单参数指数分布参数比率统计推断的研究

本文在产品寿命服从单参数指数分布的无替换定数截尾寿命试验场合下,提出两独立产品的平均寿命比率的两个估计量并研究了它们的均值、方差、方差的估计、大截尾数性质、置信区间及最优截尾数的确定问题.然后进行了数据模拟,进一步验证了所提估计量的有效性.     

双参数指数分布参数比率统计推断的研究

本文在产品寿命服从双参数指数分布的无替换定数截尾寿命试验场合下,提出了两独立产品平均寿命比率的两个估计量,并研究了这两个比率估计量的渐近正态性和置信区间.然后通过数据模拟,进一步验证了所提出比率估计量的有效性.     

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本文在产品寿命服从双参数指数分布的无替换定数截尾寿命试验场合下,提出了两独立产品平均寿命比率的两个估计量,并研究了这两个比率估计量的渐近正态性和置信区间. 然后通过数据模拟,进一步验证了所提出比率估计量的有效性.     

协变量缺失情形下的逆概率加权众数回归估计

数据缺失在实际应用中普遍存在,数据缺失会降低研究效率,导致参数估计有偏.在协变量随机缺失(MAR)的假定下,本文基于众数回归和逆概率加权估计方法对线性模型进行参数估计.该方法结合参数Logistic回归和非参数Nadaraya-Watson估计两种倾向得分估计方法,分别构建IPWM-L估计量和IPWM-NW估计量.模拟研究和实例分析表明,众数回归模型比均值回归模型更具稳健性,逆概率加权众数(IPWM)估计方法在缺失数据下表现出了更好的拟合效果,与IPWM-L估计量相比, IPWM-NW估计量更稳健.     

固定设计下半参数回归模型核估计的渐近性质

研究一类新的半参数回归模型回归函数的核估计问题,其中误差项为一阶非参数自回归过程.通过重复利用Watson-Nadaraya核估计方法,构造了回归函数及误差回归函数的估计量分别为β,g(·)和ρ(·),在适当的条件下,证明了估计量β,g(·)和ρ(·)的渐近正态性.     

多类型复发间隔时间下广义半参数风险模型

本文在多类型复发间隔时间数据下,研究了一类广义半参数风险回归模型的参数估计问题,给出了该模型中未知参数和非参数函数的一种估计方法,并证明了估计量的相合性和渐近正态性.最后利用数值模拟来评估估计量在有限样本下的表现.     

完备的随机波动率模型的统计推断

完备的随机波动率模型是David G.Hobson and Rogers L G 于1998年引入一类新的随机波动率模型,与现有波动率模型相比,它有很多优点.本文讨论了这类模型的估计问题。通过测度变换,将系数σ(·)的估计转化为—般回归函数的估计问题,给出了该系数的核估计量,并证明了所得估计量的均方收敛性。     

以多辅助指标线性组合为辅助信息的比估计法

本文以提高估计量的精度为目的,把多个辅助变量适当加权构造了一个单辅助变量,利用构造的单辅助指标定义了一个新的比估计量,从理论上研究了这种辅助指标组合中权w_k的选取方法.并将这种新构造的比估计量与单辅助指标比估计量、Srivastava及B.Kiregyera链式比估计量在精度上进行了数值比较,结果表明:这种新的多辅助指标组合比估计在精度上要优于以上几种比估计.     

相依删失情形下加速失效模型的广义M估计

在生存分析中,加速失效模型(AFT模型)是研究失效时问与协变量之间关系的一类重要模型.在AFT模型框架下,通过在广义M估计的目标函数中使用广义Kaplan-Meier权,本文提出了含相依删失数据的AFT模型回归系数及刻度参数的加权广义M估计.渐近性质方面,得到了广义M估计的相合性和渐近正态性;关于估计量的有限样本性质,通过模拟研究验证了该估计量在有限样本情形下效果良好.     

产品可靠寿命的最优排序集挑选设计

针对产品可靠寿命的估计问题,构造了基于排序集挑选样本的非参数估计量,证明了该估计量具有强相合性和渐近正态性。针对不同的可靠寿命,具体给出了使得估计效率达到最大的最优挑选抽样设计。最后,渐近相对效率和实际应用的研究结果表明:最优挑选设计的抽样效率高于简单随机抽样。     

Mortality Risk and Life Expectancy

Changing the mortality risks we face would change human life expectancy. As a special case, one could imagine adding a fixed increment R to all the age-specific mortality rates from age zero upwards. For this case we seek a constant K(A) such that K(A) x R approximates the resulting change in life expectancy remaining at age A, at least for small values of R. The formula for K(A) derived here corrects a heuristic argument that appeared in JORS earlier. An estimate of K(0) suggests that the permanent addition of a one-in-a-million risk at each year of life would reduce life expectancy at birth by about 1 day—a useful fact for risk communication.     

