摘要
基于EM算法及极大似然法研究了左截断右删失数据下单参数Pareto分布的参数估计,导出其迭代式,并应用随机模拟对参数估计式进行了模拟检验,结果表明迭代式能够快速收敛,EM估计值较为精确.
Pareto distribution plays an important role in economics. In this paper, the parameter estimation of Pareto distribution of single parameter Pareto distribution of left truncated right censored data is studied based on EM algorithm and maximum likelihood method, the simulation results show that the Iterative can quickly converge and the em estimator is more accurate
出处
《数学的实践与认识》
北大核心
2017年第15期254-257,共4页
Mathematics in Practice and Theory
关键词
左截断右删失数据
单参数Pareto分布
极大似然法
EM算法
truncated and censored data
Pareto distribution of single parameter methodof maximum likelihood
EM algorithm