共查询到20条相似文献,搜索用时 20 毫秒
1.
指数分布下可靠性参数的样条经验 Bayes 估计 总被引:2,自引:0,他引:2
李荣 《国防科技大学学报》1999,21(6):114-118
基于可靠性参数的验前密度函数的样条密度估计,本文推导出指数分布失效率和可靠性函数的经验Bayes估计,并采用数学仿真将其与传统的Bayes方法,如Gam m a 验前分布的情况,进行了比较。仿真结果表明,本文的方法是有效的 相似文献
2.
An empirical Bayes estimator is given for the scale parameter in the two-parameter Weibull distribution. The scale parameter is assumed to vary randomly throughout a sequence of experiments according to a common, but unknown, prior distribution. The shape parameter is assumed to be known, however, it may be different in each experiment. The estimator is obtained by means of a continuous approximation to the unknown prior density function. Results from Monte Carlo simulation are reported which show that the estimator has smaller mean-squared errors than the usual maximum-likelihood estimator. 相似文献
3.
Bayes假设检验及样本数量问题研究 总被引:1,自引:0,他引:1
针对Bayes方法在工程实践中未能得到广泛应用的实际情况分析了Bayes方法存在的问题,以正态总体期望为背景研究并改进了Bayes方法,进一步推导了Bayes假设检验样本数量确定方法。 相似文献
4.
Bayesian determination of optimal stock levels is studied for the case of Poisson distribution of the demand variable, and prior gamma distribution of the expected demand. Bayes sequential procedure is derived, assuming that stock level can be adjusted at the beginning of each period so that a shortage can be immediately replenished and an overstock can be corrected. The Bayes sequential procedure is more difficult to obtain if this assumption is removed. A dynamic programming method for obtaining the general Bayes sequential procedure is outlined. Finally, an empiric Bayes estimation procedure of the optimal Bayesian stock level is presented. 相似文献
5.
6.
7.
8.
9.
针对武器系统试验常常具有小子样的特点,分析推导了MTBF检验的Bayes方法,论述了MTBF的Bayes估计方法,并举例进行了计算分析。 相似文献
10.
先验分布的确定与表示是Bayes统计推断的出发点和关键点。提出了一种基于信仰推断 (FiducialInfer ence)观点确定Bayes先验分布的设想 ,有助于解决无验前信息或验前历史信息较少时先验分布的确定问题 ,文中给出了一个实例说明了该方法的应用 相似文献
11.
12.
贝叶斯融合方法在武器小子样试验中的应用 总被引:1,自引:0,他引:1
在小子样武器试验中利用贝叶斯融合理论对其参数进行评估,分析了贝叶斯理论基础和应用条件。在此基础上,建立了融合算法模型,经过仿真验证,在小子样试验中,该方法是提高评估置信度和精度的一种有效途径。 相似文献
13.
14.
李永乐 《国防科技大学学报》1990,12(3):50-57 ,75
对于有P 个方差分量的线性模型,本文导出了方差分量线性函数的Bayes 不变二次无偏估计的显示表达式,证明了Bayes 不变二次无偏估计类形成了可容许的不变二次无偏估计的完全类。在可容许的不变二次无偏估计类中,讨论了非负参数函数的非负估计问题,给出了可容许的非负定估计存在的充要条件。 相似文献
15.
In this article we study the estimation of the average excess life θ in a two-parameter exponential distribution with a known linear relationship between α (the minimum life) and θ of the form α = aθ, where a is known and positive. A comparison of the efficiencies of estimators which are linear combinations of the smallest sample value and the sample sum of deviations from the smallest sample value and the maximum likelihood estimators is made for various sample sizes and different values of a. It is shown that these estimators are dominated in the risk by the minimum-risk scale equivariant estimator based on sufficient statistics. A class of Bayes estimators for inverted gamma priors is constructed and shown to include a minimum-risk scale equivariant estimator in it. All the members of this class can be computed easily. 相似文献
16.
武器系统MTBF的Bayes序贯检验方法 总被引:1,自引:0,他引:1
针对武器系统试验鉴定中显著具有的小子样的特点,研究了武器系统平均故障间隔时间(MTBF)的Bayes序贯检验方法,推导了检验模型,平均试验数计算公式、定时和定数截尾实际风险计算公式,并给出了算例。该方法在武器系统可靠性鉴定中具有一定的应用价值。 相似文献
17.
18.
Andrew L. Rukhin 《海军后勤学研究》1986,33(1):91-99
The estimation problem of normal tail probabilities is considered. The form of generalized Bayes estimators is derived and the asymptotic behavior of the mean square errors is studied. This study shows that the best unbiased estimator, a formula for which is given, is superior to the maximum likelihoood estimator or to a class of generalized Bayes procedures for large parametric values, but can be significantly improved for moderate values of the parameter. 相似文献
19.
A sequential decision problem is considered in which N particles have to cross a given field. Two alternative crossing paths are available. An unknown number of absorption points J1 and J2 are planted at each of the crossing paths. The bivariate prior distribution of (J1,J2) is given. If a particle passes close to an absorption point it may survive with probability s, 0 < s < 1. If a particle is absorbed, both the particle and the absorption point are ruined. There is no replacement of ruined absorption points. All absorption points act independently. The particles crciss the field in a consecutive order, and a crossing path can be chosen for each particle. The objective is to maximize the expected number of survivors. The Bayes sequential procedure is characterized. The csmditions under which the Bayes strategy is determined by the maximal posterior survival probabilities are specified. 相似文献
20.
为解决小子样条件下进行产品固有可用度试验验证的问题,基于Bayes理论,提出了一种固有可用度定时截尾试验方案.该试验方案在假设故障间隔时间和修复时间均服从指数分布的前提下,将现场试验分为同时进行的可靠性和维修性定时截尾试验2个部分,要求在利用验前试验信息的基础上,使本次试验获得的验后分布还可以作为下一次现场试验的验前分布,提高了试验数据的利用率,具有较好的经济效益. 相似文献