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一类二元相关威布尔分布及其参数估计 被引量:4

A CLASS OF BIVARIATE DEPENDENT WEIBULL DISTRIBUTIONS AND ITS PARAMETER ESTIMATION
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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.
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