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逐步Ⅱ型截尾竞争失效产品的Marshall-Olkin扩展指数分布统计分析 被引量:3

Statistical Analysis of Competing Failure Models with Marshall-Olkin Extended Exponential Distribution under Progressive Type Ⅱ Censored
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摘要 为研究产品寿命服从Marshall-Olkin扩展指数分布的截尾寿命试验的统计特性,文中基于Marshall-Olkin扩展指数分布的逐步Ⅱ型截尾寿命试验竞争失效模型,对寿命参数的极大似然、渐进区间及Bootstrap区间进行了估计.利用Monte-Carlo模拟方法对逐步Ⅱ型截尾寿命试验竞争失效模型进行了仿真.结果表明在不同的截尾试验方案下,随着样本容量的增大,参数极大似然估计值越接近真值,在同一试验方案下,Bootstrap区间的覆盖率比渐进置信区间的更优. In order to study the statistical properties of the competing risk model based on the Marshall -Olkin extended exponential distribution under the censoring test, the maximum likelihood estimates,the approximate and the Bootstrap confidence intervals of the parameters were derived based on the competing risk model under the progressive type II censored. Then,one data set was used for illustrative purpose in conclusion by the monte carlo method. Simulation results show that, with the increase of the sample size, the maximum likelihood estimates of the parameter are closer to the true values. Under the same test scheme, the bootstrap interval coverage is superior to the asymptotic confidence interval coverage.
出处 《西安工业大学学报》 CAS 2016年第7期517-521,共5页 Journal of Xi’an Technological University
基金 陕西省科技厅软科学基金(2014KRM28-01) 陕西省教育厅自然科学基金(12JK0744 11JK0188)
关键词 Marshall-Olkin扩展指数分布 极大似然估计 渐进置信区间 Bootstrap区间 Marshall-Olkin extended exponential distribution maximum likelihood estimate approximate confidence interval Bootstrap confidence interval
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参考文献11

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