期刊文献+

混合指数分布恒加应力下的MCEM加速算法 被引量:4

MCEM Algorithm of Parameters Estimation in Mixture Exponential Distribution for Constant Stress Accelerated
下载PDF
导出
摘要 应用Monte Carlo EM(简称MCEM)加速算法改进了混合指数分布在恒加应力水平下的参数估计,并通过模拟试验说明利用Monte Carlo EM加速算法来估计混合指数分布比EM算法更有效,收敛速度更快. Monte Carlo EM algorithm is applied to present the parametric estimation of mixed exponential distribution in accelerated life-testing.Simulations are also made to show that Monte Carlo EM algorithm is more effective than EM with a fast convergence speed
作者 严海芳 蒋卉
出处 《湘潭大学自然科学学报》 CAS CSCD 北大核心 2011年第3期35-37,60,共4页 Natural Science Journal of Xiangtan University
基金 教育部"春晖计划"合作科研项目(S2010009)
关键词 混合指数分布 MonteCarloEM加速算法 恒加应力加速寿命试验 完全数据 mixture exponential distributions Monte Carlo EM algorithm constant-stress accelerated life testing complete data
  • 相关文献

参考文献2

二级参考文献10

  • 1Booth, J.G. and Hobert, J.P., Maximizing generalized linear mixed model likehoods with an automated Monte Carlo EM algotithm, Journal of the Royal Statistical Society, Ser. B, 61(1999), 265-285.
  • 2Dempster, A.P., Laird, N.M. and Rubin, D.B., Maximum likelihood from incomplete data via the EM algorithm (with discussion), Journal of the Royal Statistical Society, Ser. B, 39(1977), 1-38.
  • 3Geweke, J., Bayesian inference in econometric models using Monte Carlo integration, Econometrica, 57(1989), 1317-1339.
  • 4Little, R.J.A. and Rubin, D.B., Statistical Analysis with Missing Data, New York: Wiley, 1987.
  • 5Louis T.A. Finding observed information using the EM algorithm, Journal of the Royal Statistical Society, Set. B, 44(1982), 98-130.
  • 6McLachlan, G.J. and Krishnan, T., The EM Algorithm and Extensions, New York: Wiley, 1996.
  • 7Tanner, M.A., Tools for Statistical Inference: Methods for the Exploration of Posterior Distributions and Likelihood Functions, New York: Springer-Verlag, 1993.
  • 8皮六一,刘忠,茆诗松.持股市值、持股数量、持股种类的概率分布分析[J].应用概率统计,1998,14(4):386-394. 被引量:9
  • 9仲崇新,张志华.指数分布场合定时和定数截尾步进应力加速寿命试验的统计分析[J].应用概率统计,1991,7(1):52-60. 被引量:28
  • 10葛勇,叶中行.不完全数据参数估计问题的算法综述与评价[J].宁夏大学学报(自然科学版),2003,24(1):36-41. 被引量:5

共引文献51

同被引文献16

引证文献4

二级引证文献11

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