| IRCT下对数正态和正态分布参数的MLE |
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| 引用本文： | 陈怡南,叶尔骅.IRCT下对数正态和正态分布参数的MLE[J].南京航空航天大学学报,1996(3). |
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| 作者姓名： | 陈怡南 叶尔骅 |
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| 作者单位： | 南京航空航天大学理学院 |
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| 摘 要： | 在文［１－４］的基础上进一步研究了带有不完全信息的随机截尾试验模型（ＩＲＣＴ）。着重讨论了对数正态分布参数的统计分析问题，建立了参数所满足的似然方程组，给出并证明了似然方程组解即参数的极大似然估计（ＭＬＥ）的存在唯一性定理，所得的结论对于正态分布也同样适用。文末给出了随机模拟数值解例子，结果表明，参数的ＭＬＥ具有较高的精度。
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| 关 键 词： | 统计分析 正态分布 随机截尾试验模型 对数正态分布 极大似然估计 随机模拟 |
MLE of the Parameters of Lognormal and Normal Lifetime Distributions for Random Censoring Model with Incomplete Information |
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| Chen Yinan,Ye Erhua.MLE of the Parameters of Lognormal and Normal Lifetime Distributions for Random Censoring Model with Incomplete Information[J].Journal of Nanjing University of Aeronautics & Astronautics,1996(3). |
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| Authors: | Chen Yinan Ye Erhua |
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| Abstract: | The random censoring test model with incomplete information is further discussed based on the Refs..The statistical analysis of the parameters of lognormal distribution is mainly studied.The likelihood equations of the parameters are established,and a theorem of the existence and uniqueness of MLE of the parameters is given and proved.The above conclusion is completely suitable for the normal distribution.Numerical examples of random simulation are given at the end of the paper.The results show that the MLE of the parameters is fairly accurate. |
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| Keywords: | statistical analysis normal distributions random censoring test model lognormal distributions maximum likelihood estimate random simulation |
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