摘要
考虑生存函数为的二元威布尔分布,提出θ1,θ2,α,δ的估计并讨论了它们的渐近性,最后作模拟计算,得出了参数估计的渐近效.
Consider the bivariate dependent Weibull distribution with reliability function F(x1,x2)=exp{-[(x1^(1/α)/θ)^1/δ+(x2^(1/α)/θ2^1/δ)}xi〉0,α〉0,1≥δ〉0,θi〉0(i=1,2) This article proposes moment-type estimates θ1,θ2,α,δ and discusses their asymptotic properties. Numerical simulation results are given to demonstrate the asymptotic efficiency of the estimates.
出处
《系统科学与数学》
CSCD
北大核心
2005年第6期711-719,共9页
Journal of Systems Science and Mathematical Sciences
关键词
二元威布尔分布
参数估计
渐近性质
模拟计算
Bivariate Weibull distribution, parameters estimate, asymptotic property,simulation.