查看更多>>摘要：The reliability of a system is discussed when the strength of the system and the stress imposed on it are independent and non-identical exponentiated Pareto distributed random variables with progressively censored scheme. Different interval estimations are proposed. The interval estimations obtained are exact, approximate and bootstrap confidence intervals. Different methods and the corresponding confidence intervals are compared using Monte-Carlo simulations. Simulation results show that the confidence intervals ( CIs ) of exact and approximate methods are really better than those of the bootstrap method.
查看更多>>摘要：The asymptotic behaviors for estimators of the drift parameters in the Ornstein-Uhlenbeck process driven by small symmetric α-stable motion are studied in this paper. Based on the discrete observations, the conditional least squares estimators ( CLSEs ) of all the parameters involved in the Ornstein–Uhlenbeck process are proposed. We establish the consistency and the asymptotic distributions of our estimators as ε goes to 0 and n goes to ∞simultaneously.
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