ESTIMATION OF THE SHAPE PARAMETER IN LOMAX DISTRIBUTION BASED ON INTERVAL DATA

LONG Bing; XI ChangXin

doi:10.16579/j.issn.1001.9669.2018.06.017

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ESTIMATION OF THE SHAPE PARAMETER IN LOMAX DISTRIBUTION BASED ON INTERVAL DATA

更新时间：2022-09-22

- ESTIMATION OF THE SHAPE PARAMETER IN LOMAX DISTRIBUTION BASED ON INTERVAL DATA
- Journal of Mechanical Strength Vol. 40, Issue 6, Pages: 1377-1381(2018)
- 作者机构：
  
  1. 荆楚理工学院数理学院
- 作者简介：
- 基金信息：
- DOI：10.16579/j.issn.1001.9669.2018.06.017
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LONG Bing, XI ChangXin. ESTIMATION OF THE SHAPE PARAMETER IN LOMAX DISTRIBUTION BASED ON INTERVAL DATA. [J]. 40(6):1377-1381(2018)
DOI：

LONG Bing, XI ChangXin. ESTIMATION OF THE SHAPE PARAMETER IN LOMAX DISTRIBUTION BASED ON INTERVAL DATA. [J]. 40(6):1377-1381(2018) DOI： 10.16579/j.issn.1001.9669.2018.06.017.

摘要

在区间数据下用极大似然法来求Lomax分布中未知形状参数的估计,由此并不能得到参数的显式表达式。提出用EM算法可以得到形状参数的迭代公式,并能很方便地求出估计值且该估计具有良好的收敛性。随机模拟的结果表明EM算法的精度较高,并且最终估计值与初值无关。

Abstract

The maximum likelihood method is used to estimate the unknown shape parameter in Lomax distribution under interval data, the expression of the shape parameter can not be obtained.The iterative formula of shape parameter can be obtained by using EM algorithm, it is easy to get the estimated value and the estimation has good convergence. Random simulation results show that EM algorithm has high accuracy, and the final estimation is independent of initial value.

关键词

Lomax分布区间数据EM算法参数估计

Keywords

Lomax distributionInterval dataEM algorithmParameter estimation

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School of Mathematics and Statistics,Anyang Normal University

Department of Statistics,School of Mathematics,Southwest Jiaotong University

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