte Carlo simulations.It can be found that the pivot quantity obeying F[2,2(n-1)]is better.The likelihood ratio test method is used to theoretically explain the superiority of the pivot quantity obeying F[2,2(n-1)].Finally,the examples are given to illustrate the specific application of the method.
作者
徐亚茹
徐晓岭
顾蓓青
XU Yaru;XU Xiaoling;GU Beiqing(School of Statistics and Information,Shanghai University of International Business and Economics,Shanghai 201620,China)
出处
《电子产品可靠性与环境试验》
2022年第3期7-13,共7页
Electronic Product Reliability and Environmental Testing
基金
国家自然科学基金项目(11671264)资助。
关键词
两参数指数分布
位置参数
区间估计
枢轴量
two-parameter exponential distribution
location parameter
interval estimation
pivot
