定时截尾缺失数据样本下Lomax分布总体形状参数的估计与检验

摘要

在定时截尾缺失数据样本下研究了Lomax分布形状参数的估计和假设检验.在尺度参数已知的条件下给出了形状参数的极大似然估计,证明了估计量的相合性和渐近正态性,并给出了形状参数的置信区间和假设检验,最后通过蒙特卡洛随机模拟说明了估计的优良性.%The shape parameters estimation and hypothesis test were studied on Lomax distribution under type I censoring sample with missing data.Maximum likelihood estimation of the shape parameter was discussed on condition that the scale parameter had been known, and the consistency and asymptotic normality of the estimators were proved.Moreover, the confidence interval and hypothesis test of shape parameters were given.Finally, Monte Carlo simulation was used to illustrate the excellent performance of the estimator.