左截尾双参数指数分布的可靠寿命的广义置信下限

本文基于左截尾双参数指数分布定数截尾数据,利用Weerahandi给出的广义枢轴量和广义置信区间的概念,通过两种不同的方法建立了可靠寿命的广义置信下限.第1种方法利用位置参数无限制时可靠寿命的广义置信下限来定义左截尾情形下可靠寿命的限制广义置信下限,第2种方法基于广义枢轴量在限制参数空间上的条件分布给出可靠寿命的条件广义置信下限.我们分别研究了这两种置信下限的性质,给出了简单易行的数值计算方法.模拟比较表明限制广义置信下限具有好的覆盖率性质,条件广义置信下限的覆盖率与参数取值有关,但它有时比限制广义置信下限具有更大均值和更小标准差.     

双参数指数分布的可靠寿命的广义置信下限

基于双参数指数分布定数截尾数据,利用Weerahanandi给出的广义置信区间的概念,建立了可靠寿命的广义置信下限,并从理论上证明了我们给出的广义置信下限是精确的,即基于广义置信下限的区间估计的覆盖率等于要求的置信水平.广义置信下限需要通过数值方法得到,但是计算方法是简单直接的.在小样本情形下,通过对基于广义置信下限的置信区间与Engelhardt-Bain近似置信区间覆盖率的模拟比较,发现广义置信下限更令人满意.     

双参数指数分布型元件并联系统的可靠性的广义置信下限

本文对于两个独立双参数指数分布元件组成的并联系统,基于两个元件的定数截尾数据,利用Weerahandi给出的广义枢轴量和广义置信区间的概念,建立了可靠性的广义置信下限,并从理论上研究了广义置信下限的频率性质.广义置信下限可以通过数值方法得到,计算方法是简单直接的.在小样本情形下,通过与Bootstrap置信下限的模拟研究,发现广义置信下限的覆盖率更令人满意.     

第二讲:成败型情形和指数分布情形的可靠性评定

对于成败型情形,基于成功次数给出了成功率的优良置信限和置信区间;对于产品寿命服从指数分布的情形,针对不同类型的数据(定数截尾、定时截尾、定总时与定数混合截尾、工型区间删失等)分别给出了可靠性参数(平均无故障时间(MTBF),可靠度,可靠寿命)的点估计和置信限。     

基于随机截尾数据的指数型元件串联系统可靠性的置信限

基于元件的随机定时截尾寿命试验数据 ,给出了指数型元件串联系统可靠性的经典精确置信下限 ,给出了数字例 .     

基于随机截尾数据的指数型元件串联系统可靠性的置信限

基于元件的随机定时截尾寿命试验数据,给出了指数型元件串联系统可靠性的经典精确置信下限,给出了数字例。     

随机时截尾寿命试验Weibull分布的Bayes统计分析

本文考虑形状参数为离散型随机变量,尺度参数为连续型随机变量,然后通过最大熵原则确定形状参数的先验分布,用共轭分布法确定形状参数给定的条件下尺度参数的条件先验分布,并利用随机时截尾寿命试验中所获的数据给出weibull分布参数,可靠度和失效率的Bayes点估计及其置信上、下限。     

两参数Weibull分布平均寿命的置信下限

王蓉华，徐晓岭．两参数Ｗｅｉｂｕｌ分布平均寿命的置信下限．数理统计与管理，１９９８，１７（２），４３～４５．本文给出了求两参数Ｗｅｉｂｕｌ分布定数截尾下平均寿命置信下限的一种方法     

关于无失效数据情形下的置信限

在本文中，我们对一些常见的可靠性参数了在没有失效数据情形下的置信限，不仅给出了计算最优置信下限的普遍公式，而且对指数分布，Ｗｅｉｂｕｌｌ分布和对数正态分布分别导出了具体结果。     

指数寿命定时截尾数据情形下可靠度的置信限

本文提供了一种指数寿命定时截尾寿命试验数据情形下参数的点估计方法,并在该点估计的基础上,利用Winterbottom[1]推广了的Cornish－Fisher（记为WCF）展开给出了参数的区间估计．进一步讨论了部件为指数寿命定时截尾寿命试验数据情形下系统可靠性综合问题,并通过数值模拟说明本文方法的可行性．     

无失效数据情形可靠性参数的估计和调整

本文在无失效取样情形下,提出了产品可靠性参数的一种估计和调整的方法———加权多层Bayes估计法.在无失效数据情形下失效率的多层Bayes估计和引进失效信息后失效率的多层Bayes估计的基础上,对可靠性参数进行了估计和调整———给出了失效率和可靠度的加权多层Bayes估计.最后,结合发动机的实际问题进行了计算,结果表明本文提出的方法可行且便于应用.     

