推广的Pickands型估计量渐近正态的充要条件（英文）

估计量的研究是数理统计的一个重要方向,设计好的估计量一直是相关研究工作者的一项重要工作。渐近正态性作为评价估计量好坏的基本标准之一,是众多经典估计量所具有的性质。针对一类Pickands估计量,利用极值理论和顺序统计量极限性质,在较弱条件下获得了Pickands估计量渐近正态分布的充要条件,为该估计量的工程应用提供指导。     

Pickands型推广估计量的渐近正态性

极值指数在许多实际领域广泛应用:如组合投资、风险值的计算、预报地震等, 估计极值指数γ以及它的性质的研究近年来成为极值统计理论的基本问题。主要研究极值指数γ的一个估计量:Pickands型推广估计量的渐近正态性质。首先研究由Pickands型推广估计量构成的一随机过程,得到了该过程的渐近分布;然后利用研究结果证明了Pickands 型推广估计量的渐近正态性,得到其渐近方差;最后对提出的Pickands型推广估计的平滑估计量进行了相应研究。     

极值指数之推广矩估计量的渐近正态性

首先将推广矩估计量代换为一种新的估计量,然后研究由该估计量引起的一种与尾经验过程有关的函数的弱收敛问题,最后得到与推广矩估计量有关的一随机过程的弱收敛函数,同时也就得到了推广矩估计量的渐近分布,因而证明了推广估计量的渐近正态性.     

贮存寿命分析中一种改进模型的参数估计

从贮存寿命分析中提出了一种改进模型,考虑了模型的参数估计问题。证明了估计量的相合性与渐近正态性。     

恒定应力部分加速寿命试验的可靠性分析

基于定时区间删失样本,研究了指数分布产品在恒定应力部分加速寿命试验下的参数估计。利用EM算法得到了分布参数和加速因子的迭代方程。根据Louis提出的缺失信息原则计算了Fisher信息矩阵。由极大似然估计的渐近正态性,构造出分布参数和加速因子的近似置信区间。通过Monte Carlo模拟,从平均相对误差和均方误差两方面对估计量进行了计算,结果表明所有的估计量都具有大样本性质。最后通过模拟样本,计算了不同应力水平下分布参数、加速因子和可靠度的估计。     

具有离散时滞与分时时滞的非自治系统的渐近稳定性

研究了一类具有离散时滞与分布时滞的非自治线性系统的渐近稳定性问题，利用Lyaplunov函数方法和线性矩阵不等式（LMI），得到了系统渐近稳定性的一些充分条件，这些条件能够利用线性矩阵不等式（LMIs）表示，且表达式中含有具有时变时滞与分布时滞项，这样，具有时变时滞与分布时滞的非自治线性系统的稳定性就能够通过Matlab的LIM工具箱进行验证。     

高动态环境的GPS信号互模糊函数估计器及其性能分析

为了更可靠地跟踪高动态环境GPS信号参数,提出了一种新的适应高动态环境的GPS参数估计方法———互模糊函数方法。在假定高信噪比的条件下,推导了互模糊函数估计器的估计方差以及Cram er-Rao界,得出了采用互模糊函数法对高动态环境GPS信号的时延和多普勒频移进行联合估计是渐近无偏和渐近有效的结论。     

小口径舰炮对空虚拟校射校正量的最优估计

首先建立了小口径舰炮对空虚拟校射脱靶量的观测方程,分析了脱靶量的统计性质,在此基础上推导出校正量的最优估计量,并用仿真结果验证了结论的正确性。     

一类具有接种和饱和发生率的SIR—SVS传染病模型的全局稳定性

研究一类具有接种和饱和发生率的SIR-SVS传染病模型．通过构造适当的Lyapunov函数证明了当基本再生数〈1时,无病平衡点是全局渐近稳定的;当基本再生数〉1时,给出了地方病平衡点全局渐近稳定的充分条件．     

命题联结词的对偶性质

本文以同构函数为工具探讨了命题联结词的对偶性质,分别导出了对偶词、对偶式、对偶集各自间的基本关系.拓宽了对偶原理,给出了据联结词集合的性质判断其对偶集性质的简明方法.     

Estimation of a hidden service distribution of an M/G/∞ system

The maximum likelihood estimator of the service distribution function of an M/G/∞ service system is obtained based on output time observations. This estimator is useful when observation of the service time of each customer could introduce bias or may be impossible. The maximum likelihood estimator is compared to the estimator proposed by Mark Brown, [2]. Relative to each other, Brown's estimator is useful in light traffic while the maximum likelihood estimator is applicble in heavy trafic. Both estimators are compared to the empirical distribution function based on a sample of service times and are found to have drawbacks although each estimator may have applications in special circumstances.     

