系统工程理论与实践
繫統工程理論與實踐
계통공정이론여실천
Systems Engineering—Theory & Practice
2014年
4期
957~963
,共null页
毛松 师义民 孙天宇 孙玉东
毛鬆 師義民 孫天宇 孫玉東
모송 사의민 손천우 손옥동
联合II型截尾 竞争失效 条件矩母函数 置信区间 Bootstrap区间估计
聯閤II型截尾 競爭失效 條件矩母函數 置信區間 Bootstrap區間估計
연합II형절미 경쟁실효 조건구모함수 치신구간 Bootstrap구간고계
joint type-II censoring; competing risks; conditional moment generating function; confidenceinterval; Bootstrap intervals
对小样本情形下的联合II型截尾寿命试验进行综合分析.针对产品可能存在多种失效模式问题,建立试验数据服从独立指数分布的竞争失效模型.基于极大似然估计,利用条件矩母函数导出参数的精确分布,据此构造参数的精确置信区间.并采用Bootstrap方法给出参数的区间估计.最后,通过Monte-Carlo仿真比较估计的优良性,利用数值算例验证了本文方法的有效性和可行性.
對小樣本情形下的聯閤II型截尾壽命試驗進行綜閤分析.針對產品可能存在多種失效模式問題,建立試驗數據服從獨立指數分佈的競爭失效模型.基于極大似然估計,利用條件矩母函數導齣參數的精確分佈,據此構造參數的精確置信區間.併採用Bootstrap方法給齣參數的區間估計.最後,通過Monte-Carlo倣真比較估計的優良性,利用數值算例驗證瞭本文方法的有效性和可行性.
대소양본정형하적연합II형절미수명시험진행종합분석.침대산품가능존재다충실효모식문제,건립시험수거복종독립지수분포적경쟁실효모형.기우겁대사연고계,이용조건구모함수도출삼수적정학분포,거차구조삼수적정학치신구간.병채용Bootstrap방법급출삼수적구간고계.최후,통과Monte-Carlo방진비교고계적우량성,이용수치산례험증료본문방법적유효성화가행성.
A joint type-II censoring model was analyzed under the small sample size. Aiming at the problem that units may be exposed to more than one fatal failure factors, we focused on competing risks model with independent exponential data. Based on the maximmn likelihood estimator (MLE), we developed the exact distributions of parameters and exact confidence intervals through the use of the moment generating functions. Furthermore, approximate confidence intervals were also constructed by Bootstrap method. A Monte-Carlo simulation was conducted to compare the performances of different estimations. And finally, an example was discussed to illustrate the validity of the method.