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寿命分布的参数Bootstrap拟合优度检验方法
引用本文:孙权,周星,冯静,潘正强.寿命分布的参数Bootstrap拟合优度检验方法[J].国防科技大学学报,2014,36(6):112-116.
作者姓名:孙权  周星  冯静  潘正强
作者单位:国防科技大学 信息系统与管理学院,湖南 长沙,410073
基金项目:国家自然科学基金资助项目(71271212 , 61273041)
摘    要:拟合优度检验在统计和可靠性等领域具有非常重要的地位,基于参数Bootstrap重采样的思想,对未知参数的常用寿命分布进行拟合优度检验。数值仿真结果表明,相对于传统的经验分布函数检验,这种基于参数Bootstrap的拟合优度检验具有更高的功效,特别是在小样本的情况下,优势明显。

关 键 词:参数Bootstrap  拟合优度检验  寿命分布
收稿时间:6/7/2014 12:00:00 AM

Goodness-of-fit test for life distributions based on parametric bootstrap
SUN Quan,ZHOU Xing,FENG Jing and PAN Zhengqiang.Goodness-of-fit test for life distributions based on parametric bootstrap[J].Journal of National University of Defense Technology,2014,36(6):112-116.
Authors:SUN Quan  ZHOU Xing  FENG Jing and PAN Zhengqiang
Institution:College of Information System and Management, National University of Defense Technology, Changsha 410073, China;College of Information System and Management, National University of Defense Technology, Changsha 410073, China;College of Information System and Management, National University of Defense Technology, Changsha 410073, China;College of Information System and Management, National University of Defense Technology, Changsha 410073, China
Abstract:Goodness-of-fit test plays a vital important role in the statistics and reliability fields. Parametric bootstrap is applied in the goodness-of-fit test for common life distributions. Through simulation, the power of the test based on parametric bootstrap is compared to that of the common EDF tests, such as Liefors test, CvM test and AD test against several alternative distributions. Generally, the parametric bootstrap test has more power, especially in the situation where the sample size for the life data is relatively small.
Keywords:Parametric Bootstrap  Goodness-of-fit test  Life distribution
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