Pareto 分布中尺度参数的区间估计

摘要

In this paper , the methods of pivot quantity , the asymptotic normality of maximum likelihood estimate and the profile likelihood function were used to solve the confidence inter-val of the shape parameter of Pareto distribution .Calculated the interval estimation and inter-val length by generating more groups of random numbers and carry on the comparison to the interval estimation methods .%研究了枢轴量法、极大似然估计的渐近正态性法和轮廓似然函数法，求解了Pareto分布中尺度参数的置信区间。通过生成随机数进行数值模拟分析，得出区间估计和区间长度，对这几种区间估计方法进行了比较。