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无失效数据的EM算法
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
作者姓名:赵海兵  程依明
作者单位:华东师范大学,统计系,上海,200062;华东师范大学,统计系,上海,200062
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.

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:2005-04-01
修稿时间:2005-04-01

Statistical Analysis for Zero-Failure Data with EM Algorithm (Chinese)
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
Authors:ZHAO Hai-bing  CHENG Yi-ming
Affiliation:Department of Statistics, East China Normal University, Shanghai 200062, China
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.
Keywords:exponential distribution   zero-failure data   time curtailed test   EM algorithm   maximum likelihood estimation   revised maximum likelihood estimation
本文献已被 CNKI 维普 万方数据 等数据库收录!
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