IIRCT下瑞利分布参数多变点的贝叶斯估计

Bayesian Estimation of Parameter of Rayleigh Distribution with Multiple Change Points for Random Censoring Test Model with Incomplete Information

利用MCMC方法研究了带有不完全信息随机截尾试验下瑞利分布多变点模型的参数估计问题.通过扩充缺损的寿命变量数据得到了瑞利分布的似然函数,对各参数的满条件分布进行了随机抽样.随机模拟证实了各参数估计的精度都较高.

This paper mainly studies the parameter estimation in Rayleigh distribution multiple change points model for IIRCT. By expanding the missing data of the life variable, the likelihood function of Ray- leigh distribution is obtained. The full conditional distributions of all parameters are randomly sampled. Random simulation shows that estimators of the parameters are fairly accurate.