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两参数拉普拉斯BS疲劳寿命分布的统计分析
引用本文:徐晓岭,顾蓓青,王蓉华.两参数拉普拉斯BS疲劳寿命分布的统计分析[J].浙江大学学报(理学版),2020,47(6):691-704.
作者姓名:徐晓岭  顾蓓青  王蓉华
作者单位:1.上海对外经贸大学 统计与信息学院,上海 201620
2.上海师范大学 数理学院,上海 200234
基金项目:国家自然科学基金资助项目(11671264).
摘    要:研究了两参数拉普拉斯BS疲劳寿命分布LBS(α,β)的极大似然估计,指出了原文献中的错误;给出了几种参数点估计的方法,通过Monte-Carlo模拟,比较了各方法的优劣,其中,对数矩估计方法精度较高;还讨论了参数的近似区间估计,比较了2种方法参数α的近似区间估计精度。

关 键 词:刻度参数  点估计  近似区间估计  两参数拉普拉斯BS疲劳寿命分布  形状参数  
收稿时间:2018-09-27

Statistical analysis of two-parameter Laplace BS fatigue life distribution
XU Xiaoling,GU Beiqing,WANG Ronghua.Statistical analysis of two-parameter Laplace BS fatigue life distribution[J].Journal of Zhejiang University(Sciences Edition),2020,47(6):691-704.
Authors:XU Xiaoling  GU Beiqing  WANG Ronghua
Institution:1.School of Statistics and Information, Shanghai University of International Business and Economics, Shanghai 201620, China
2.Mathematics and Science College, Shanghai Normal University, Shanghai 200234, China
Abstract:The maximum likelihood estimations of two-parameter Laplace Birnbaum-Saunders (BS) fatigue life distribution LBS(α,β) are investigated in this paper and the errors in the original literature are pointed out. Then several point estimation methods of parameters are proposed. The estimation advantages and disadvantages of point estimation methods are compared by Monte-Carlo simulations, and it is found that the method of log-moment is more accurate than others. Finally, the approximate interval estimations of parameters are discussed, and the precisions of approximate interval estimations of two methods are compared for the parameter α.
Keywords:two-parameter Laplace BS fatigue life distribution  scale parameter  point estimation  approximate interval estimation  shape parameter  
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