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Journal of Systems Science & Complexity 2017年第6期30卷 1350-1363页

作者： CHEN Wangxue TIAN Yi XIE Minyu Department of Mathematics and Statistics Jishou University Department of Mathematics and Statistics Central China Normal University

This paper studies a maximum likelihood estimator(MLE) of the parameter for a continuous one-parameter exponential family under ranked set sampling(RSS). The authors first find the optimal RSS according to the character of the family, viz, arrange the RSS based on quasi complete and sufficient statistic of independent and identically distributed(iid) samples. Then under this RSS, some sufficient conditions for the existence and uniqueness of the MLE, which are easily used in practice,are obtained. Using these conditions, the existence and uniqueness of the MLEs of the parameters for some usual distributions in this family are proved. Numerical simulations for these distributions fully support the result from the above two step optimizations of the sampling and the estimation method.

关键词： Complete sufficient statistic continuous one-parameter exponential family maximum likelihood estimator ranked set sampling

maximum likelihood estimator of the Location Parameter under Moving Extremes Ranked Set Sampling Design

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Acta Mathematicae Applicatae Sinica 2021年第1期37卷 101-108页

作者： Wang-xue CHEN Chun-xian LONG Rui YANG Dong-sen YAO Department of Mathematics and Statistics Jishou UniversityJishou 416000China

Cost effective sampling design is a problem of major concern in some experiments especially when the measurement of the characteristic of interest is costly or painful or time *** the current paper,a modification of ranked set sampling(RSS)called moving extremes RSS(MERSS)is considered for the estimation of the location parameter for location family.A maximum likelihood estimator(MLE)of the location parameter for this family is studied and its properties are *** prove that the MLE is an equivariant estimator under location *** order to give more insight into the performance of MERSS with respect to(w.r.t.)simple random sampling(SRS),the asymptotic efficiency of the MLE using MERSS *** using SRS is computed for some usual location *** relative results show that the MLE using MERSS can be real competitors to the MLE using SRS.

关键词： ranked set sampling moving extremes ranked set sampling maximum likelihood estimator equivariant estimator fisher information number

EXACT maximum likelihood estimator FOR DRIFT FRACTIONAL BROWNIAN MOTION AT DISCRETE OBSERVATION

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Acta Mathematica Scientia 2011年第5期31卷 1851-1859页

作者：胡耀忠 Nualart David 肖炜麟张卫国 Department of Mathematics University of Kansas 405 Snow Hall Lawrence Kansas 66045-2142 USA School of Business and Administration South China University of Technology

This paper deals with the problems of consistency and strong consistency of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions observed at discrete time instants. Both the central limit theorem and the Berry-Ess′een bounds for these estimators are obtained by using the Stein’s method via Malliavin calculus.

关键词： maximum likelihood estimator fractional Brownian motions strong consistency central limit theorem Berry-Ess′een bounds Stein’s method Malliavin calculus

On the rate of convergence of the maximum likelihood estimator of a k-monotone density

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Science China Mathematics 2009年第7期52卷 1525-1538页

作者： WELLNER Jon A Department of Statistics University of Washington

Bounds for the bracketing entropy of the classes of bounded k-monotone functions on [0,A] are obtained under both the Hellinger distance and the Lp(Q) distance,where 1 p < ∞ and Q is a probability measure on [0,A].Th... 详细信息

Bounds for the bracketing entropy of the classes of bounded k-monotone functions on [0,A] are obtained under both the Hellinger distance and the Lp(Q) distance,where 1 p maximum likelihood estimator of a k-monotone density.

关键词： bracketing metric entropy maximum likelihood estimator Hellinger distance 62G05 46B50

Fuzzy maximum likelihood estimator

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Fuzzy Maximum Likelihood Estimator

Moderate deviation for maximum likelihood estimators from single server queues

第三届中国智能计算大会

作者： Jicai Liu,Huanbin Liu College of Mathematics and Information Sciences,Shanghai Normal University,Shanghai 200234 College of Mathematics and Information sciences,Huanggang Normal University,Hubei 438000

＜正＞This paper proposes the new concept of fuzzy maximum likelihood estimator based on credibility distribution of fuzzy *** invariance properties of fuzzy maximum likelihood estimator are *** convergence under give... 详细信息

关键词： credibility measure fuzzy variable maximum principle maximum likelihood estimator

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Probability, Uncertainty and Quantitative Risk 2020年第1期5卷 25-37页

作者： Saroja Kumar Singh P.G.Department of Statistics Sambalpur UniversityOdishaIndia

Consider a single server queueing model which is observed over a continuous time interval(0,T],where T is determined by a suitable stopping *** θ be the unknown parameter for the arrival process and θT be the maximum likelihood estimator of θ.The main goal of this paper is to obtain a moderate deviation result of the maximum likelihood estimator for the single server queueing model under certain regular conditions.

