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两参数Pareto分布逐步首失效样本的Bayes估计 被引量：10

Bayes analysis of two-parameter Pareto distribution under progressively first-failure-censored data
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摘要 基于新的失效截尾模式——逐步增加首失效截尾,研究两参数Pareto分布可靠性指标的Bayes估计问题.在对称和非对称损失下,获得了可靠性指标的Bayes估计,对超参数未知情形,利用一种新方法给出超参数估计.为了研究估计结果的精确性,利用Monte-Carlo方法给出一个数值模拟例子. Based on a new lifetime testing plan called progressive first-failure-censoring scheme, the Bayes estimators of the unknown parameter and reliability performances have been obtained for two-parameter Pareto distribution under symmetric and asymmetric （Linex, CE） loss functions, respectively. For the Bayes estimation problem, a new approach is adopted for estimating the hyperparameters. In order to investigate the accuracy of estimators, an illustrative numerical example is presented by means of Monte- Carlo simulation.
作者 王亮 师义民 孙天宇 常萍
机构地区 西安电子科技大学数学系 西北工业大学应用数学系 咸阳市第一人民医院
出处 《系统工程理论与实践》 EI CSSCI CSCD 北大核心 2012年第11期2498-2503,共6页 Systems Engineering-Theory & Practice
基金 国家自然科学基金(70471057) 陕西省教育厅自然科学基金(03JK065)
关键词 两参数Pareto分布 逐步增加首失效 损失函数 BAYES估计 随机模拟 Pareto distribution progressively first-failure-censored samples loss function Bayes estima-tion Monte-Carlo simulations
分类号 O213.2 [理学—概率论与数理统计]
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参考文献13

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  • 2b Balakrishnan N, Mi J. Existence and uniqueness of the MLEs for normal distribution based on general progres- sively type-If censored samples[J]. Statistics Probability Letters, 2003, 64:407 -414.
  • 3Balakrishnan N, Kannan N, Lin C T, et al. Point & interval estimation for Gaussian distribution, based on progressively type-II censored samples[J]. IEEE Transactions on Reliability, 2003, 52: 90-95.
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二级参考文献19

  • 1Balakrishnan N, Jie Mi. Existence and uniqueness of the MLEs for normal distribution based on general progressively Type-II censored samples [J]. Statistics & Probability Letters, 2003, 64:407 -414.
  • 2Balakrishnan N, Kannan N, Lin C T, Ng H K T. Point & interval estimation for the normal distri- bution based on progressively Type-II censored samples [J]. IEEE Trans. Reliab., 2003, 52:90 -95.
  • 3Balakrishnan N, Lin C T, On tile distribution of a test for exponentiality based on progressively type-II right censored spacings [J]. Journal of Statistical Computation and Simulation, 2003, 73: 277- 283.
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  • 5Alimousa M A M Jaheen Z F. Statistical inference for the burr model based on progressively censored data [J]. Computers and Mathematics with Applications, 2002, 43:1441- 1449.
  • 6Xiuchun Li, Yimin Shi, Jieqiong Wei, Jian Chai. Empirical Bayes estimators of reliability performances using LINEX loss under progressively Type-Ⅱ censored samples [J]. Mathematics and Computers in Simulation, 2007, 73:320 326.
  • 7Chien-Tai Lina, Sam J S Wu, Balakrishnan N. Planning life tests with progressively Type-I interval censored data from the lognormal distribution [J]. Journal of Statistical Planning and Inference, 2009, 139: 54-61.
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共引文献21

同被引文献61

  • 1王炳兴,王玲玲.定时截尾下指数分布的修正最大似然估计[J].高校应用数学学报（A辑）,1995,10(3):295-302. 被引量：12
  • 2傅惠民.导弹命中精度整体推断方法[J].北京航空航天大学学报,2006,32(10):1141-1145. 被引量：9
  • 3Arnold, B.C., Pareto Distribution, International Cooperative Publishing House, Fairland, Maryland, 1983.
  • 4Wu, S.J. and Kus, C., On estimation based on progressive first-failure-censored sampling, Computa- tional Statistics and Data Analysis, 53(10)(2009), 3659-3670.
  • 5Arnold B C. Pareto distribution[M]. Fairland, Maryland: John Wiley & Sons, Inc., 1985.
  • 6Balakrishnan N, Mi J.Existence and uniqueness of the MLEs for normal distribution based on general progressively type-II censored samples[J].Statistics & probability Letters, 2003,64(4):407-414.
  • 7Balakrishnan N, Kannan N ,Lin C T, et al. Point & interval estimation for Gaussian distribution,based on progressively type-II censored samples[J].IEEE Transactions on Reliability, 2003,52(1):90-95.
  • 8Balakrishnan N, Aggarwala R. Progressive Censoring: Theory, Methods,and Applications [M]. Boston: Springer Science & Business Media, 2000.
  • 9Wu S J,Kus C. On estimation bsaed on progressive first-failure -censored sampling[J]. Computational Statistics & Data Analysis, 2009,53:3659-3670.
  • 10Arnold B C. Pareto Distribution. International Co-Operative Publish- ing House[M]. Fairland, Maryland,1983.

引证文献10

二级引证文献15

系统工程理论与实践
2012年 第11期

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