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| 三阶Erlang分布参数的Bayes估计及检验 |
| Bayes Estimation and Testing of Third Order Erlang Distribution Parameters |
| 投稿时间：2018-03-19 |
| DOI：10.16018/j.cnki.cn32-1650/n.201804016 |
| 中文关键词: 三阶Erlang分布 极大似然估计 拟矩估计 经验Bayes估计 区间估计 |
| 英文关键词: third-order Erlang distribution maximum likelihood estimation quasi-moment estimation empirical Bayes estimation interval estimation |
| 基金项目:江苏省宿迁市社科类研究项目(17SSY-61) |
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| 中文摘要: |
| 首先给出了三阶Erlang分布在定数截尾场合下参数的极大似然估计；其次给出了在“平均剩余寿命”下的三阶Erlang分布参数的拟矩估计；然后再利用共轭先验分布得到了参数的经验Bayes估计、区间估计和假设检验；最后通过模拟得到一组随机样本并给出了不同截尾样本下参数的点估计和区间估计。 |
| 英文摘要: |
| Firstly, the maximum likelihood estimation of the parameters of the third-order Erlang distribution in the case of fixed number truncation is given. Secondly, the quasi-moment estimation of the third-order Erlang distribution parameters under the condition of "average residual life" is given. Then the empirical Bayes estimation, interval estimation and hypothesis test of parameters are obtained by using conjugate prior distribution. Finally, a group of random samples is obtained by simulation, and point and interval estimates of parameters under different truncated samples are given. |
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