| ParetoⅡ型分布的尾部特征及其参数估计 |
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| 引用本文： | 苏岩.ParetoⅡ型分布的尾部特征及其参数估计[J].保定师专学报,2009(4):1-4. |
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| 作者姓名： | 苏岩 |
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| 作者单位： | 华北电力大学数理学院; |
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| 摘 要： | 基于垂直密度表示理论，分析ParetoⅡ型分布的厚尾性，给出ParetoⅡ型分布参数的矩估计并得到其强相合性，给出基于样本分位数的ParetoⅡ型分布的参数估计并得到其强相合性．
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| 关 键 词： | 垂直密度 尾部特征 矩估计 |
The Tail Behaviour and the Parameter Estimation of Pareto Distribution of the Second Kind |
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| SU Yan.The Tail Behaviour and the Parameter Estimation of Pareto Distribution of the Second Kind[J].Journal of Baoding Teachers College,2009(4):1-4. |
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| Authors: | SU Yan |
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| Institution: | School of Mathematics and Physics;North China Electric Power University;Baoding 071003;China |
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| Abstract: | Based on vertical density representation,the thick-tailed behaviour of Pareto distribution of the second kind is analysed. The moment estimation and the estimation based on sample quantile are given,the strong consistency of the estimation is obtained. |
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| Keywords: | vertical density tail behaviour moment estimation |
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