2、~WTth
3、GYQ3
4、Z-nwt[ESj4N[1−4].3 Z-n*]nG'!oz5F3-nG Z Cmh'!_0}*]nG9_MxQhPA1-nG Zu*mh Z C#t}s umh Z CGYURGGA2-nG ZTmh Z CY,G5A32J"pS0z*J"pS11f(xij)=exp(−xij/θij),xij>0,i=0,1,···,k,j=1,2,···,m,θij,θij>
5、J"pSiQJjh Z CYGp:]λij=1/θij.A4J"pSiQJjh Z CG*6>lnθij=aj+bjφ(Si),i=0,1,···,k,j=1,2,···,m,,aj,bj>B"'!φ(S)>J"pSGw"w!A5-nG]*v?@G@ Z%_z@GJ"pX@ Hp'!_0}2GKo5=&zo(MLE),ED5=&zoG ./c$ZN2J"pQp:]z ZQG5=&zokouk*>Vp:]z ZQG5=&zo7Nd-D5=&zoG=q'u!ZNd-oLG.&
6、:J*W 5=&zoG.&:J*DMonte-CarloZ$ZN,Wqv`d-6qZuq}LW;$A6Sed-GZuZRD2000i324{B2001i58{Bdcf∗ ?)1/Vb2q<]1 X+l([kE7]K2552PnlDXfHT>@EIm=1>52G*]n![5]"'!_0}P!$A$nHa-P!$An
7、:P!$A$nv`P!$AnU6G'u2.1A_NbGLj*J"pSiQnih-n-aP!$A]nCrih-n Z4(
8、nq(C Z>ti1'!a1,b1GMLE,}ywD'!a1,b1GFisherN5>⎛⎞kk⎜ririφ(Si)⎟⎜⎟I(a,b)=⎜i=1i=1⎟.11⎜kk⎟⎝2⎠riφ(Si)riφ(Si)i=1i=15=&zoG ./c"@q}L"=.&lnθ=a+bφ(S)∼N(lnθ,σ2),0111001r,G+Eφ2(S)−2Iφ(S)kkkσ2=00,E=r,I=rφ(S),G=rφ2(S).EG−I2iiiiii=1i=1i=1AU1a1,
9、b1>'!a1,b1P!$An!6G5=&zoθ−1−1σ2−1σ201=expa1+b1φ(S0),λ01=θ01,θ01=θ01e2,λ01=λ01e2,.&Eθ01=1σ21σ2θ01e2,Eλ01=λ01e2,Eθ01=θ01,Eλ01=λ01,uMSE(θ01)10、>ln01.&`!N(lnθ01,σ),-x.&1σ22σ2σ2E(θ01)=θ01e2,D(θ01)=θ01e(e−1).!X.&222σ21σ2MSE(θ01)=(Eθ01−θ01)+
11、D(θ01)=θ01(e−2e2+1).θ−1σ22E01=Eθ01e=θ01,-x.&−σ22σ2MSE(θ01)=D(θ01)=eD(θ01)=θ01(e−1).
12、:.&22122σσσMSE(θ01)−MSE(θ01)=θ01e(e−1)−2(e2−1)212122σσ2σ2>θ01e−1−2(e2−1)=θ01(e2−1)>0.λ20zCln01=−lnθ01.&`!N(lnλ01,σ),B&X01z01_>θ01
13、zλ01G.&Hko
