期刊文献+

基于EM算法的不完全疲劳寿命数据可靠性分析 被引量:1

A method for reliability analysis of incomplete fatigue life based on an expectation maximization algorithm
下载PDF
导出
摘要 针对随机截尾寿命数据模型的参数估计,提出基于EM算法的通用算法,并以疲劳寿命计算中所常用的二参数威布尔分布模型为例,给出基于EM算法的寿命数据拟合通用方法。另外对于服从复杂分布模型的数据,则采用与蒙特卡洛法相结合的EM算法。最后通过计算模拟的不完全疲劳寿命数据,验证了EM算法对于随机截尾寿命数据模型参数估计的有效性。 A general method based on an expectation maximization(EM) algorithm is proposed to deal with the random censoring model with various distributions.A parameter estimation method for the two-parameter Weibull distribution is developed,while an improved EM algorithm is combined with the Monte Carlo algorithm to address the complicated distribution models.Finally,the mimic random censoring data simulated by the Monte Carlo algorithm is utilized to assess the performance of the methods proposed in the paper.
出处 《北京化工大学学报(自然科学版)》 CAS CSCD 北大核心 2011年第3期104-107,共4页 Journal of Beijing University of Chemical Technology(Natural Science Edition)
关键词 可靠性 随机截尾 EM算法 威布尔分布 蒙特卡洛法 reliability random censoring EM algorithm Weibull distribution Monte Carlo
  • 相关文献

参考文献9

  • 1熊峻江,武哲,高镇同.不完全疲劳寿命数据可靠性分析的秩统计方法及其应用[J].航空学报,1998,19(2):216-219. 被引量:6
  • 2熊峻江,刘宝成,邹尚武,尚大晶.不完全疲劳寿命置信度分析方法[J].北京航空航天大学学报,2000,26(4):420-423. 被引量:5
  • 3Lee E T, Wang J W. Statistical methods for survival data analysis[ M]. Wiley-interscience A John Wiley & Sons, Inc, 2003.
  • 4van Buuren S, Nushuizen H C, Knook D L. Multiple im- putation of missing blood pressure covariates in survival a- nalysis[J]. Statistics in Medicine, 1999, 18(6) : 681-694.
  • 5Oliveira V D. Bayesian inference and prediction of gauss- ian random fields based on censored data[ J]. Journal of Computational and Graphical Statistics, 2005, 14 ( 1 ) : 95 - 115.
  • 6Dempster A P, Laird N M, Rubin D B. Maximum likeli- hood from incomplete data via the EM algorithm [ J]. Journal of the Royal Statistical Society. Series B Methodo- logical, 1977, 39(1) : 1-38.
  • 7Ageel M I. A novel means of estimating quantiles for 2- parameter Weibull distribution under the right random censoring model [ J ]. Journal of Computational and Ap- plied Mathematics, 2002, 149: 373-380.
  • 8Oostenbrink' J B, Al M J. The analysis of incomplete costdata due to dropout [ J ]. Health Economics, 2005, 14(8) : 763-776.
  • 9Cohen A C. Maximum likelihood estimation in the weibull distribution based on complete and on censored samples [J]. Technometrics, 1965, 7(4): 579-588.

二级参考文献9

共引文献7

同被引文献8

引证文献1

二级引证文献15

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部