This paper mainly talks about a popular approach of volatility of a GARCH-type model in R, while the disturbances are independent and have identical Student-t distribution. It uses the Metropolis-Hastings method to pe...This paper mainly talks about a popular approach of volatility of a GARCH-type model in R, while the disturbances are independent and have identical Student-t distribution. It uses the Metropolis-Hastings method to perform the computations and gives the programs in details in R.展开更多
This paper mainly talks about the relationship between an optimal design of accelerated degradation tests and the degradation performance. When there is a linear relationship between the parameter of distribution and ...This paper mainly talks about the relationship between an optimal design of accelerated degradation tests and the degradation performance. When there is a linear relationship between the parameter of distribution and the critical values, a special pattern of accelerated degradation tests is presented by taking the critical values as accelerated variable. And the optimal test plan is obtained by minimizing the asymptotic variance of the MLE of the parameter of distribution. Finally, a numerical example is presented to illustrate the procedures of the test plan.展开更多
文摘This paper mainly talks about a popular approach of volatility of a GARCH-type model in R, while the disturbances are independent and have identical Student-t distribution. It uses the Metropolis-Hastings method to perform the computations and gives the programs in details in R.
文摘This paper mainly talks about the relationship between an optimal design of accelerated degradation tests and the degradation performance. When there is a linear relationship between the parameter of distribution and the critical values, a special pattern of accelerated degradation tests is presented by taking the critical values as accelerated variable. And the optimal test plan is obtained by minimizing the asymptotic variance of the MLE of the parameter of distribution. Finally, a numerical example is presented to illustrate the procedures of the test plan.
