摘要
在可靠性和生存分析领域中,由于时间和成本等因素的限制,在实际中逐步增加的Ⅱ型截尾寿命试验被广泛应用。文章主要研究了逐步增加Ⅱ型截尾寿命试验下两参数对数正态分布和威布尔分布的参数近似极大似然估计方法,并考虑了近似极大似然估计过程中涉及到的函数一阶泰勒展开的两种展开方式,通过大量的Monte-Carlo模拟比较了这两种方法下估计的精度。
In the field of reliability and survival analysis, because of the limitation of time, cost and other factors, progressive Type-Ⅱ censoring life test is widely used in practice. This paper mainly studies the approximate maximum likelihood estimation methods of two-parameter lognormal distribution and Weibull distribution under progressive Type-Ⅱ censoring life test. Two methods of the first order Taylor expansion of function involved in the process of approximate maximum likelihood estimation are also considered in the paper. Finally the paper makes a large number of Monte Carlo simulations to compare the estimation accuracy of the two methods.
作者
顾蓓青
徐晓岭
王蓉华
Gu Beiqing;Xu Xiaoling;Wang Ronghua(School of Statistics and Information,Shanghai University of International Business and Economics,Shanghai 201620,China;Mathematics and Science College,Shanghai Normal University,Shanghai 200234,China)
出处
《统计与决策》
CSSCI
北大核心
2019年第3期34-39,共6页
Statistics & Decision
基金
国家自然科学基金资助项目(11671264)
关键词
对数正态分布
威布尔分布
逐步增加Ⅱ型截尾
近似极大似然估计
lognormal distribution
Weibull distribution
progressive type-Ⅱ censoring
approximate maximum likelihood estimation
