| 无失效数据的EM算法 |
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| 引用本文： | 赵海兵,程依明.无失效数据的EM算法[J].华东师范大学学报(自然科学版),2006,2006(5):93-98. |
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| 作者姓名： | 赵海兵 程依明 |
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| 作者单位： | 华东师范大学,统计系,上海,200062 |
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| 摘 要： | 在可靠性统计的定时截尾寿命试验中,最后一个失效时间与定时截尾时刻之间的信息常被忽略.本文利用EM算法来处理这一情形.先用已知数据来估计出未观察到的潜在数据,进而得出可靠性指标的估计.并将EM算法与极大似然估计及修正极大似然估计进行了比较,可以明显看出EM方法优于后两者.最后将EM算法推广到无失效数据情形下,得出无失效数据下的指数分布平均寿命的一个估计.
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| 关 键 词： | 指数分布 无失效数据 定时截尾 EM算法 极大似然估计 修正极大似然估计 |
| 文章编号： | 1000-5641（2006）05-0093-06 |
| 收稿时间： | 2005-04 |
| 修稿时间： | 2005-04 |
Statistical Analysis for Zero-Failure Data with EM Algorithm (Chinese) |
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| ZHAO Hai-bing,CHENG Yi-ming.Statistical Analysis for Zero-Failure Data with EM Algorithm (Chinese)[J].Journal of East China Normal University(Natural Science),2006,2006(5):93-98. |
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| Authors: | ZHAO Hai-bing CHENG Yi-ming |
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| Institution: | Department of Statistics, East China Normal University, Shanghai 200062, China |
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| Abstract: | The paper dealt with Type I censored sample by EM algorithm. Observed failure data were used to estimate unobserved failure data, and the distribution's estimated parameter was obtained. Moreover, a comparison of EM algorithm, maximum likehood estimation and a modified maximum likehood estimation was made. Finally, EM algorithm was used to statistical analysis for zero-failure data, and to estimate the exponential distribution's parameter. |
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| Keywords: | exponential distribution zero-failure data time curtailed test EM algorithm maximum likelihood estimation revised maximum likelihood estimation |
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