摘要
本文研究了Pareto分布中形状参数的估计问题.采用极大似然估计及其渐近正态性、轮廓似然估计和矩估计的方法对形状参数估计,通过生成Pareto分布随机数的方法进行数值模拟,比较渐近正态性和轮廓似然估计得到的区间长度以及极大似然估计和矩估计得到的估计值,给出各估计的优缺点.
The methods including maximum likelihood estimation, asymptotic normality, profile likelihood estimation, and moment estimation were applied to study shape parameter estimation in Pareto distribution in this paper. The digital simulation was performed by generating Pareto-distributed random numbers. The interval lengths obtained from the asymptotic normality and profile likelihood estimation were compared, and the estima- tion values from maximum likelihood estimation and moment estimation were also compared. Finally, the merits and demerits of various estimations were given.
出处
《山西师范大学学报（自然科学版）》
2017年第3期30-33,共4页
Journal of Shanxi Normal University(Natural Science Edition)
基金
河北科技大学理工学院教研基金资助(ZX2015Z13)
关键词
PARETO分布
渐近正态性
轮廓似然估计
矩估计
pareto distribution
asymptotic normality
profile likelihood estimate
moment estimate
