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《山东大学学报(理学版)》 ›› 2020, Vol. 55 ›› Issue (6): 10-16.doi: 10.6040/j.issn.1671-9352.0.2019.752

• • 上一篇    

截断删失数据下线性指数分布的参数估计

隋云云1,胡江山1,马树才2,付云鹏2   

  1. 1.潍坊学院数学与信息科学学院, 山东 潍坊 261061;2.辽宁大学经济学院, 辽宁 沈阳 110036
  • 发布日期:2020-06-01
  • 作者简介:隋云云(1981— ),女,博士,讲师,研究方向为应用统计学. E-mail:suiyunyun1231@163.com
  • 基金资助:
    山东省社科规划资助项目(17CCXJ14)

Parameter estimation of linear exponential distribution based on truncated and censored data

SUI Yun-yun1, HU Jiang-shan1, MA Shu-cai2, FU Yun-peng2   

  1. 1. School of Mathematics and Information Science, Weifang University, Weifang 261061, Shandong, China;
    2. School of Economics, Liaoning University, Shenyang 110036, Liaoning, China
  • Published:2020-06-01

摘要: 研究了截断删失数据模型中线性指数分布的参数估计问题。分别利用极大似然估计法和EM算法对未知参数进行估计,并给出参数估计随机模拟检验,通过检验发现:极大似然估计得到的参数估计和EM算法得到的参数估计结果差不多,但是EM算法的收敛速度较快。

关键词: 截断删失数据, 线性指数分布, EM算法

Abstract: The parameter estimation of linear exponential distribution based on truncated and censored data model is studied. The maximum likelihood estimation method and EM algorithm are respectively used to estimate the unknown parameters, and stochastic simulations are carried out. It is found that the parameter estimation obtained by maximum likelihood estimation is similar to that obtained by EM algorithm, but the convergence speed of EM algorithm is faster.

Key words: truncated and censored data, linear exponential distribution, EM algorithm

中图分类号: 

  • O213.9
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