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对定时和定数截尾样本情形CE模型下Weibull分布场合恒定应力加速寿命试验进行了Bayes统计分析,利用Laplace方法给出了该模型的近似Bayes估计.最后通过模拟实例表明该Bayes估计是有效的. 相似文献
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本文对于一类包含定数和定时截尾寿命试验的混合型寿命试验,建立了基于截尾数据的似然比的局部渐近正态性。由此我们得到了基于截尾数据的MLE和Bayes估计的渐近性质。 相似文献
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对数正态分布场合有非常数尺度参数恒加试验的参数估计 总被引:1,自引:0,他引:1
王炳兴 《高校应用数学学报(A辑)》2003,18(2):200-206
讨论了对数正态分布场合有非常数尺度参数恒加寿命试验的参数估计,导出了基于全样本和定数截尾样本恒加试验的点估计和近似区间估计。 相似文献
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当寿命分布为双参数指数分布时,本文给出了定数截尾寿命试验数据缺失场合下参数的Bayes估计.为了计算上的方便,本文还给出了Bayes估计的一种近似计算方法.通过大量的Monte-Carlo数值模拟试验,表明这种方法是可行的. 相似文献
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在定数截尾样本下三参数威布尔分布的矩估计 总被引:5,自引:0,他引:5
本文讨论了在定数截尾样本下三参数威布尔分布的矩估计问题.在定数截尾情形下,将威布尔分布数据转化为均匀分布数据,利用平均剩余寿命构造样本矩,同时,第三阶矩方程用样本的第一个次序统计量来代替,得到了在定数截尾样本下三参数威布尔分布的矩估计方程,用随机模拟方法得出了矩估计的偏性和均方误差.并与近似MLE进行了比较,表明此矩估计方法有较好的性质. 相似文献
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王炳兴 《高校应用数学学报(A辑)》2008,23(4)
讨论了一个由Chen(2000)提出的两参数有浴盆形状失效率的寿命分布基于定数截尾样本的参数估计,导出了有关参数的逆矩估计量和参数的区间估计,并利用模拟方法研究了所给点估计的精度.还指出了Wu等(2005)提出的选择区间估计的最优准则是错误的.最后用一个实例说明本文所给的方法. 相似文献
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定数截尾两参数指数——威布尔分布形状参数的Bayes估计 总被引:2,自引:0,他引:2
在不同的损失函数下,本文研究了两参数指数—威布尔分布(EWD)形状参数的Bayes估计问题.基于定数截尾试验,当其中一个形状参数α已知时,给出了另一个形状参数θ在三种不同损失函数下的Bayes估计表达式,并求得了可靠度函数的Bayes点估计.最后运用随机模拟方法,将Bayes估计和极大似然估计进行了比较.结果表明,LINEX损失下Bayes估计的精度比极大似然估计高. 相似文献
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This paper takes into account the estimation for the unknown parameter of the Rayleigh distribution under Type II progressive censoring with binomial removals, where the number of units removed at each failure time follows a binomial distribution. Maximum likelihood and Bayes procedure are used to derive both point and interval estimates of the parameters involved in the model. The expected termination point to complete the censoring test is computed and analyzed under binomial censoring scheme. Numerical examples are given to illustrate the approach by means of Monte Carlo simulation. A real life data set is used for illustrative purposes in conclusion. 相似文献
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A two-parameter distribution was revisited by Chen (2000) [7]. This distribution can have a bathtub-shaped or increasing failure rate function which enables it to fit real lifetime data sets. Maximum likelihood and Bayes estimates of the two unknown parameters are discussed in this paper. It is assumed in the Bayes case that the unknown parameters have gamma priors. Explicit forms of Bayes estimators cannot be obtained. Different approximations are used to establish point estimates and two sided Bayesian probability intervals for the parameters. Monte Carlo simulations are applied to the comparison between the maximum likelihood estimates and the approximate Bayes estimates obtained under non-informative prior assumptions. Analysis of a real data set is also been presented for illustrative purposes. 相似文献
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The coefficient of variation is an important parameter in many physical, biological and medical sciences. In this paper we study the estimation of the square of the coefficient of variation in a weighted inverse Gaussian model which is a mixture of the inverse Gaussian and the length biased inverse Gaussian distribution. This represents a rich family of distributions for different values of the mixing parameter and can be used for modelling various life testing situations. The maximum likelihood as well as the Bayes estimates of the parameters are obtained. These estimates are used to derive the estimates of the square of the coefficient of variation of the model under study. Several important data sets are analysed to illustrate the results. © 1996 John Wiley & Sons, Ltd. 相似文献
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The use of historical control information in modelling dose response relationships in carcinogenesis
