求参数函数置信限的一般性WCF方法及其应用

The Generalized WCF Method of Calculating Confidence Bound of Parametric Functions and Its Applications

该文将求参数函数置信下限的WCF方法推广到参数的估计量之间具有相关性的一般情形;利用推广了的公式,给出了求单个威布尔型设备及含威布尔型设备的系统可靠度置信下限的方法,并进行了模拟研究．模拟结果表明,该方法优于基于渐近正态性的近似方法,尤其是在中小样本情况．

This paper generalizes WCF method to the cases of parameters＇ estimators being not independent. Based on this result, the lower bound of confidences of the reliability is obtained for the components with weibull distributed life, and the systems involve this kind of components. Simulation studies show that the inference results given by WCF method are better than those provided by the asymptotic method.