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The image features of density function and failure rate function are studied in detail for two-parameter generalized Birnbaum-Saunders Cauchy fatigue life distribution. The logarithmic moment estimation and other two point estimations of parameters are proposed under full sample, and the precisions of point estimations are investigated by Monte-Carlo simulations. The approximate interval estimations of parameters are given by using Taylor expansion, and the precisions of approximate interval estimations are investigated by Monte-Carlo simulations. Finally, several examples show the feasibility of the methods. 相似文献
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A new generalized linear exponential distribution (NCLED) is considered in this paper which can be deemed as a new and more flexible extension of linear exponential distribution. Some statistical properties for the NGLED such as the hazard rate function, moments, quantiles are given. The maximum likelihood estimations (MLE) of unknown parameters are also discussed. A simulation study and two real data analyzes are carried out to illustrate that the new distribution is more flexible and effective than other popular distributions in modeling lifetime data. 相似文献
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在逐步增加的型截尾模型下,研究部件寿命服从双参数指数分布的冷贮备串联系统可靠性指标的Bayes估计及单样本场合未来观测值的预测问题.在两个参数均未知的情形下,分别在平方损失(SE)、LINEX损失和熵(General Entropy,GE)损失函数下给出两个参数及可靠性指标的Bayes估计,对于超参数的确定,给出一种新的方法;并讨论了单样本场合未来观测值的预测问题,给出预测分布及预测区间;最后利用随机模拟方法进行比较,并对结果进行了讨论. 相似文献
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何朝兵 《高校应用数学学报(A辑)》2016,(4):413-427
通过添加部分缺失寿命变量数据,得到了删失截断情形下失效率变点模型相对简单的似然函数.讨论了所添加缺失数据变量的概率分布和随机抽样方法.利用Monte Carlo EM算法对未知参数进行了迭代.结合Metropolis-Hastings算法对参数的满条件分布进行了Gibbs抽样,基于Gibbs样本对参数进行估计,详细介绍了MCMC方法的实施步骤.随机模拟试验的结果表明各参数Bayes估计的精度较高. 相似文献
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在给出了可靠性生存寿命分析几类重要随机截尾分布函数的基础上,讨论了寿命分布函数参数的最佳有效无偏估计,为解决可靠性生存寿命分析以及通讯工程和电力负载预测中的最佳无偏误差估计问题提供了令人满意的可靠依据和有效算法. 相似文献
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In this paper,the reliability of a parallel stress-strength model of exponentiated Pareto distribution is discussed.Different point estimations and interval estimations are proposed.The point estimators obtained are maximum likelihood and Bayesian estimators.The interval estimations obtained are approximate,exact,bootstrap-p and bootstrap-t confidence intervals and Bayesian credible interval.Different methods and the corresponding confidence intervals are demonstrated using some simulation studies. 相似文献
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设随机变量X服从指数分布f(x,θ).研究并给出了指数分布平均寿命参数和平均失效率参数的具有一致最小平均长度的区间估计,计算方法和数值用表. 相似文献
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Statistical analysis of progressive stress accelerated life test for the product of two-parameter Laplace BS fatigue life distribution under inverse power law model
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Based on the product of two-parameter Laplace Birnbaum-Saunders fatigue life distribution, its failure distribution mode is theoretically derived under the progressive stress accelerated life test with inverse power law model, and then three-parameter generalized Laplace Birnbaum-Saunders fatigue life distribution is introduced. The basic properties of three-parameter generalized Laplace Birnbaum-Saunders fatigue life distribution are analyzed, and the image characteristics of its density function, failure rate function and average failure rate function are investigated. Meanwhile, the point estimate method is given for three parameters, and then the point estimates of parameters are obtained for the product of two-parameter Laplace Birnbaum-Saunders fatigue life distribution under the progressive stress accelerated life test with inverse power law model. In addition, the practical example and simulation examples are illustrated to show the feasibility of the proposed method. 相似文献
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在对称平方损失函数下, 利用逐步增加首失效截尾样本,
研究两参数Pareto分布族参数的一致最小方差无偏估计(UMVUE),
Bayes估计和参数型经验Bayes(PEB)估计. 按照均方误差(MSE)准则,
比较UMVUE与PEB估计的优良性. 根据风险函数导出Bayes估计与PEB估计的渐近性,
并获得它们的收敛速度. 在相同的置信水平下,
研究参数分别在经典统计和Bayes统计中的区间估计,
并利用数值模拟说明Bayes区间估计的精度高于经典统计区间估计. 相似文献
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讨论三参数一般指数分布的参数估计,首先讨论了三参数一般指数分布参数的最大似然估计的求解问题,当其中参数α=1时,应用指数分布抽样基本定理,得到了三参数一般指数分布其它参数的一致最小方差无偏估计;并且由此给出求解三参数一般指数分布参数最大似然估计的迭代方法,得到了三参数一般指数分布参数最大似然估计的近似值,给出了模拟结果以说明迭代方法的收敛性;并以相关文献的观察数据作为样本,得到了三参数一般指数分布的参数估计,从而说明了迭代方法的有效性. 相似文献
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证明了Gamma分布环境因子的最大似然估计是有偏估计,且其偏差为正,进而导出了Gamma分布环境因子的近似无偏估计.利用Cornish-Fisher展开导出了Gamma分布环境因子的广义置信区间,另外也给了Gamma分布环境因子的Bootstrap-t置信区间.利用模拟方法研究了所给近似无偏估计和区间估计的精度,模拟结果显示所给近似无偏估计和区间估计的精度是相当好的. 相似文献
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研究产品寿命服从广义指数分布的有关加速寿命试验的贝叶斯统计分析.首先介绍了广义指数分布在恒定应力下的加速寿命试验基本过程;其次在完全样本,和定数截尾样本下,分别给出了广义指数分布参数的贝叶斯估计;最后运用随机模拟方法对各种估计结果的优良性进行了分析比较. 相似文献
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Reliability Statistical Analysis of Two-parameter Exponential Distribution under Constant Stress Accelerated Life Test with Inverse Power Law Model
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Based on the inverse power law model, the maximum likelihood estimation and interval estimation of two-parameter Exponential distribution are derived in detail under constant stress accelerated life test. Secondly, the accuracy of point estimation and interval estimation is investigated by a large number of Monte Carlo simulations. Finally, examples and simulation examples are given to illustrate the application of the proposed method. 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