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1、2008,28A(3):553564C0D7CYDGDBD2CICND8CDA4DFA0CVDHC4CKC3D1CZCBCLATAYAI(AJAZAOAVAGAUALAUAX ASAH 430070)AMANAP(ASAHAGAUAQAUAWARAKAUAX ASAH 430072)A7A2A8COC4AMACD9BQCUC1DJBAAJCEBHA1CZCCA3CLAQC1A6CIAVBTA9CVC9BAAJB9C0D6A6CJD2D4CXA5AMDIC1BTBMB2CCA3BHCSCIAVCEBHD4CXAZB5CQCGBTB8ACCHB8BDBTBFAMD2DJBWDID2A3AFBRAS
2、B2D1CIAVCEBHD4CXBTALBIB8ACD0AR (MLE)BTCLA2D2AIB4BKB0BFD2A5CCCMC2A8D6A6CJD2D4CXAAAVBTA9CVC9AACLA2D2AAB4BIB0BFD2A5MR(2000) ACD5C8CQA860F15; 62J05; 62E20 ABD6C8CQCGA8O212.4 DADEBZD0CSA8ADAA8BYCGA81003-3998(2008)03-553-121 A6A1C3CG1AG20AWAU70DCBKB1CDBIBAD5A5CID1D3CW (GLM),BRBCD5A5CID1D3CWBQBPD5CFBSDBBNA
3、4C3CG 2 AG 1985DCCTBACHD5A5CID1D3CWBSAYB4CPCF BSAKBGB7AACZAQ (MLE) n,ARB1D0CHDGBSADDHCKA1D1DHB3BHAZBED1A4AUBSA8CUC8B9AIB8BZD3CWACC3CG3 AG 1988DCBIBAARCYB6CTBSBOAQCKB4A4C3CG 4 A05 CKAPAG 1990DCDH 2003DCDBBNCHBJADB9AIAKAPB4BRBSCID1D3CWBSAKBGB7AACZAQA4AIC3DBBNB9AIB8BZAUBSA8CUC8D5A5CID1D3CWBSAKBGB7AACZA
4、QBSCKA1D1AHB3BJAZBED1A2BBBQBBDBBXC3CG4A05BBDBBSBQD5A4CMBRA2C3CG6DHC3CG7CKAPAG 1982 DCDH 1991DCALABD8BPB9AIBSA0CYCBDBBNCHCID1ABD8D3CWBSAKBGB7AACZAQA4D5A5CID1D3CWALARATA9AABEA2ABDGALAOC7DJD8DHAMADBXD8BEA2DGABD8BPDFAYB9AIBSA4C3CG 2BNAQDFDBBNCHABD8BP X1,Xn C3CABNCKAWBSD5A5CID1D3CWA2ARALDHC0BLB1CBCTBACHA
5、YB4BQAXBSAKBGB7AACZAQA2BMCVADBXBAB1D0A4C5CXB5C8ABD8BP X1,Xn C3CAAUBNCKAWBSAUBSA8CUC8B9AIB8BZD5A5CID1D3CWAYB4BSAKBGB7AACZAQnBSCKA1D1AHB3BHAZBED1BHD0BGCRA42 CHCEAFCAC7DCC5CWDIALAIBAA2C5CXB5CXANABD8BPCTC0CBBSAUBSA8CUC8B9AIB8BZD5A5CID1D3CWA4AWANCMA9AMCFBXYi,i = 1,n, ABD8AMCFBX xi, i = 1,2,n, DGBE Yi AYD
6、HBYBSA2 xi X Rq, DJxi CTC0A4BCCXCTBTCBB3DEA4B0CQDFA72006-12-10;D3C2DFA72008-04-30E-mail: ; AHBECOD6A7DAAVBIBYB5B4COD6(077101)A1DAAVBSABBYD9AHBE(40601073)DIA7BFDDDGBHD9ATAVAHBE(52204-02067)BOBJ554 B4 D8 C7 C7 D8 AG Vol.28A1 ABD8CGB7ui EYi = m(xTi ), i = 1,2,n, (2.1)DGBEm() AYB9CKD4A8BSDACRAQDFB4A4ASD
7、GTAOAUBQAXBSBLBCA2 B, DJ AYq BYC1B6AYB4A4BCBBB Rq, BAYCJC1BSBUBPAMA4CN g = m1 (mBSDB),B5BXCBCADFB4A2AO g(ui) = xTi .2 Yi BSCKAWB2AGB9B4BUA2AO P(Yi dy) = C(y)expiy b(i)(dy), i = 1,2,n,DGBEi (i = 1,2,n), : 0 0ASBQC8B9CKBGBSn, minparenleftbignsummationtexti=1xixTi parenrightbig cn;(C2) BEALc1 0,c2 0ASB
8、QC8B9CKBGBSn,ADminparenleftbignsummationdisplayi=1xixTi parenrightbig c1maxparenleftbignsummationdisplayi=1xixTi parenrightbig c2n.(C3) C8ADA01,2 B,ADvextendsinglevextendsingle21(z;xT1)21(z;xT2)vextendsinglevextendsingle L1(z,x)|1 2|, (3.5)vextendsinglevextendsingle2(z;xT1)2(z;xT2)vextendsinglevexte
