摘要
在具有随机移走逐步增加Ⅱ型截尾下,讨论了Burr-Ⅻ分布的可靠性估计及其性质。选取共轭先验分布,基于刻度平方误差损失函数,同时随机移走部件数服从二项分布,给出了Burr-Ⅻ分布参数、随机移走概率、可靠度函数及失效率的Bayes估计,并证明了形如[cT+d]-1的一类估计的容许性。最后运用Monte Carlo方法对各种估计结果的均方误差进行了模拟比较。结果表明,在随机移走概率p=0.4处进行试验,估计结果的精度高。
Aim. The introduction of the full paper reviews a number of papers in the open literature and then proposes the researclh mentioned in the title, which we believe is much different from Ref. 6 dealing with the same topic of rescarch. Sections 1,2 and 3 explain our research, namely Bayesian estimation of reliability. Their core consists of： （1）the properties of our Bayesian estimation（ section 1 ） ; （2）the mathematical proof of the admissibility of our Bayesian estimation, including Theorems 4, 5 and 6 （ subsection 2. 2 ） ; （ 3 ） stochastic simulation （ section 3 ）. Simulation results, presented in Tables 2, 3 and 4, compare the statistical performances of the Bayesian estimations through the MSE（ mean squared error） based on Monte Carlo simulation study. According to these comparisons, it is suggested that the Bayesian estimation have high-precision at p = 0. 4.
出处
《西北工业大学学报》
EI
CAS
CSCD
北大核心
2011年第5期725-731,共7页
Journal of Northwestern Polytechnical University
基金
高等学校博士学科点专项科研基金(20106102120012)资助
关键词
Burr-Ⅻ分布
具有随机移走逐步增加Ⅱ型截尾
BAYES估计
容许性
刻度平方误差损失函数
algorithms, estimation, statistics, admissibility, removals models, Monte Carlo Bayesian estimation, methods, probability, reliability, removal, simulation, Burr-Ⅻ distribution, progressive censoring with random
