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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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 |
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The Weibull-Pareto(Ⅳ) Distribution:Properties and Applications |
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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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