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On Moment Generating Function of Generalized Order Statistics from Erlang-Truncated Exponential Distribution
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作者 Anamika Kulshrestha R. U. Khan Devendra Kumar 《Open Journal of Statistics》 2012年第5期557-564,共8页
In this paper explicit expressions and some recurrence relations are derived for marginal and joint moment generating functions of generalized order statistics from Erlang-truncated exponential distribution. The resul... In this paper explicit expressions and some recurrence relations are derived for marginal and joint moment generating functions of generalized order statistics from Erlang-truncated exponential distribution. The results for k-th record values and order statistics are deduced from the relations derived. Further, a characterizing result of this distribution on using the conditional expectation of function of generalized order statistics is discussed. 展开更多
关键词 Generalized Order STATISTICS Order STATISTICS Record Values Erlang-Truncated Exponential Distribution marginal and joint moment generating function RECURRENCE Relations and Characterization
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布朗运动几种变化形式的概率性质及其应用
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作者 姜培华 周巧沿 +1 位作者 兰天涯 刘可欣 《南通大学学报(自然科学版)》 CAS 2022年第1期88-94,共7页
在标准布朗运动的基础上,讨论了与标准布朗运动有关的几种变化形式的概率分布和联合分布。推导给出了其高阶原点矩的计算公式,给出了标准布朗运动在给定区间上最值的矩母函数的表达式。最后结合实例给出上述结论在证明概率不等式和估计... 在标准布朗运动的基础上,讨论了与标准布朗运动有关的几种变化形式的概率分布和联合分布。推导给出了其高阶原点矩的计算公式,给出了标准布朗运动在给定区间上最值的矩母函数的表达式。最后结合实例给出上述结论在证明概率不等式和估计概率界方面的应用。 展开更多
关键词 布朗运动 矩母函数 联合分布 原点矩 概率不等式
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Exact Inference for Joint Type-I Hybrid Censoring Model with Exponential Competing Risks Data
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作者 SONG MAO Yi-min SHI Xiao-lin WANG 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2017年第3期645-658,共14页
Assuming that the failure time under different risk factors follows the independent exponential distribution, a joint model under Type-I hybrid censoring is addressed in detail. Based on the Maximum likelihood estimat... Assuming that the failure time under different risk factors follows the independent exponential distribution, a joint model under Type-I hybrid censoring is addressed in detail. Based on the Maximum likelihood estimates (MLEs) of unknown parameters, we obtain exact distributions of MLEs by using the moment generating function (MGF). Confidence intervals (CIs) of parameters are constructed through both the exact method and the parametric bootstrap method. Then we compare the performances of different methods by Monte Carlo simulations. Finally, the validity of the proposed models and methods are demonstrated by a numerical example. 展开更多
关键词 joint Type-I hybrid censoring Competing causes moment generating function Likelihood inference Bootstrap methods.
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竞争失效场合相似产品可靠性的综合评估 被引量:3
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作者 毛松 师义民 +1 位作者 孙天宇 孙玉东 《系统工程理论与实践》 EI CSSCI CSCD 北大核心 2014年第4期957-963,共7页
对小样本情形下的联合Ⅱ型截尾寿命试验进行综合分析.针对产品可能存在多种失效模式问题,建立试验数据服从独立指数分布的竞争失效模型.基于极大似然估计,利用条件矩母函数导出参数的精确分布,据此构造参数的精确置信区间.并采用Bootst... 对小样本情形下的联合Ⅱ型截尾寿命试验进行综合分析.针对产品可能存在多种失效模式问题,建立试验数据服从独立指数分布的竞争失效模型.基于极大似然估计,利用条件矩母函数导出参数的精确分布,据此构造参数的精确置信区间.并采用Bootstrap方法给出参数的区间估计最后,通过Monte-Carlo仿真比较估计的优良性。 展开更多
关键词 联合II型截尾 竞争失效 条件矩母函数 置信区间 Bootstrap区间估计
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