%0 Journal Article
%T Kumaraswamy Marshall-Olkin Rayleigh分布的统计分析
Statistical Analysis of Kumaraswamy Marshall-Olkin Rayleigh Distributions
%A 李俊华
%J Advances in Applied Mathematics
%P 3433-3441
%@ 2324-8009
%D 2024
%I Hans Publishing
%R 10.12677/aam.2024.137329
%X 文章通过Kumaraswamy Marshall-Olkin扩展,将Rayleigh分布扩展为一个新的具有四参数的分布Kumaraswamy Marshall-Olkin Rayleigh (KwMO-R)分布,然后计算了该分布的矩、危险率函数、Renyi熵、次序统计量的极限分布以及参数的极大似然估计,并验证了估计的相合性,最后利用Monte-Carlo算法对参数的估计进行了数值模拟。
In this paper, through the Kumaraswamy Marshall-Olkin extension, the Rayleigh distribution is extended to a new distribution with four parameters. Then, the moment, risk function, Renyi entropy, limit distribution of order statistics and maximum likelihood estimation of the parameters are calculated, and the consistency of the estimation is verified. Finally, the parameter estimation is simulated by Monte-Carlo algorithm.
%K KwMO扩展,Rayleigh分布,极大似然估计,Monte-Carlo算法
KwMO Extension Method
%K Rayleigh Distribution
%K The Maximum Likelihood Estimation
%K Monte-Carlo Algorithm
%U http://www.hanspub.org/journal/PaperInformation.aspx?PaperID=92068