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Estimation For The Pareto Distribution Under Progressive Type Ⅰ Interval Censored Data

Posted on:2013-01-29Degree:MasterType:Thesis
Country:ChinaCandidate:Y WuFull Text:PDF
GTID:2210330374467208Subject:Probability theory and mathematical statistics
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Pareto distribution is taking more and more interest recent years due to its good quality. In this thesis we studied the parameter estimate for Pareto distribution under progressive type Ⅰ interval censoring data.In the first chapter we show the definition of progressive type Ⅰ interval censoring data and the existing works for Pareto distribution and its properties. In the second chapter we show the MLE for Pareto distribution under progressive type Ⅰ interval censoring data and use Newton-Raphson, EM algorithm for the approximate estimation. A simulation work is conducted also. In the third chapter we discussed the asymptotic properties of maximum likelihood estimators based on progressive Type-Ⅱ censoring for Pareto distribution and show the consistency and normality of MLE. At last we discussed the estimate for two parameter Pareto distribution.
Keywords/Search Tags:Pareto distribution, MLE, EM algorithm, Progressive censoring, intervalcensor, Consistency
PDF Full Text Request
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