应用概率统计
應用概率統計
응용개솔통계
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
2013年
9期
363-380
,共18页
自适应逐步II型混合截尾%恒定应力加速寿命试验%广义指数分布%EM算法%最小二乘法
自適應逐步II型混閤截尾%恆定應力加速壽命試驗%廣義指數分佈%EM算法%最小二乘法
자괄응축보II형혼합절미%항정응력가속수명시험%엄의지수분포%EM산법%최소이승법
Adaptive type-II progressive hybrid censoring%constant-stress accelerated life test%generalized exponential distribution%EM algorithm%least square method
在自适应逐步II型混合截尾恒定应力加速寿命试验下,讨论了两参数广义指数分布的统计分析。利用EM算法和最小二乘法相结合的新方法推导出未知参数与可靠度函数的点估计,通过信息缺失原则得到了观测Fisher信息阵和尺度参数的渐近无偏估计。利用估计的渐近正态性和参数bootstrap方法构造了参数的置信区间。最后运用Monte-Carlo方法分别对得到的点估计和区间估计的精度进行研究,结果表明尺度参数的渐近无偏估计优于相应的两步估计, Boot-p置信区间比相应的渐近置信区间更精确。
在自適應逐步II型混閤截尾恆定應力加速壽命試驗下,討論瞭兩參數廣義指數分佈的統計分析。利用EM算法和最小二乘法相結閤的新方法推導齣未知參數與可靠度函數的點估計,通過信息缺失原則得到瞭觀測Fisher信息陣和呎度參數的漸近無偏估計。利用估計的漸近正態性和參數bootstrap方法構造瞭參數的置信區間。最後運用Monte-Carlo方法分彆對得到的點估計和區間估計的精度進行研究,結果錶明呎度參數的漸近無偏估計優于相應的兩步估計, Boot-p置信區間比相應的漸近置信區間更精確。
재자괄응축보II형혼합절미항정응력가속수명시험하,토론료량삼수엄의지수분포적통계분석。이용EM산법화최소이승법상결합적신방법추도출미지삼수여가고도함수적점고계,통과신식결실원칙득도료관측Fisher신식진화척도삼수적점근무편고계。이용고계적점근정태성화삼수bootstrap방법구조료삼수적치신구간。최후운용Monte-Carlo방법분별대득도적점고계화구간고계적정도진행연구,결과표명척도삼수적점근무편고계우우상응적량보고계, Boot-p치신구간비상응적점근치신구간경정학。
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 esti-mators 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.