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TRV模型下步加试验Pareto分布的统计分析

Inference of Pareto Distribution with TRV Model under Step-stress Accelerated Life Test
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摘要 在损伤随机变量(TRV)模型下,研究步进应力加速寿命试验Pareto分布的统计分析问题。利用极大似然估计和逆矩估计方法,给出Pareto分布参数的极大似然估计和逆矩估计。最后利用Monte-Carlo方法给出数值例子,说明了本方法的正确性和可行性。 In this article,the statistical inference is discussed for Pareto distribution with Tampered Random Variable (TRV) model under the step-stress accelerated life test. The Maximum Likelihood Estimators(MLE) and inverse moment estimators of the parameters of Pareto distribution are derived by means of maximum likelihood method and inverse moment method. Finally, a numerical example using Monte-Carlo simulation is presented to demonstrate the accuracy and feasibility of the methods introduced in this paper.
作者 金丽 师义民
出处 《火力与指挥控制》 CSCD 北大核心 2014年第3期20-22,26,共4页 Fire Control & Command Control
基金 国家自然科学基金资助项目(70471057 71171164)
关键词 TRV模型 PARETO分布 极大似然估计 逆距估计 MONTE-CARLO模拟 TRV model, Pareto distribution, maximum likelihood estimator,inverse moment estimator,Monte-Carlo simulation
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