小样本下指数分布尺度区间估计.docVIP

PAGE . . . 摘 要 指数分布是可靠性工程中最重要的分布之一，对其参数区间估计的研究有一定的理论意义和实用价值。本文主要针对小样本情况，研究指数分布尺度参数的区间估计问题。 讨论了单参数指数分布尺度参数基于选定枢轴变量的最短区间估计方法，根据假设检验与区间估计之间内在的联系，通过似然比检验推导出尺度参数在无偏估计类中最短的置信区间； 针对双参数指数分布，在位置参数未知的条件下，利用尺度参数一致最小方差无偏估计构造枢轴变量推导出该参数的置信区间，同时又利用似然比检验法求出尺度参数置信区间，两种方法所得结果相同，最后给出了尺度参数的定数截尾估计； 本文最后想对指数分布尺度区间估计进行改进，由于涉及到陌生的概念被迫中止，所以将在进一步学习和研究以后再进行讨论。 关键词：区间估计；单参数指数；双参数指数；尺度参数；置信区间。 Abstract Ponential distribution is one of the most important distributions in reliability engineering. It is both theoretically meaningful and practical to study the estimation of its parameter range. In this article the parameter range estimation of an exponential distribution scale is studied by taking small samples. The choice of the parameter(s) of single-parameter exponential distribution based on the selection of shortest interval of a pivot is discussed. According to the inner connection of hypothesis testing and range estimation, the shortest confidence interval is derived via likelihood ratio testing. For double-parameter exponential distribution, the confidence interval of its position parameter is derived from the pivot constructed from the scale parameter UMVU. The confidence interval of this scale parameter is obtained using likelihood testing. These two methods give the same results from which the truncation estimation for the scale parameter is determined. Finally, the distribution of scale index would like to improve the range of estimates, as it relates to the concept of strangers was forced to suspend, it will further study and research in the future discussion. Keywords: range estimation;single-parameter exponent; double-parameter exponent; scale parameter; confidence interval. 目录 TOC \o 1-3 \h \z \u 1 绪论 1 1.1 定义介绍 1 1.2 小结 3 2 单参数指数分布的置信区间 4 2.1 引言 4 2.2 尺度参数区间估计最短化 4 2.3 似然比检验法构造置信区间 9 2.4 小结 15 3 双参数指数分布尺度参数的区间估计 16 3.1 引言 16 3.2 带冗余参数尺度参数的区间估计 16 3.3 尺度参数的定数截尾估计 20 4 总结 23 4.1 综述 23 4.2 尺度参数区间估计的改进 23