安徽大学学报(自然科学版)
安徽大學學報(自然科學版)
안휘대학학보(자연과학판)
JOURNAL OF ANHUI UNIVERSITY(NATURAL SCIENCES EDITION)
2015年
5期
19-22
,共4页
记录值%可靠度%Bayes估计%平方损失函数%几何分布
記錄值%可靠度%Bayes估計%平方損失函數%幾何分佈
기록치%가고도%Bayes고계%평방손실함수%궤하분포
record value%reliability%Bayes estimation%squared error loss function%geometric distribution
针对来自几何分布的记录值样本,研究可靠度参数的Bayes估计问题。首先给出可靠度的最大似然估计和最小方差无偏估计;在可靠度参数的先验分布为贝塔分布、损失函数为平方误差损失和一类新的加权平方损失函数下,导出了可靠度的Bayes估计;最后通过 Monte Carlo数值模拟例子说明论文给出估计的有效性。
針對來自幾何分佈的記錄值樣本,研究可靠度參數的Bayes估計問題。首先給齣可靠度的最大似然估計和最小方差無偏估計;在可靠度參數的先驗分佈為貝塔分佈、損失函數為平方誤差損失和一類新的加權平方損失函數下,導齣瞭可靠度的Bayes估計;最後通過 Monte Carlo數值模擬例子說明論文給齣估計的有效性。
침대래자궤하분포적기록치양본,연구가고도삼수적Bayes고계문제。수선급출가고도적최대사연고계화최소방차무편고계;재가고도삼수적선험분포위패탑분포、손실함수위평방오차손실화일류신적가권평방손실함수하,도출료가고도적Bayes고계;최후통과 Monte Carlo수치모의례자설명논문급출고계적유효성。
For the record sample from geometric distribution ,Bayes estimation of reliability was studied under squared error loss and a new weighted square error loss functions .The maximum likelihood estimator and minimum variance unbiased estimator w ere first derived , then Bayes estimators of reliability were obtained when the prior distribution of reliability was conjugate beta prior distribution ,and the loss functions were squared error loss and a new weighted square error loss functions .Finally the effectiveness of the estimators was proposed in this paper by using a Monte Carlo numerical example .