吉林大学学报(理学版) ›› 2022, Vol. 60 ›› Issue (3): 557-567.

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 部分区间删失数据下广义指数分布的参数估计及应用

董小刚, 彭小草, 蒋京京, 王纯杰   

  1. 长春工业大学 数学与统计学院, 长春 130012
  • 收稿日期:2021-07-29 出版日期:2022-05-26 发布日期:2022-05-26
  • 通讯作者: 王纯杰 E-mail:wangchunjie@ccut.edu.cn

Parameter Estimation and Application of Generalized Exponential Distribution under Partly Interval Censored Data

DONG Xiaogang, PENG Xiaocao, JIANG Jingjing, WANG Chunjie   

  1. School of Mathematics and Statistics, Changchun University of Technology, Changchun 130012, China
  • Received:2021-07-29 Online:2022-05-26 Published:2022-05-26

摘要: 考虑部分区间删失数据, 当时间变量服从广义指数分布时, 在尺度参数是否受协变量影响下建立两种模型, 再对模型参数进行极大似然估计, 并用Newton-Raphson算法求解参数估计值. 模拟实验和实例分析结果验证了模型的有效性.

关键词: 部分区间删失数据, 广义指数分布, 极大似然估计, Newton-Raphson算法, 尺度参数回归

Abstract: We considered the partly interval censored data, when the time variable obeyed the generalized exponential distribution, two models were established under whether the scale parameter was affected by covariates, then the model parameters were estimated by the maximum likelihood, and Newton-Raphson algorithm was used to solve the parameter estimation. The results of simulation experiments and example analysis verified the effectiveness of the model.

Key words: partly interval censored data, generalized exponential distribution, maximum likelihood estimation (MLE),  , Newton-Raphson algorithm, scaling parameter regression

中图分类号: 

  • O212