次序统计量线性组合之分布及其在可靠性统计中的应用

Distribution of the Linear Combination of Order Statistics and Its Application in Reliability Statistics

本文利用特征函数的方法,给出了来自于自由度为自然数r的Γ—分布的次序统计量线性组合之精确分布;并将其用于可靠性定数截尾试验中,得到了指数分布的似然比检验统计量之精确分布。

This paper is concerned with the accurate distribution of arbitrary linear combination of order statistics of the simple sample from a gamma distribution with r degrees of freedom, where r is a nature number. The accurate distribution of the likelihood ratio test statistics of exponential distribution is obtained when it is applied to the Reliability Statistics.