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Discussed A Number Of Two-parameter Exponential Distribution

Posted on:2007-10-18Degree:MasterType:Thesis
Country:ChinaCandidate:W L LiFull Text:PDF
GTID:2190360182985265Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
In statistics theories and applications, it's most important for two-parameter exponential distribution, whose statistical inference problems have been widely discussed in a great number of literatures, we make the simple review to the development of the theories in the first chapter.In the second chapter, under the partially missing date, the asymptotic properties of the estimation and the strong consistency of estimation are also proved. The limit distribution of estimators and likelihood ratio test are given.In the third chapter, under the transformation group G ,UMPIT for parameterμ and σ are introduced, and gives critical value for μ .Finally, in the fourth chapter , a new method is provided to construct fiducial interval estimation for threshold parameter μ and scale parameter σ oftwo-parameter exponential distribution via fiducial inference, we compare the fiducial interval estimations with the confidence interval estimations via pivot method. Ourresults show that the fiducial interval estimation of threshold parameter μ is better than the confidence interval estimation under common conditions.
Keywords/Search Tags:two-parameter exponential distribution, missing data, UMPI test, maximum likelihood estimation, sufficient statistic, fiducial interval estimation
PDF Full Text Request
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