吉林大学学报(理学版)

• 数学 • 上一篇    下一篇

左截断右删失数据下尺度参数与协变量相关时广义指数分布的估计及应用

赵波, 王纯杰, 李群, 佟知真   

  1. 长春工业大学 数学与统计学院, 长春 130012
  • 收稿日期:2017-06-09 出版日期:2018-07-26 发布日期:2018-07-31
  • 通讯作者: 王纯杰 E-mail:wangchunjie@ccut.edu.cn

Estimation and Application of Generalized Exponential Distribution of Scaling Parameter in Relati

ZHAO Bo, WANG Chunjie, LI Qun, TONG Zhizhen   

  1. School of Mathematics and Statistics, Changchun University of Technology, Changchun 130012, China
  • Received:2017-06-09 Online:2018-07-26 Published:2018-07-31
  • Contact: WANG Chunjie E-mail:wangchunjie@ccut.edu.cn

摘要: 在左截断右删失数据类型下, 当时间变量T服从广义指数分布时, 针对尺度参数是否受协变量影响建立两种模型, 并用极大似然估计法给出参数估计, 用Newton-Raphson算法求解参数估计. 将两种模型分别应用到变压器寿命数据集和Channing house数据集中, 得到了其生存函数和风险函数.

关键词: 极大似然估计, 广义指数分布, 左截断右删失数据, Newton-Raphson算法, 尺度参数回归

Abstract: Under the left truncated and right censored data, when the time variable T obeyed the generalized exponential distribution, in view of whether the scaling parameters were affected by covariates, we established two kinds of models, and used  the maximum likelihood estimation method to estimate parameters. The NewtonRaphson algorithm was used to solve the estimation of the parameters. The two models were applied to the transformer life data set and the Channing house data set, respectively, we obtained its survival function and hazard function.

Key words: left truncated and right censored data, scaling parameter regression, NewtonRaphson algorithm, generalized exponential distribution, maximum likelihood estimation

中图分类号: 

  • O212