广义逐步混合截尾下Fréchet分布的参数估计

被引：4

作者：

郝晓彤

闫在在

机构：

[1] 内蒙古工业大学理学院

来源：

数学的实践与认识 | 2018年 / 48卷 / 12期

关键词：

广义逐步混合截尾; Fréchet分布; EM算法;

D O I：

暂无

中图分类号：

O212 [数理统计];

学科分类号：

070103 [概率论与数理统计];

摘要：

Fréchet分布为极值Ⅱ型分布,也称逆威布尔分布(IW),在金融、保险、水文等领域被广泛应用.广义逐步混合截尾作为一个新的寿命试验方案,其优点在于进行寿命试验时,在规定的结束时间内能够获得一定数量的失效样本,既能保证试验效率,也可以较好提高参数估计的精度.将在此截尾方案下对Fréchet分布进行参数估计,采用EM算法方便地实现计算,并针对算法进行数值模拟以及对实际数据进行拟合分析,展示提出方法的优势.

引用

页码：184 / 192

页数：9

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