| 具有对数正态分布几何过程的统计推断 |
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| 引用本文： | 吕纯濂,陈舜华.具有对数正态分布几何过程的统计推断[J].南京气象学院学报,2000,23(1):36-41. |
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| 作者姓名： | 吕纯濂 陈舜华 |
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| 作者单位： | 1. 南京气象学院,数学系,南京,210044
2. 南京气象学院,环境科学系,南京,210044 |
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| 摘 要： | 在假定几何过程的初始分布为对数正态分布的前提下 ,研究了几何过程的统计推断问题。对其中的参数分别用极大似然法和改进的矩法进行了估计。然后 ,在理论推导、模拟试验和实际数据分析的基础上提出了一些建议。
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| 关 键 词： | 几何过程 极大似然估计 统计推断 对数正态 分布 |
| 修稿时间： | 1999-04-22 |
Statistical inference for geometric process with lognormal distribution |
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| LU Chun-lian,CHEN Shun-hua.Statistical inference for geometric process with lognormal distribution[J].Journal of Nanjing Institute of Meteorology,2000,23(1):36-41. |
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| Authors: | LU Chun-lian CHEN Shun-hua |
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| Abstract: | Under the assumption that a geometric process at the start point follows a lognormal distribution, the statistical inference problem for the geometric process is studied. The distribution parameters have been estimated with either the maximum likelihood method or a modified moment method. Then some suggestions are made based on the theoretical results, the simulation experiments, and the real data analysis. |
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| Keywords: | geometric process maximum likelihood estimate moment estimate asymptotic relative efficiency |
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