贝叶斯框架下产品可靠度估计问题的研究

Investigation of estimator problem for product reliability from Bayesian framework

在与信息论中的熵函数有关的p,q对称熵损失函数下,用参数估计方法研究了寿命服从几何分布的产品的可靠度的贝叶斯估计问题。得到了可靠度的贝叶斯估计的一般形式与精确形式,并讨论了可靠度的贝叶斯估计的可容许性。最后研究了可靠度的多层贝叶斯估计并进行了数值计算,结果表明得到的多层贝叶斯估计具有更好的稳健性。

For the reliability of the geometric life product,its Bayesian estimation problem under the p,q symmetric entropy loss which related to the entropy in information theory is studied by using the methods of parameter estimation.The general and exact forms of Bayesian estimator are obtained and its admissibility is discussed.Finally,the hierarchical Bayesian estimator of reliability about geometric distribution is investigated and a numerical calculation is carried out.The results showed that the hierarchical Bayesian estimator was more robust.