摘要
基于逐步增加Ⅱ型截尾样本,研究了瑞利分布可靠性指标的贝叶斯估计及其容许性.在不同的损失函数下给出了分布参数、可靠度函数、失效率函数的贝叶斯估计及参数的最短可信区间估计,并证明了贝叶斯估计具有容许性.最后运用蒙特卡洛方法对各结果的均方误差进行了比较.
Based on progressively type-Ⅱcensored samples,Bayesian estimators for reliability index and its admissibility of the Rayleigh distribution are discussed.The Bayesian estimation for distributed parameters,reliability function and hazard functions and the shortest confidence interval estimation of parameters are obtained considering different loss functions.It is also proved that the Bayesian estimations are admissible.At last,the result are compared through the MSE（mean square error）based on Monte Carlo method.
出处
《信息与控制》
CSCD
北大核心
2010年第5期564-567,580,共5页
Information and Control
基金
国家自然科学基金资助项目(70471057)
陕西省教育厅自然科学基金资助项目(03JK065)
关键词
逐步增加Ⅱ型截尾样本
贝叶斯估计
容许性
最短可信区间估计
progressively type-Ⅱcensored samples
Bayesian estimate
admissibility
the shortest confidence interval estimate
