[1]侯紫燕,严广松,原新凤..指数分布参数极大似然估计检验的样本崩溃点[J].郑州大学学报(工学版),2001,22(01):49-51.[doi:10.3969/j.issn.1671-6833.2001.01.014]
 HOU Ziyan,Yan Guangsong,Hara Xinfeng.The exponential distribution parameter maximally likelihood estimates the sample collapse point for the test[J].Journal of Zhengzhou University (Engineering Science),2001,22(01):49-51.[doi:10.3969/j.issn.1671-6833.2001.01.014]
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指数分布参数极大似然估计检验的样本崩溃点()
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《郑州大学学报(工学版)》[ISSN:1671-6833/CN:41-1339/T]

卷:
22卷
期数:
2001年01期
页码:
49-51
栏目:
出版日期:
1900-01-01

文章信息/Info

Title:
The exponential distribution parameter maximally likelihood estimates the sample collapse point for the test
作者:
侯紫燕严广松原新凤.
河南纺织高等专科学校基础部,, 河南纺织高等专科学校基础部,, 河南纺织高等专科学校基础部,
Author(s):
HOU Ziyan; Yan Guangsong; Hara Xinfeng
关键词:
指数分布 极大似然估计 样本崩溃点 渐近正态性
Keywords:
DOI:
10.3969/j.issn.1671-6833.2001.01.014
文献标志码:
A
摘要:
如何量化一种统计方法对异常值的不敏感性一直是稳健统计研究的一个重要课题.检验的样本崩溃点是样本中能逆转判决的离群值的最小比例.在研究相关文献的基础上,计算出指数分布参数极大似然估计检验的样本崩溃点,并分析了样本崩溃点的渐近正态性,为量化统计方法的稳健性提供了一种新的途径.
Abstract:
How to quantify the insensitivity of a statistical method to outliers has always been an important topic in robust statistical research. The sample collapse point of the test is the minimum proportion of outliers in the sample that can reverse the verdict. On the basis of studying relevant literature, the sample collapse point of the exponential distribution parameter maximum likelihood estimation test is calculated, and the asymptotic normality of the sample collapse point is analyzed, which provides a new way for the robustness of quantitative statistical methods.

更新日期/Last Update: 1900-01-01