| 双参数Rayleigh分布环境因子的经验Bayes估计及应用 |
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| 引用本文： | 胡俊梅,师义民,高妮,覃晓琼.双参数Rayleigh分布环境因子的经验Bayes估计及应用[J].工程数学学报,2010,27(1). |
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| 作者姓名： | 胡俊梅 师义民 高妮 覃晓琼 |
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| 作者单位： | 西北工业大学应用数学系,西安,710072 |
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| 基金项目： | 国家自然科学基金(70471057)~~ |
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| 摘 要： | 本文针对Rayleigh分布位置参数已知的情形,给出了Rayleigh分布环境因子的极大似然估计和经验Bayes估计,并将环境因子的估计结果应用于Rayleigh部件的可靠性评估,给出了该部件可靠度函数与失效率的估计。最后的随机模拟例子表明,经验Bayes估计优于极大似然估计,并且在考虑环境因子的情形下,Rayleigh部件可靠性指标的估计优于未考虑环境因子时的估计。
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| 关 键 词： | Rayleigh分布 环境因子 经验Bayes估计 可靠性评估 |
Empirical Bayes Estimation and Application for the Environmental Factor of Two-parameter Rayleigh Distribution |
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| HU Jun-mei,SHI Yi-min,GAO Ni,QIN Xiao-qiong.Empirical Bayes Estimation and Application for the Environmental Factor of Two-parameter Rayleigh Distribution[J].Chinese Journal of Engineering Mathematics,2010,27(1). |
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| Authors: | HU Jun-mei SHI Yi-min GAO Ni QIN Xiao-qiong |
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| Abstract: | When the location parameter is known,we discuss the maximum likelihood estimation (MLE) and empirical Bayes estimation (EBE) of environmental factor under a two-parameter Rayleigh distribution.Furthermore,we estimate the reliability performance by using the estimation of environmental factor.Finally,based on the Monte-Carlo simulation,the simulating results show that the accuracy of the EBE is better than that of the MLE and that the reliability assessment is better by considering the environmental factor. |
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| Keywords: | Rayleigh distribution environmental factor empirical Bayes estimation reliability assessment |
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