摘要
文章讨论了样本数据缺失情形下泊松过程的强度估计和检验问题。用极大似然估计、矩估计法和最小二乘估计法对强度进行估计,分别得出了极大似然估计强度的迭代方法,矩估计值及最小二乘估计值。证明了矩估计值和最小二乘估计值的无偏性和相合性,导出了其统计量的极限分布。最后,对两个Poisson过程的差异进行了假设检验同时给出渐近置信区间。
This paper estimates and inspects strength of the poisson process under the condition of the missing data. By the moment,maximum likelihood and least-square methods, the parameter is estimated. And iteration method of maximum likelihood estimation, moment and least-square estimated value are obtained. Then unbiased sex and consistency of estimated value of moment and least-square are proved. Limited distribution of statistics is got. Finally, the difference of two poisson processes is tested and confidence interval is given.
出处
《价值工程》
2011年第32期297-298,共2页
Value Engineering
基金
西北大学211基金资助
关键词
缺失数据:极大似然估计
矩估计
最小二乘估计
极限分布
假设检验
missing date
maximum likelihood estimation
moment estimation
least-square estimation
limited distribute
hypothesis test
