In this paper, the estimators of the scale parameter of the exponential distribution obtained by applying four methods, using complete data, are critically examined and compared. These methods are the Maximum Likeliho...In this paper, the estimators of the scale parameter of the exponential distribution obtained by applying four methods, using complete data, are critically examined and compared. These methods are the Maximum Likelihood Estimator (MLE), the Square-Error Loss Function (BSE), the Entropy Loss Function (BEN) and the Composite LINEX Loss Function (BCL). The performance of these four methods was compared based on three criteria: the Mean Square Error (MSE), the Akaike Information Criterion (AIC), and the Bayesian Information Criterion (BIC). Using Monte Carlo simulation based on relevant samples, the comparisons in this study suggest that the Bayesian method is better than the maximum likelihood estimator with respect to the estimation of the parameter that offers the smallest values of MSE, AIC, and BIC. Confidence intervals were then assessed to test the performance of the methods by comparing the 95% CI and average lengths (AL) for all estimation methods, showing that the Bayesian methods still offer the best performance in terms of generating the smallest ALs.展开更多
分析了现今可靠性试验设计的不足,考虑两类风险(弃真风险、采伪风险)建立了基于信息融合的可靠性优化试验设计模型(ORTIF,optimization reliability test design modeling based on information fusion).分析了可靠性试验设计的需求、...分析了现今可靠性试验设计的不足,考虑两类风险(弃真风险、采伪风险)建立了基于信息融合的可靠性优化试验设计模型(ORTIF,optimization reliability test design modeling based on information fusion).分析了可靠性试验设计的需求、约束条件,基于子系统和系统验前分布是Beta分布,提出了可靠性系统中子系统层与系统层之间的信息融合技术.根据验后风险准则,给出弃真和采伪风险的定义.基于Matlab软件给出了最优试验方案数值计算的求解步骤.最后以液态火箭发动机为例,求解出满足约束条件的最优试验方案为(9,5,10,6,1),对应的最小试验费用为3 326.9,并得出权值方案对试验方案的确定影响较大的结论.展开更多
文摘In this paper, the estimators of the scale parameter of the exponential distribution obtained by applying four methods, using complete data, are critically examined and compared. These methods are the Maximum Likelihood Estimator (MLE), the Square-Error Loss Function (BSE), the Entropy Loss Function (BEN) and the Composite LINEX Loss Function (BCL). The performance of these four methods was compared based on three criteria: the Mean Square Error (MSE), the Akaike Information Criterion (AIC), and the Bayesian Information Criterion (BIC). Using Monte Carlo simulation based on relevant samples, the comparisons in this study suggest that the Bayesian method is better than the maximum likelihood estimator with respect to the estimation of the parameter that offers the smallest values of MSE, AIC, and BIC. Confidence intervals were then assessed to test the performance of the methods by comparing the 95% CI and average lengths (AL) for all estimation methods, showing that the Bayesian methods still offer the best performance in terms of generating the smallest ALs.
文摘分析了现今可靠性试验设计的不足,考虑两类风险(弃真风险、采伪风险)建立了基于信息融合的可靠性优化试验设计模型(ORTIF,optimization reliability test design modeling based on information fusion).分析了可靠性试验设计的需求、约束条件,基于子系统和系统验前分布是Beta分布,提出了可靠性系统中子系统层与系统层之间的信息融合技术.根据验后风险准则,给出弃真和采伪风险的定义.基于Matlab软件给出了最优试验方案数值计算的求解步骤.最后以液态火箭发动机为例,求解出满足约束条件的最优试验方案为(9,5,10,6,1),对应的最小试验费用为3 326.9,并得出权值方案对试验方案的确定影响较大的结论.
