摘要
在逐次Ⅰ型混合截尾样本下,研究具有相关性应力-强度模型的可靠性.假设应力和强度分布为参数不同的指数分布,选用FGM copula作为连接函数构造联合分布,得到参数和可靠度的极大似然估计(MLEs)、贝叶斯估计和对应渐近置信区间、HPD置信区间.通过Monte Carlo模拟方法,获得不同样本量不同截尾方案下估计值的数值模拟结果,通过比较各估计的均方误差和覆盖率来评价估计效果.结果表明估计效果良好.随着样本量的增加,均方误差逐渐减小,置信区间长度缩短.最后选用一组真实数据,模型应用到实际案例中,说明提出模型具有潜在应用可能性.
In this paper,the reliability of stress-strength model with correlation is studied under Type-I progressively hybrid censoring scheme.Assuming that the distribution of stress and strength follow the exponential distribution with different parameters.FGM copula was chosen to measure the dependency between the variables,construct the joint distribution and calculate the maximum likelihood estimations(MLEs),the Bayes estimations,asymptotic confidence intervals and the HPD intervals of unknown parameters and reliability.Specific numerical results for the estimates under different sample sizes and censoring schemes are obtained by Monte Carlo simulation.The estimated effect was evaluated by comparing the mean square error and 95% confidence interval coverage for each estimate.The results showed that the performance of estimate is good.With the increase of the sample size,the mean square error decreases.Finally applied the model to the real data which indicates that the proposed method has potential application possibility.
作者
李珺
闫在在
LI Jun;YAN Zai-zai(College of Sciences,Inner Mongolia University of Technology,Hohhot 010051,China;Inner Mongolia Key Laboratory of Statistical Analysis Theory for Life Data and Neural Network Modeling,Hohhot 010051,China)
出处
《数学的实践与认识》
2022年第4期183-195,共13页
Mathematics in Practice and Theory
基金
国家自然科学基金(11861049)
内蒙古自治区自然科学基金(2020LH01002)
内蒙古工业大学科学研究项目(BS2020029)。
