| 两参数Pareto分布逐步首失效样本的Bayes估计 |
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| 引用本文： | 王亮,师义民,孙天宇,常萍.两参数Pareto分布逐步首失效样本的Bayes估计[J].系统工程理论与实践,2012,32(11):2498-2503. |
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| 作者姓名： | 王亮 师义民 孙天宇 常萍 |
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| 作者单位： | 1. 西安电子科技大学 数学系, 西安 710071;2. 西北工业大学 应用数学系, 西安 710072;3. 咸阳市第一人民医院, 咸阳 712000 |
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| 基金项目： | 国家自然科学基金(70471057);陕西省教育厅自然科学基金(03JK065) |
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| 摘 要： | 基于新的失效截尾模式——逐步增加首失效截尾, 研究两参数Pareto分布可靠性指标的Bayes估计问题. 在对称和非对称损失下, 获得了可靠性指标的Bayes估计. 对超参数未知情形, 利用一种新方法给出超参数估计. 为了研究估计结果的精确性, 利用Monte-Carlo方法给出一个数值模拟例子.
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| 关 键 词： | 两参数Pareto分布 逐步增加首失效 损失函数 Bayes估计 随机模拟 |
| 收稿时间： | 2010-08-18 |
Bayes analysis of two-parameter Pareto distribution under progressively first-failure-censored data |
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| WANG Liang
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SHI Yi-min
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SUN Tian-yu
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CHANG Ping.Bayes analysis of two-parameter Pareto distribution under progressively first-failure-censored data[J].Systems Engineering —Theory & Practice,2012,32(11):2498-2503. |
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| Authors: | WANG Liang SHI Yi-min SUN Tian-yu CHANG Ping |
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| Institution: | 1. Department of Mathematics, Xidian University, Xi'an 710071, China;2. Department of Applied Mathematics, Northwestern Polytechnical University, Xi'an 710072, China;3. The First People's Hospital of Xianyang City, Xianyang 712000, China |
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| Abstract: | Based on a new lifetime testing plan called progressive first-failure-censoring scheme, the Bayes estimators of the unknown parameter and reliability performances have been obtained for two-parameter Pareto distribution under symmetric and asymmetric (Linex, GE) loss functions, respectively. For the Bayes estimation problem, a new approach is adopted for estimating the hyperparameters. In order to investigate the accuracy of estimators, an illustrative numerical example is presented by means of Monte-Carlo simulation. |
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| Keywords: | Pareto distribution progressively first-failure-censored samples loss function Bayes estimation Monte-Carlo simulations |
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