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对数正态分布均值的Bayes及Fiducial精确限
引用本文:周源泉,翁朝曦,刘正贤.对数正态分布均值的Bayes及Fiducial精确限[J].系统工程与电子技术,1994(4).
作者姓名:周源泉  翁朝曦  刘正贤
作者单位:北京强度与环境研究所
摘    要:本文提出了对数正态分布均值在取共轭型及无信息先验分布时的Bayes精确限及Fiducial精确限,它们能用有限区间上的一重积分迭代地求出。这种新算法非常方便,且有很高的精度,能极好地满足工程需要。而原来的算法是相当麻烦的,本文同时还推导出精度很高、算法简单的近似限。这种近似限既能直接用于工程,又能在迭代求解精确限时作为其搜索区间。

关 键 词:对数函数,正态分布,极限,中数,可靠性工程。

Exact Bayesian and Fiducial Limits for the Mean of Lognormal Distribution
Zhou Yuanquan,Weng Zhaoxi and Liu Zhengxian.Exact Bayesian and Fiducial Limits for the Mean of Lognormal Distribution[J].System Engineering and Electronics,1994(4).
Authors:Zhou Yuanquan  Weng Zhaoxi and Liu Zhengxian
Abstract:In this paper,the exact Bayesian limits, taking conjugate and noninformative priordistribution,and the exact Fiducial limits for the mean of the lognormal distribution are presented.They can be obtained iteratively by one-dimension integral on a finite interval. The new algorithm is very convenient and with high accuracy. It can meet the practical engineering need excellently.How-ever,the primitive algorithm is rather cumbersome. By the way,the very close approximate limits with a simple algorithm are derived.They can be both applied immediately to engineering and used as a seareh intervel to find the root of equation for the exact limits.
Keywords:Bayesian limits  Fiducial limits  Mean  Lognormal distribution    
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