《Statistics & probability letters》1986,4(2):87-93
An empirical Bayes approach is proposed as a means of utilizing historical control information in modelling the relationship between the level of exposure to the test agent and the rate of tumour occurrence in carcinogenicity bioassays. Using a simple two-parameter linear logistic model, it is shown that when the historical control response rates are tightly clustered around the response rate in the concurrent control group, the empirical Bayes estimator can be considerably more precise than the usual maximum likelihood estimator ignoring the historical data. Efficiency gains were also noted with respect to estimates of quantiles of the dose response curve such as the ED10. With a three-parameter logistic model in which spontaneously occurring lesions are assumed to be stochastically independent of those caused by the test agent, only modest gains in efficiency using historical control data were observed. 相似文献
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We present a quasi-conjugate Bayes approach for estimating Generalized Pareto Distribution (GPD) parameters, distribution
tails and extreme quantiles within the Peaks-Over-Threshold framework. Damsleth conjugate Bayes structure on Gamma distributions
is transfered to GPD. Posterior estimates are then computed by Gibbs samplers with Hastings-Metropolis steps. Accurate Bayes
credibility intervals are also defined, they provide assessment of the quality of the extreme events estimates. An empirical
Bayesian method is used in this work, but the suggested approach could incorporate prior information. It is shown that the
obtained quasi-conjugate Bayes estimators compare well with the GPD standard estimators when simulated and real data sets
are studied.
AMS 2000 Subject Classification Primary—62G32, 62F15, 62G09 相似文献
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Wataru Sakamoto 《Computational Statistics》2007,22(4):583-597
An empirical Bayes method to select basis functions and knots in multivariate adaptive regression spline (MARS) is proposed,
which takes both advantages of frequentist model selection approaches and Bayesian approaches. A penalized likelihood is maximized
to estimate regression coefficients for selected basis functions, and an approximated marginal likelihood is maximized to
select knots and variables involved in basis functions. Moreover, the Akaike Bayes information criterion (ABIC) is used to
determine the number of basis functions. It is shown that the proposed method gives estimation of regression structure that
is relatively parsimonious and more stable for some example data sets. 相似文献
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Bayes判别在进行判别分析时考虑到各总体出现的先验概率、预报的先验概率及错判造成的损失,其判别效能优于其他判别方法.对Bayes判别方法详细介绍的基础上,利用R软件对一组舒张压和胆固醇数据分别进行Bayes判别分析、Fisher判别分析和基于距离的判别分析,对比三种不同方法下得到的判别结果,结果表明Bayes判别分析得到的分类结果精度较高,Bayes判别分析在医学领域有较好的应用前景. 相似文献
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Based on adaptive type-II progressive
hybrid censored data statistical analysis for constant-stress
accelerated life test (CS-ALT) with products' lifetime following
two-parameter generalized exponential (GE) distribution is
investigated. The estimates of the unknown parameters and the
reliability function are obtained through a new method combining the
EM algorithm and the least square method. The observed Fisher
information matrix is achieved with missing information principle,
and the asymptotic unbiased estimate (AUE) of the scale parameter is
also obtained. Confidence intervals (CIs) for the parameters are
derived using asymptotic normality of the estimators and the
percentile bootstrap (Boot-p) method. Finally, Monte Carlo
simulation study is carried out to investigate the precision of the
point estimates and interval estimates, respectively. It is shown
that the AUE of the scale parameter is better than the corresponding
two-step estimation, and the Boot-p CIs are more accurate than the
corresponding asymptotic CIs. 相似文献