Artificial neural network based inverse reliability analysis

An inverse reliability analysis is the problem to find design parameters corresponding to specified reliability levels expressed by reliability index or by theoretical failure probability. Design parameters can be deterministic or they can be associated to random variables described by statistical moments. The aim is to solve generally not only the single design parameter case but also the multiple parameter problems with given multiple reliability constraints. A new general approach of inverse reliability analysis is proposed. The inverse analysis is based on the coupling of a stochastic simulation of Monte Carlo type and an artificial neural network. A novelty of the approach is the utilization of the efficient small-sample simulation method Latin Hypercube Sampling used for the stochastic preparation of the training set. (© 2010 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Statistical analysis of hierarchical stochastic models: Examples and approaches

This paper introduces and illustrates the concept of hierarchical or random parameter stochastic process models. These models arise when members of a population each generate a stochastic process governed by certain parameters and the values of the parameters may be viewed as single realizations of random variables. The paper treats the estimation of the individual parameter values and the parameters of the superpopulation distribution. Examples from system reliability, pharmacokinetic compartment models, and criminal careers are introduced; a reliability (Poisson process-exponential interval) process is examined in greater detail. An explicit, approximate, robust estimator of individual (log) failure rates is presented for the case of a long-tailed (Studentt) superpopulation. This estimator exhibits desirable limited shrinkage properties, refusing to borrow unjustified strength. Numerical properties of such estimators are described more fully elsewhere.     

失效率的综合E-Bayes估计

该文提出了可靠性参数的一种新估计方法综合E-Bayes估计法.在无失效数据情形下给出了失效率的E-Bayes估计的定义,并给出了失效率的E-Bayes估计。在引进失效信息后，给出了失效率的E-Bayes估计，并在此基础上给出了失效率和其它参数的综合E-Bayes估计。最后，结合实际问题进行计算，结果表明该文提出的方法可行且便于应用。     

样本空间中的序与参数的置信限

此文中我们利用样本空间中的序提出了计算参数信限的一般方法，对于双向删失和更新计数过程的情形，我们分别获得了具体的计算公式，它们在寿命及可靠性研究中有重要的实用价值。     

Profust reliability of a gracefully degradable system

Research in traditional reliability theory is based mainly on probist reliability, which uses a binary state assumption and classical reliability distributions. In the present paper the binary state assumption has been replaced by a fuzzy state assumption, thereby leading to profust reliability estimates of a powerloom plant, which is modelled as a two unit gracefully degradable system. Results of Bowles and Palaez [Application of fuzzy logic to reliability engineering, Proc. IEEE 83(3) (1995) 435–449] have been deduced as a particular case of results presented here. It is also recognized that estimation of system parameters such as failure rates, is vital in reliability estimation. Available methods for such estimation do not cover the underlying uncertainty in the failure data collection involving human judgment, evaluation and decision. In this paper we introduce a new approach based on fuzzy set theory to estimate such system parameters.     

Reliability analysis of the metal forming process

In this paper, we propose a reliability–mechanical study combination for treating the metal forming process. This combination is based on the augmented Lagrangian method for solving the deterministic case and the response surface method. Our goal is the computation of the failure probability of the frictionless contact problem. Normally, contact problems in mechanics are particularly complex and have to be solved numerically. There are several numerical techniques available for computing the solution. However, some design parameters are uncertain and the deterministic solutions could be unacceptable. Thus, a mechanical contact study is an important subject for reliability analysis: the augmented Lagrangian method coupled with the first order reliability method, and we use the Monte Carlo method to obtain the founding results. The metal forming process is treated numerically to validate the new approach.     

某型工程车系统可靠性分析

本应用失效树分析法,以某型工程车进行了可靠性分析,建立了该系统的失效树,在此基础上用最小割集法和系统失效树的可靠性仿真法计算了该系统的可靠性参数,并对一些结果进行了比较。