Life span and secondary critical exponent for degenerate and singular parabolic equations

In this paper, we investigate the large time behavior to the Cauchy problem of degenerate and singular parabolic equations. Firstly, we establish the secondary critical exponent on the decay asymptotic behavior of an initial value at infinity. Secondly, we give the large time behavior of the global solution. Finally, the precise estimate of life span for the blow-up solution is obtained.     

Statistical Analysis of Series System for Masked Data under Successive Censored Life Test

In this paper, considering series system of masked data under simple successive censored and multiple successive censored life test, the likelihood function and maximum likelihood estimate are respectively proposed for series system composed of two units under two kinds of situations. One is the series system composed of two units with constant failure rate, and the other is the series system composed of two units with linear failure rate through the origin. The approximate interval estimates of parameters are given by using the method of likelihood ratio. Besides, the examples show the feasibility of the methods through Monte-Carlo simulations.     

基于屏蔽数据的部件可靠性指标的贝叶斯估计

基于屏蔽数据,在单元的屏蔽与失效不独立的情形下,研究系统中Burr XII部件可靠性指标的估计问题。在三种不同的损失函数下,推算出部件寿命参数及可靠性指标的贝叶斯估计。最后利用随机模拟对两种估计方法进行比较分析,并讨论屏蔽概率和屏蔽水平对估计结果的影响。     

恒应力寿命试验截尾模型参数的最佳估计

对恒定应力加速寿命试验建立了定时截尾与定数截尾参数模型.在诂计模型参数时,考虑定时截尾产品失效数的随机性,引入近似因子、修偏乘子和修偏项,建立起参数估计通用式并逐次进行跟随修偏估计.对定数截尾考虑数据信息随机性短缺,通过变量变换分别建立最优线性无偏估计和简单线性无偏估计在指数分布条件下的式子,并按统计分析考虑随机因数的影响引入综合修偏因子,按抽样数目的多少分别采用修偏后的式子.最后应用实际数据对模型参数逐次修偏估计和不同估计方法对比的最佳估计.     

Optimal Robust Design of Step Stress Accelerated Life Test Scheme under Weibull Distribution

The traditional accelerated life test scheme is necessary to give the rough values of some model parameters in advance, but the influence of fluctuation on the stability of test scheme is irregulared. Based on the prior life test information, this paper aims to minimize the mean and variance of asymptotic variance of $p$-quantile life estimate under normal test stress level, using maximum likelihood estimation theory and Nelson cumulative failure principle, the optimal robust design mathematical model of step stress accelerated life test scheme with uncertainty parameters under Weibull distribution is established. The results of optimal robust design of step stress accelerated life test scheme for electrical connectors show that: comparing with the optimal design of step stress test scheme in the literature, the optimal robust design scheme is not sensitive to the uncertainty of model parameters when the asymptotic variance of median life estimate is basically the same; Comparing with the optimal design of constant accelerated life test scheme, when the statistical accuracy of test data is basically the same, the number of samples required can be reduced by 1/5, and the test time can be reduced by about 1/4.     

Life span of 2‐D irrotational compressible fluids in the halfplane

We consider the Euler equations of barotropic inviscid compressible fluids in the half plane. It is well known that, as the Mach number goes to zero, the compressible flows approximate the solution of the equations of motion of inviscid, incompressible fluids. In dimension two such limit solution exists on any arbitrary time interval, with no restriction on the size of the initial velocity. It is then natural to expect the same for the compressible solution, if the Mach number is sufficiently small. We consider smooth irrotational solutions. First, we study the life span, i.e. the largest time interval T(ε) of existence of classical solutions, when the initial data are a small perturbation of size εfrom a constant state. For the proof of this result we use a combination of energy and decay estimates. Then, the estimate of the life span allows to show, by a suitable scaling of variables, the existence of irrotational solutions on any arbitrary time interval, for any small enough Mach number. Copyright © 2002 John Wiley & Sons, Ltd.     

Life expectancy under random censorship

This paper deals with estimation of life expectancy used in survival analysis and competing risk study under the condition that the data are randomly censored by K independent censoring variables. The estimator constructed is based on a theorem due to Berman [2], and it involves an empirical distribution function which is related to the Kaplan-Meier estimate used in biometry. It is shown that the estimator, considered as a function of age, converges weakly to a Gaussian process. It is found that for the estimator to have finite limiting variance requires the assumption that the censoring variables be stochastically larger than the “survival” random variable under investigation.     

高阶半线性抛物型方程组的生命跨度

其中m,P,q>1．利用试验函数方法,首先推导一些积分不等式,然后对方程组爆破解的生命跨度 [0,T)给出估计．     

非线性双曲方程的整体解的存在性,Blow up及生命跨度

利用非线性泛函的极值原理证明了一类非线性双曲方程的Cauchy问题,当初始能量为“临界值”时整体解的存在性,Blow up问题,给出了初始能量小于临界值时非整体解的生命跨度上界的估计。