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完全样本时,(对数)正态分布未来样本顺序统计量的Bayesian与Fiducial预测下限 被引量：2

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摘要 在过去样本为完全样本时,本文给出了共轭型先验与群不变先验下,(对数)正态分布的双样Bayes预测下限与Fiducial预测下限,并指出可信水平为γ时,群不变先验下的Bayes预测下限与Fiducial水平为γ时的Fiducial预测下限,与Fertig&Mann(1977)给出的置信水平为γ时的Frequentist预测下限在数值上相等。
作者 周源泉
机构地区 北京强度环境研究所
出处 《质量与可靠性》 2010年第1期1-3,8,共4页 Quality and Reliability
关键词 统计预测 (对数)正态分布 双样预测下限 Frequentist方法 BAYES方法 Fiducial方法 共轭型先验(Conjugate prior) 群不变先验(Group—invariant prior)
分类号 TB114.3 [理学—概率论与数理统计]
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参考文献9

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共引文献19

同被引文献29

  • 1周源泉.可靠性工程的若干方向[J].强度与环境,2005,32(3):33-38. 被引量：10
  • 2刘婷,张铎,周源泉,孙颉.产品寿命预测[J].强度与环境,2007,34(4):58-64. 被引量：8
  • 3周源泉 翁朝曦.可靠性评定[M].北京:科学出版社,1992.64-82.
  • 4Fernendez A J. Bayesian estimation and prediction based on Rayleigh sample quantiles[J]. Qual Quant, 2010, 44: 1239-1248.
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  • 6Schmee J, Nelson W. Predicting from early failures the last failure time of a (log) normal sample[J]. IEEE Transactions on Reliability, 1979, 28(1): 23-27.
  • 7Beiser J A, Rigdon S E. Bayes prediction for the number of failures of a repairnble system[J]. IEEE Trnnsactions on Reliability, 1997, 46(2): 291-295.
  • 8Forbes A B, Santner T J. A note on conditions for the asymptotic normality of the conditional maximum likelihood estimator in log odds ratio regression[J]. Statistics and Probability Letters, 1993, 18(2): 137-146.
  • 9Nelson W. Statistical methods for the ratio of two multinomial proportions[J]. The American Statistician, 1972, 26(3): 22-27.
  • 10Yu W M. Damage and concerns from Typhoon Dujuan[C]//Proceeding of 3rd World Wind Energy Conference, 2004: 83-89.

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质量与可靠性
2010年 第1期

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