关键词： GI/G/1 queue maximum likelihood estimator Fisher information Moderate deviation

ASYMPTOTIC DISTRIBUTION IN DIRECTED FINITE WEIGHTED RANDOM GRAPHS WITH AN INCREASING BI-DEGREE SEQUENCE

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Acta Mathematica Scientia 2020年第2期40卷 355-368页

作者： Jing LUO Hong QIN Zhenghong WANG Department of Statistics South-Central University for NationalitiesWuhan 430074China Department of Statistics Zhongnan University of Economics and LawWuhan 430073China

The asymptotic normality of the fixed number of the maximum likelihood estimators(MLEs)in the directed finite weighted network models with an increasing bi-degree sequence has been established *** this article,we further derive the central limit theorem for linear combinations of all the MLEs with an increasing dimension when the edges take finite discrete *** studies are provided to illustrate the asymptotic results.

关键词： Central limit theorem finite discrete network increasing number of parameters maximum likelihood estimator

A LAW OF ITERATED LOGARITHM FOR THE MLE IN A RANDOM CENSORING MODEL WITH INCOMPLETE INFORMATION

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Acta Mathematica Scientia 2008年第3期28卷 501-512页

作者：宋凤丽刘禄勤 School of Mathematics and Statistics Wuhan University

In this article, a law of iterated logarithm for the maximum likelihood estimator in a random censoring model with incomplete information under certain regular conditions is obtained.

关键词： Random censoring model maximum likelihood estimator law of iterated logarithm

Statistical Inference of Exponentiated Moment Exponential Distribution Based on Lower Record Values

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Communications in Mathematics and Statistics 2017年第3期5卷 231-260页

作者： Devendra Kumar Tanujit Dey Sanku Dey Department of Statistics Central University of HaryanaJant-PaliMahendergarh 123031HaryanaIndia Department of Quantitative Health Sciences Cleveland ClinicClevelandOH 44121USA Department of Statistics St.Anthony’s CollegeShillongMeghalayaIndia

Based on lower record values,we first derive the exact explicit expressions as well as recurrence relations for the single and product moments of record values and then use these results to compute the means,variances and coefficient of skewness and kurtosis of exponentiated moment exponential distribution(EMED),a new extension of moment exponential distribution,recently introduced by Hasnain(Exponentiated moment exponential ***,2013).Next we obtain the maximum likelihood estimators of the unknown parameters and the approximate confidence intervals of the ***,we consider Bayes estimation under the symmetric and asymmetric loss functions using gamma priors for both shape and scale *** have also derived the Bayes interval of this distribution and discussed both frequentist and the Bayesian prediction intervals of the future record values based on the observed record *** Carlo simulations are performed to compare the performances of the proposed methods,and a data set has been analyzed for illustrative purposes.

关键词： Lower record values Single and product moments Recurrence relations Bayes estimator General entropy loss function maximum likelihood estimator

Adaptive detection for distributed targets in Gaussian noise with Rao and Wald tests

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Science China(Information Sciences) 2012年第6期55卷 1290-1300页

作者： SHUAI XiaoFei,KONG LingJiang & YANG JianYu School of Electronic Engineering,University of Electronic Science and Technology of China,Chengdu 610054,China 1. School of Electronic Engineering University of Electronic Science and Technology of China Chengdu 610054 China

The problem of adaptively detecting a range distributed target or targets in Gaussian interference is considered in this *** is assumed that a set of secondary data is ***,we derive the adaptive Rao and Wald tests with one-step detection algorithm,and find that both of them are of the same asymptotic performance as the GLRT ***,the Rao and Wald tests are derived by resorting to the two-step design *** our surprise,our derivations show that all the Rao,Wald and GLR tests in the two-step design strategy are ***,the property assessments are *** is shown that these new detectors guarantee CFAR property with respect to the Gaussian ***,simulation results show that these results are accurate.

关键词： Rao and Wald tests adaptive detection distributed targets maximum likelihood estimator