系统可靠寿命的不确定性分析及其高效方法

为了分析元器件失效率的不确定性对系统可靠性的影响,借鉴Borgonovo的矩独立灵敏度分析思想,在充分考虑了系统可靠寿命完整不确定性信息的情况下,提出了基于系统可靠寿命的矩独立重要性测度,用来分析不确定性条件下系统元器件失效率对其可靠寿命的平均影响。但由于系统可靠寿命函数是系统可靠度函数的反函数,一般无法解析表达而以隐函数的形式存在,致使该矩独立重要性测度难以高效准确求解。为了解决这一问题,文章提出了一种新的Kriging自适应代理模型的高效算法,该算法以Kriging代理模型预测值的变异系数作为自适应学习函数,通过自主增加新的试验样本,增强代理模型的预测准确性。阀门控制系统和民用飞机电液舵机系统两个算例分析表明,在保证计算精度的情况下,通过变异系数自适应学习函数,仅需添加少量系统可靠寿命试验样本,就能够构建用来充分近似系统可靠寿命函数的Kriging代理模型,解决了重要性测度的高效求解问题,从而验证了所提方法的合理性和算法的高效性。     

An empirical bayes estimator for the scale parameter of the two-parameter weibull distribution

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.     

Estimating failure time distribution and its parameters based on intermediate data from a Wiener degradation model

Instead of measuring a Wiener degradation or performance process at predetermined time points to track degradation or performance of a product for estimating its lifetime, we propose to obtain the first‐passage times of the process over certain nonfailure thresholds. Based on only these intermediate data, we obtain the uniformly minimum variance unbiased estimator and uniformly most accurate confidence interval for the mean lifetime. For estimating the lifetime distribution function, we propose a modified maximum likelihood estimator and a new estimator and prove that, by increasing the sample size of the intermediate data, these estimators and the above‐mentioned estimator of the mean lifetime can achieve the same levels of accuracy as the estimators assuming one has failure times. Thus, our method of using only intermediate data is useful for highly reliable products when their failure times are difficult to obtain. Furthermore, we show that the proposed new estimator of the lifetime distribution function is more accurate than the standard and modified maximum likelihood estimators. We also obtain approximate confidence intervals for the lifetime distribution function and its percentiles. Finally, we use light‐emitting diodes as an example to illustrate our method and demonstrate how to validate the Wiener assumption during the testing. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Data‐driven variation source identification for manufacturing process using the eigenspace comparison method

Variation reduction of manufacturing processes is an essential objective of process quality improvement. It is highly desirable to develop a methodology of variation source identification that helps quickly identify the variation sources, hence leading to quality improvement and cost reduction in manufacturing systems. This paper presents a variation source identification method based on the analysis of the covariance matrix of process quality measurements. The identification procedure utilizes the fact that the eigenspace of the quality measurement covariance matrix can be decomposed into a subspace due to variation sources and a subspace purely due to system noise. The former subspaces for different samples will be the same if the same variation sources dominate. A testing procedure is presented, which can determine the closeness of the subspaces under sampling uncertainty. A case study is conducted to illustrate the effectiveness of this methodology. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006.     

局部线性估计在半参数条件矩中的应用

半参数方法在计量经济领域有着广泛的应用，但由于其既有参数变量，又有未知函数，因此采用条件矩限制和Sieve方法来得到其参数估计是一个比较好的方法。作为一种非参数回归方法，局部线性估计具有优良的统计特性，因此本文用它来得到条件矩的一个非参数估计，并在此基础上证明了估计参数的一致性和收敛速率。     

基于小波变换的宽带模糊函数估计器

提出了一种基于小波变换的宽带模糊函数参数估计器,即通过交互小波变换计算宽带模糊函数,取宽带模糊函数模的平方的峰值点对应参数作为目标时延与时间伸缩的估计．仿真结果表明,该估计器的估计性能好于直接模糊函数估计器,且计算方便,非常适合于实际宽带处理系统应用．     

恒定应力加速寿命试验的非参数统计方法

在恒定应力加速寿命试验 (简称恒加试验 )的统计分析中 ,非参数统计方法具有一定的实际价值 .在一定的假定下 ,文中给出了两种新估计 ,并证明了它们的优良性