指数伽玛-帕累托(Ⅳ)模型及其性质

Exponential Gamma-Pareto(Ⅳ)model and its properties

伽玛-帕累托(Ⅳ)模型在可靠性分析等方面用途广泛.构建指数伽玛-帕累托(Ⅳ)模型,并研究相关统计性质,给出了模型风险函数、可靠性函数、反风险函数和累积风险函数的具体计算公式,使用最大似然估计给出模型的参数估计.通过数值仿真,对比指数伽玛-帕累托(Ⅳ)模型与EWP模型、KWL模型、TWL模型和MCL模型的拟合效果.结果表明,指数伽玛-帕累托(Ⅳ)模型拟合效果最优.

Gamma-Pareto(Ⅳ)model is widely used in reliability analysis and so on.Constructs the exponential Gamma-Pareto(Ⅳ)model,and studies the relevant statistical properties,gives the concrete formulas for calculating the hazard rate function,the reliability function,the reversed-hazard function,cumulative hazard rate function of the model.Gives model parameter estimation using the maximum likelihood estimate mixture.By numerical simulation,the fitting effects of exponential Gamma-Pareto(IV)model and EWP model,KWL model,TWL model and MCL model are compared.The results shows that the exponential Gamma-Pareto(IV)model has the best fitting effect.