MOBVE分布参数的估计及其改进

叶慈南

系统科学与数学 ›› 2001, Vol. 21 ›› Issue (1) : 107-114.

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PDF(369 KB)
系统科学与数学 ›› 2001, Vol. 21 ›› Issue (1) : 107-114. DOI: 10.12341/jssms09825
论文

MOBVE分布参数的估计及其改进

    叶慈南
作者信息 +

ESTIMATION AND ITS IMPROVEMENT FOR THE PARAMETERS OF MOBVE DISTRIBUTION

    Ci Nan YE
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摘要

讨论由Marshall和Olkin引进的二元指数分布(MOBVE分布)的参数估计问题.这个分布关于某个控制测度的密度函数被提出.对于边缘分布相同的情形,给出了充分统计量并讨论了它的性质;对两个参数各提出了一个无偏估计并采用协方差改进法分别对其作了改进.

Abstract

Parameter estimation for the bivariate exponential distribution (MOBVE) introduced by Marshall and Olkin is investigated.A density function of this distribution with respect to a domination measure is specified.For a special model having indentical marginal distribution,this paper gives the sufficient statistics,whose properties are studied.Unbiased estimation for the two parameters of the special model is proposed and improved by covariance adjustment approach,separately.

关键词

元指数分布 / 参数估计 / 无偏性 / 充分统计量

Key words

Bivariate exponential distribution / parameter estimation / unbiasedness / sufficient statistcs

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叶慈南. MOBVE分布参数的估计及其改进. 系统科学与数学, 2001, 21(1): 107-114. https://doi.org/10.12341/jssms09825
Ci Nan YE. ESTIMATION AND ITS IMPROVEMENT FOR THE PARAMETERS OF MOBVE DISTRIBUTION. Journal of Systems Science and Mathematical Sciences, 2001, 21(1): 107-114 https://doi.org/10.12341/jssms09825
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