二元Cuadra-Auge型帕累托分布参数的一致最小方差无偏估计
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摘要
讨论了二元Cuadra-Auge型帕累托分布的参数估计;分别给出了参数的矩估计和最大似然估计;导出了二元Cuadra-Auge型帕累托分布的一个特征,并由此得到了参数的一致最小方差无偏估计.
Parameter estimation of Cuadra and Auge's bivariate Pareto distribution is considered in this paper,a characterization of Cuadra and Auge's bivariate Pareto distribution is derived;also the moment estimator and the maximum likelihood estimator of its parameter are provided,finally,the uniformly minimum-variance unbiased estimator(UMVUE)of Cuadra and Auge's bivariate Pareto distribution is obtained.
Parameter estimation of Cuadra and Auge's bivariate Pareto distribution is considered in this paper,a characterization of Cuadra and Auge's bivariate Pareto distribution is derived;also the moment estimator and the maximum likelihood estimator of its parameter are provided,finally,the uniformly minimum-variance unbiased estimator(UMVUE)of Cuadra and Auge's bivariate Pareto distribution is obtained.
引文
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[16]Xekalaki E,Dimaki C.Characterizations of Bivariate Pareto and Yule Distributions[J].Communications in Statistics-Theory and Methods,2004,33(12):3033-3042.
[2]Weinman D G.A multivariate extension of the exponential distribution[D].Ph.D.thesis,Arizona State University,1966.
[3]李国安.二元Weinman型指数分布的特征及其应用[J].数学研究与评论,2005,25(2):337-340.
[4]Ferguson T S.A class of symmetric bivariate uniform distribution[J].Statistical Papers,1995,36(1):31-40.
[5]Yamato H.Uniformly minimum variance unbiased estimation for symmetric normal distributions[J].Journal of multivariate analysis,1990,34,227-237.
[6]Marshall A W,Olkin I.A multivariate exponential distribution[J].Journal of the American Statistical Association,1967,62(1):30-44.
[7]Arnold B C.Parameter estimation for a multivariate exponential distribution[J].Journal of the American Statistical Association,1968,63:848-852.
[8]李国安.指数分布抽样基本定理及在指数分布参数统计推断中的应用[J].大学数学,2016,32(5):30-36.
[9]李国安.指数分布抽样基本定理及在四参数二元Marshall-Olkin型指数分布参数估计中的应用[J].统计研究,2016,33(7):98-102.
[10]Block H W,Basu A P.A continuous bivariate exponential extension[J].Journal of American Statistical Association,1974,69:1031-1037.
[11]Veenus P,Nair K R M.Characterization of a bivariate pareto distribution[J].J.Ind.Statist.Assoc.1994,32,15-20.
[12]Jeevanand E S,Veenus P.Parameter estimation for a bivariate pareto distribution[J].Statistical Papers,1996,37,153-164.
[13]Cramer E,Kamps U.The UMVUE of P(X
[15]李国安.二元Weinman型指数分布随机变量之和、差、积、商、及比率的分布[J].大学数学,2015,31(5):86-91.
[16]Xekalaki E,Dimaki C.Characterizations of Bivariate Pareto and Yule Distributions[J].Communications in Statistics-Theory and Methods,2004,33(12):3033-3042.