利用样本分位数的极值分布的参数估计

    Parameter Estimation for Extreme-value Distribution Based on the pi-th Quantiles of Samples

    • 摘要: 基于极值分布的若干个样本分位数,建立了分布参数的线性回归模型,得到了分布参数的渐近正态无偏估计,对分布参数进行了渐近置信估计.通过变量代换,将具有形状参数和刻度参数的两参数Weibull分布变成极值分布,进一步得到这类两参数Weibull分布参数的渐近置信估计.

       

      Abstract: The asymptotic normal and asymptotic unbiased estimation of distribution parameter and scale parameter is proposed by linear regression model, based on k Pi-th quantiles of extreme-value distribution simple sample. The asymptotic confidence estimation of the parameter is given for extreme-value distribution. The Weibull distribution of shape parameter and scale parameter is turned into an extreme-value distribution. And thus the asymptotic confidence estimation for the Weibull distribution of this kind of parameters is also obtaind.

       

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