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| 删失数据威布尔分布参数的贝叶斯统计分析 | |
| 引用本文： | 周晓东,汤银才,费鹤良,.删失数据威布尔分布参数的贝叶斯统计分析[J].上海师范大学学报(自然科学版),2008,37(1):28-34. |
| 作者姓名： | 周晓东 汤银才 费鹤良 |
| 作者单位： | 1. 上海对外贸易学院,国际经贸学院,上海,201620 2. 华东师范大学,统计系,上海,200062 3. 上海师范大学,数理信息学院,上海,200234 |
| 基金项目： | 国家自然科学基金 , 上海市高校优秀青年教师后备人选科研项目 |
| 摘 要： | 主要讨论了当寿命分布是威布尔分布时删失数据的贝叶斯统计分析方法．在考虑尺度参数先验取为逆伽玛分布而形状参数先验分别取为离散分布和均匀分布条件下给出了多种删失数据场合参数的贝叶斯估计；同时为使得计算更为简便，给出了计算贝叶斯估计的Gibbs抽样方法．模拟结果表明给出的方法是有效可行的． |
| 关 键 词： | 威布尔分布 删失数据 贝叶斯估计 Gibbs抽样方法 |
| 文章编号： | 1000-5137(2008)01-0028-07 |
| 修稿时间： | 2007年4月1日 |
Bayesian estimation of the parameters of the Weibull distribution based on censored samples |
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| ZHOU Xiao-dong,TANG Yin-cai,FEI He-liang.Bayesian estimation of the parameters of the Weibull distribution based on censored samples[J].Journal of Shanghai Normal University(Natural Sciences),2008,37(1):28-34. | |
| Authors: | ZHOU Xiao-dong TANG Yin-cai FEI He-liang |
| Institution: | ZHOU Xiao-dong, TANG Yin-cai, FEI He-liang (1. International Business School, Shanghai Institute of Foreign Trade, Shanghai 201620 ,China; 2. Department of Statistics, East China Normal University, Shanghai 200062, China; 3. College of Mathmatics and sciences, Shanghai Normal University, Shanghai 200234, China) |
| Abstract: | This paper discusses the Bayesian statistical analysis for censored life data from Weibull distribution. Several Bayesian Estimation methods are proposed when the prior of the scale parameter follows the inverted Gamma distribution and the shape pa- rameter follows a discrete distribution or a uniform distribution. The Gibbs sampling iteration algorithm is applied to simplify the computation of the Bayesian analysis. A numerical simulation is also given to show that the proposed method is efficient. |
| Keywords: | Weibull distribution censored data bayesian estimation gibbs sampling iteration algorithm |
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