指数分布参数的区间估计的R语言代码

参考论文
[1]蒋福坤,刘正春.指数分布参数的区间估计和假设检验[J].嘉兴学院学报,2004(03):13-15.
代码

# 单参数指数分布的1-alpha 的置信区间
library(VGAM)
#下面的rexp是VGAM包里的
expci <- function(n,scale,shape,alpha){
  x <- rexp(n,rate = 1/shape)
  xbar <- mean(x)
  expcimin <-qgamma(alpha/2,scale=1,shape=n) /(n*xbar)
  expcimax <-qgamma(1-alpha/2,scale=1,shape=n) /(n*xbar)
  return(c(expcimin,expcimax))
}

expci(1000,0,1,0.05)

# 双参数指数分布的1-alpha 的置信区间

library(VGAM)
expoci <- function(n,location,scale,alpha){
  y <- rlaplace(n,location = location,scale = scale)
  x <- y[which(y>location)]
  xbar <- mean(x)
  xmin <- min(x)
  mucimin <- xmin-(xbar-xmin)/(n-1)*qf(1-alpha/2,2,2*(n-1))
  mucimax <- xmin+(xbar-xmin)/(n-1)*qf(alpha/2,2,2*(n-1))
  sigmamin <- n*(xbar-xmin)/qgamma(1-alpha/2,n-1,1)
  sigmamax <- n*(xbar-xmin)/qgamma(alpha/2,n-1,1)
  return(c(mucimin,mucimax,sigmamin,sigmamax))
}

expoci(1000,2,1,0.05)