威布尔-帕累托(Ⅳ)分布:性质及应用
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引用本文:宋晓琳.威布尔-帕累托(Ⅳ)分布:性质及应用[J].经济数学,2019,(1):106-110
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作者单位
宋晓琳 (辽宁师范大学 数学学院, 辽宁 大连 116029) 
中文摘要:利用T-X变换技巧将威布尔分布及帕累托(Ⅳ)分布组合,构建了威布尔-帕累托(Ⅳ)分布并研究极限,单峰性,香农熵,力矩等相关统计性质;利用R语言对两组经典数据进行分布拟合;给出几种模型的参数估计及拟合优度的比较,并根据似然比检验,对威布尔-帕累托(Ⅳ)分布和其他几种分布做对比分析,结果表明威布尔-帕累托(Ⅳ)分布具有更优的拟合效果.
中文关键词:威布尔分布  帕累托(Ⅳ)分布  T-X分布  EM算法
 
The Weibull-Pareto(Ⅳ) Distribution:Properties and Applications
Abstract:We used T-X transform techniques to combine the two distributions, built the Weibull-Pareto (Ⅳ) distribution and studied the related statistical properties, including the limit, unimodal, shannon entropy and moment etc. Two groups of classic data distribution were fitting by using the R language.The comparison of parameter estimation and fit optimization of several models were given.And according to the likelihood ratio test for Weibull-Pareto (Ⅳ) distribution and several other distribution analysis of the contrast,the results show that Weibull-Pareto(Ⅳ) distribution has a better fitting effect.
keywords:Weibull distribution  Pareto(Ⅳ) distribution  T-X family of distributions  EM algorithm
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