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| 摘要: |
| 本文研究了Lomax分布参数极大似然估计的存在性和估计量的收敛性问题.利用严格的分析法和中心极限定理,获得了Lomax分布极大似然估计的存在性和估计量的渐近正态分布的结果,进一步推广到了有缺失数据的两个Lomax总体中,参数的极大似然估计有强相合性和渐近正态性. |
| 关键词: Lomax分布 极大似然估计 渐近正态性 |
| DOI： |
| 分类号:O212.1 |
| 基金项目:国家自然科学基金资助(10771175;11471105). |
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| TWO RESEARCHES FOR THE MAXIMUM LIKELIHOOD ESTIMATION OF LOMAX DISTRIBUTION |
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LI Kai-can,LIU Da-fei,LIN Cun-jin
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| Abstract: |
| In this paper, we study the problems on existence and convergence of maximum likelihood estimation of parameters in Lomax distribution. Using a strict analysis method and the center limit theorem, we obtain some results that the maximum likelihood estimation of parameters in Lomax distribution exists, and the estimators are the asymptotic normal distribution. Further promoting to the situations in two Lomax populations with partially missing data, the maximum likelihood estimations possess the strong consistency and asymptotic normality. |
| Key words: Lomax distribution the maximum likelihood estimation asymptotic normality |
