| 截断删失数据下泊松分布参数的点估计 |
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| 引用本文： | 何朝兵, 柴士改, 刘华文. 截断删失数据下泊松分布参数的点估计[J]. 华南师范大学学报（自然科学版）, 2015, 47(4): 141-145. DOI: 10.6054/j.jscnun.2015.01.011 |
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| 作者姓名： | 何朝兵 柴士改 刘华文 |
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| 作者单位： | 1.(1.安阳师范学院数学与统计学院,安阳 455000 |
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| 基金项目： | 国家自然科学基金项目(61174099) |
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| 摘 要： | 利用EM算法和MCMC方法对截断删失数据下泊松分布寿命参数的点估计进行了研究.利用逆变换法和舍选法对缺损数据进行了填充,获得了产品的完全数据，得到了参数的EM迭代公式.对满条件分布进行了抽样,把Gibbs样本的算术平均值作为参数的MCMC估计.随机模拟的估计效果较好,估计值比较稳定,且精度较高.
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| 关 键 词： | 截断删失数据 泊松分布 似然函数 EM迭代公式 MCEM方法 |
| 收稿时间： | 2014-12-26 |
Point Estimation of Parameter of Poisson Distribution for Truncated and Censored Data |
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| He Chaobing, Chai Shigai, Liu Huawen. Point Estimation of Parameter of Poisson Distribution for Truncated and Censored Data[J]. Journal of South China Normal University (Natural Science Edition), 2015, 47(4): 141-145. DOI: 10.6054/j.jscnun.2015.01.011 |
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| Authors: | He Chaobing Chai Shigai Liu Huawen |
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| Affiliation: | 1.(1.School of Mathematics and Statistics,Anyang Normal University,Anyang 455000,China |
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| Abstract: | The point estimation of parameter of Poisson distribution for truncated and censored data is studied by EM algorithm and MCMC method. The missing data is filled in and the complete data is obtained. The EM iterative formula of the parameter is given. After sampling from the full conditional distributions, Gibbs samples of the parameter are obtained, the mean of Gibbs samples is taken as MCMC estimation of the parameter. The random simulation results show that the effect of the estimation is good, and the estimation is relatively stable and precision is also higher. |
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| Keywords: | truncated and censored data Poisson distribution ikelihood function EM iterative formula MCEM method |
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