详细信息
利用样本分位数的Logistic总体分布参数的近似最佳线性无偏估计
AN ASYMPTOTICALLY BEST LINEAR UNBIASED ESTIMATOR FOR THE LOGISTIC POPULATION BASED ON THE SELECTED ORDER STATISTICS
文献类型:期刊文献
中文题名:利用样本分位数的Logistic总体分布参数的近似最佳线性无偏估计
英文题名:AN ASYMPTOTICALLY BEST LINEAR UNBIASED ESTIMATOR FOR THE LOGISTIC POPULATION BASED ON THE SELECTED ORDER STATISTICS
作者:陈冬[1];程维虎[2]
第一作者:陈冬
机构:[1]北京联合大学基础部;[2]北京工业大学应用数理学院
第一机构:北京联合大学基础教学部
年份:2005
卷号:28
期号:2
起止页码:325-332
中文期刊名:应用数学学报
外文期刊名:Acta Mathematicae Applicatae Sinica
收录:CSTPCD;;北大核心:【北大核心2004】;CSCD:【CSCD2011_2012】;
语种:中文
中文关键词:Logistic总体;最佳线性无偏估计;分布参数;分位数;近似极大似然估计;大样本性质;相对效率;估计效率;估计量;渐近
外文关键词:logistic population; order statistics; best linear unbiased estimator; asymptotically best linear unbiased estimator; relative estimation efficiency
摘要:Harter H_L.,Balakrishnan N.等先后讨论了Logistic总体分布参数的极大似然估计,近似极大似然估计;其后Ogawa J.,Lloyd E.H.,Kulldorff G.,Gupta S.S,及chan L.K. 等又先后讨论了Logistlic分布参数的最佳线性无偏估计及估计的相对效率等问题.令人遗憾的是:在大样本情形下,上述估计均难以求得.为缓解这一困难,本文讨论利用样本分位数的Logistic总体的近似最佳线性无偏估计,给出估计量的大样本性质,以及样本分位数不超过10情形下,估计量有渐近最大相对估计效率时样本分位数的选取方案等.
The maximum likelihood estimator and the approximate maximum likelihood estimator discussed by Harter H.L., Balakrishnan N. and others for the logistic population. After then, Ogawa J., Lloyd E.H., Kulldorff G., Gupta S.S., Chan L.K. and others discussed the best linear unbiased estimator for the logistic population. Unfortunately, it is very trouble to solve them. So, we discuss the asymptotically best linear unbiased estimator for the logistic population based on the selected order statistics, give the properties of the estimator, the variance and the covariance of the estimator in limit in this paper. And then, give the optimum chosen of spacings with the maximum asymptotic relative efficiency based on the order statistics when the selected order statistics number less than 10, and obtain its the maximum asymptotic relative efficiency.
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