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Percentiles Estimation for a Response Distribution 被引量:1

感度分布的分位点估计(英文)
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摘要 To estimate percentiles of a response distribution, the transformed response rule of Wetherill and Robbins-Monro sequential design were proposed under Log-Logistic model. Based on responses data, a necessary and sufficient condition for the existence of maximum likelihood estimators and then the calculating formula were presented. After a simulation study, the proposed approach was applied to 65# detonator. Numerical results showed that estimators of percentiles from the proposed approach are robust to the parametric models lacking information on the original response distribution. 在对数Logistic模型下 ,将Wetherill变换响应方法和Robbins Monro序贯试验设计相结合 ,给出了模型参数的极大似然估计存在唯一的充分必要条件和极大似然估计的计算公式 .在对该方法进行模拟研究的基础上 ,将其应用于 65 # 雷管 .模拟和实例结果表明 ,在无感度分布模型的信息时 ,使用该方法所得分位点的估计是稳健的 .
出处 《Journal of Beijing Institute of Technology》 EI CAS 2002年第4期424-428,共5页 北京理工大学学报(英文版)
基金 theMinisterialLevelAdvancedResearchFoundatiion ( 413190 30 4)
关键词 PERCENTILES maximum likelihood estimator sensitivity test transformed response 分位点 极大似然估计 感度试验 变换响应 雷管
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