基于参数Bootstrap方法的双参数指数分布可靠寿命的置信下限

针对双参数指数分布的截尾数据,利用一种新的参数Bootstrap方法,构建了可靠寿命的置信下限,并从理论上证明了给出的置信下限是精确的.在小样本情形下,通过比较新的参数Bootstrap方法取得的置信下限与Engelhardt-Bain方法取得的近似置信下限的覆盖率,发现参数Bootstrap置信下限更令人满意.

Lower Confidence Limit of the Reliability Life of Two-parameter Exponential Distribution Based on the Parametric Bootstrap Method

For constructing lower confidence limit of reliability life of two-parameter exponential distribution,we propose a new parametric bootstrap method, which is conceptually simpler and straightforward than other methods previously considered in the literature. It is shown that the interval is exact, that is , its coverage probability is equal to the required confidence level. For small sample, simulation study shows that compared to the approximate interval due to En- gelhardt-Bain,the coverage probability of the confidence interval based on the parametric boot- strap method is more satisfactory.