| 研究生: |
葉秋呈 |
|---|---|
| 論文名稱: |
含瑕資料的估計 : 設限截距和分類 On the estimation of censoring, truncated, and grouped data |
| 指導教授: | 李隆安 |
| 學位類別: |
碩士
Master |
| 系所名稱: |
理學院 - 應用數學系 Department of Mathematical Sciences |
| 論文出版年: | 1991 |
| 畢業學年度: | 79 |
| 語文別: | 英文 |
| 論文頁數: | 44 |
| 相關次數: | 點閱:132 下載:0 |
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Abstract
Lifetime data often come with features that create special problems in the analysis of the data. These features are known as censoring, truncated, grouped, missing and so on. These incomplete problems occur frequently in statistics. In this paper, we introduce a case that contains type I right censoring, left truncated and grouped
data. The likelihood equation is derived for the estimation of the location parameter and the failure rate of a two-parameter exponential distribution under this case. We provide some methods for solving MLE of parameters and a method for handling UMVUE of function of parameters. This function is P(X>=Ta). Finally, these
estimators are compared.
Contents:
Abstract.........2
Chapter 1 Introduction:
Section 1.1 Two-parameter exponential distribution..........3
Section 1.2 Some basic definitions of incomplete data..........5
Sectionl.3 Newton-Raphson method and E-M algorithm.........7
Section1.4 Kim-Zam method.........9
Sectionl.5 Pao-Zhuan method.........11
Chapter2 Estimation:
Section2.1 The model.........14
Section2.2 MLE.........19
Section2.3 MLE-using Newton-Raphson method or E-M algorithm.........22
Section2.4 MLE-using Kim-Zam method.........29
Section2.5 UNIVUE-using Pao-Zhuan method.........32
Ch~pter3 Results:
Section3.1 The computer results.........35
Section3.2 Discussion.........42
References.........43
References
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3. Cohen,A.Clifford (1959): "Simplified estimators for the normial distribution when samples are singly censored or truncated",Technometrics, 1 ,217 -37.
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