9、ndsingle L2(z,x)|1 2|, (3.6)vextendsinglevextendsingle23(z;xT1)23(z;xT2)vextendsinglevextendsingle L3(z,x)|1 2|, (3.7)No.3 CSB3A4BUA6AUBSA8CUC8B9AIB8BZD5A5CID1D3CWBSAKBGB7AACZAQ 557vextendsinglevextendsingle4(z;xT1)4(z;xT2)vextendsinglevextendsingle L4(z,x)|1 2|, (3.8)DGBEsupi1EbracketleftbigLj(Zi,x
10、i)IparenleftbigLj(Zi,xi) Nparenrightbigbracketrightbig 0 (N ), j = 1,2,3,4.(C3) C8ADA01,2 B, (3.5), (3.6, (3.7)DH(3.8)ATB6CAA2DGBEsupi1EbracketleftbigLbj(Zi,xi)bracketrightbig Lj 1.(C4) Ebracketleftbigt2(xTi )bracketrightbig 0, BDH xi X, i 1.C9 3.1 (C1)DH(C2)ALC3CG2AHASAADCA4A3DDB101CKAWA2B9B4CKAWA2
11、AN WeibullCKAWCTBT(C3).C6CR 3.1 ALBLB1(C1)(C4)CBA2BEALB9AID5CJ nCTBT(i) PparenleftbigTn(n) = 0parenrightbig 1 (AKBGB7AACZAQBSBEALD1);(ii) n P0 (AICKA1D1);(iii) T/2n (n 0) dN(0,I) (B3BJAZBED1).C6CR 3.2 ALBLB1(C1), (C2), (C3)DH(C4)CBA2BEALB9AID5CJnCTBT(i) P(N 0,ASBQTn(n) = 0, n N) = 1 (AKBGB7AACZAQBSB
12、EALD1);(ii) n a.s.0 (DHCKA1D1);(iii) T/2n (n 0) dN(0,I) (B3BJAZBED1).C9 3.2 (i)ALAIC3A2C5CXBABGCRBRAACBCADFB4BSA0CYA4CJBRAACBCADFB4A0CYBSC2D8CJB2BGA4(ii)A3DDB1AIC3BEBSD3CWC3A3C9A0CYA2C9AGA201CKAWA2CBCNCKAWA2PoissonCKAWA2CKAWA2B9B4CKAWA2C8B4AZBECKAWA2ANWeibullCKAWBUA44 CHCEAFCAC7DCCWDIC5ADA3COCFC5AAC
13、TCBCJA8C7B5AAC4B1D0ALBABSC0C7A4A5CR 4.1 ALAWAN(C1)CBA2C5CXAD ETn() = 0, B.A5CR 4.2 ALAWAN(C1)CBA2C8BBAD B,C5CXADEbracketleftbigTn()TTn ()bracketrightbig =nsummationdisplayi=1xixTibracketleftBigb(xTi ) +EbraceleftBigi(1i)bracketleftbigF2i (Zi)parenleftbigintegraldisplay Ziyfi(y)(dy)parenrightbig2F1i
14、(Zi)integraldisplay Ziy2fi(y)(dy)bracketrightbig+ (1i)bracketleftbigF2i (Zi)parenleftbigintegraldisplay Ziyfi(y)(dy)parenrightbig2F1i (Zi)integraldisplay Ziy2fi(y)(dy)bracketrightbigbracerightBigbracketrightBig.ASHn() Hnparenleftbig;z1,1,1,x1,zn,n,n,xnparenrightbig 2ln()T=nsummationdisplayi=1xixTibr
15、aceleftBigb(xTi ) +i(1i)bracketleftbigF2i (Zi)parenleftBigintegraldisplay Ziyfi(y)(dy)parenrightBig2F1i (Zi)integraldisplay Ziy2fi(y)(dy)bracketrightbig+(1i)bracketleftbigF2i (zi)parenleftBigintegraldisplay Ziyfi(y)(dy)parenrightBig2 F1i (Zi)integraldisplay Ziy2fi(y)(dy)bracketrightbigbracerightBig. (4.1)558 B4 D8 C7 C7 D8 AG Vol.28AACA8C74.2CAAOADA5CR 4.3 ALAWAN(C1)CBA2C8BBAD B, EbracketleftbigHn()bracketri
