摘要
研究在数据缺失情形下,混合伽马分布总体参数的估计与检验问题.首先,使用矩估计方法,找到分布中未知参数的矩估计,并证明统计量的相合性和渐近正态性.其次,对两个具有相同总体参数的混合伽玛分布的假设检验进行了测试,并确定了两个具有相同值的总体参数的检验统计量,并给出了一个逐步的置信区间.此外,通过随机模拟研究了在不同样本量下参数估计的均方误差的大小,证明此方法的可行性.
In the absence of data,the problem of estimating and testing the overall parameters of the mixed gamma distribution is studied.Firstly,using the moment estimation method,find the moment estimates of unknown parameters in the distribution,and prove the consistency of statistics and asymptotic normality.Secondly,the hypothesis testing problem of two mixed gamma distributions with equal population parameters is studied,and the test statistics of the two population parameters with equal values are established,and the progressive confidence interval is given.In addition,the size of the mean square error of the parameter estimates under different sample sizes was studied through random simulations,proving the feasibility of this method.
作者
于新龙
王婷婷
杨航
YU Xinlong;WANG Tingting;YANG Hang(College of Mathematics,Jilin Normal University,Siping 136000,China)
出处
《太原师范学院学报（自然科学版）》
2021年第1期14-18,共5页
Journal of Taiyuan Normal University:Natural Science Edition
基金
吉林师范大学研究生科研创新计划项目(201934).
关键词
混合伽马分布
缺失数据
矩估计
假设检验
mixed gamma distribution
missing data
moment estimation
hypothesis testing
