| 引用本文: | 李荣.指数分布下可靠性参数的样条经验 Bayes 估计.[J].国防科技大学学报,1999,21(6):114-118.[点击复制] |
| Li Rong.Spline Empirical Bayes Estimation for Parameters of Exponential Reliability[J].Journal of National University of Defense Technology,1999,21(6):114-118[点击复制] |
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| 指数分布下可靠性参数的样条经验 Bayes 估计 |
| 李荣 |
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(国防科技大学 自动控制系 湖南 长沙 410073)
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| 摘要: |
| 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Gamma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。 |
| 关键词: 指数分布, 样条密度估计, 经验Bayes估计 |
| DOI： |
| 投稿日期：1998-12-30 |
| 基金项目: |
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| Spline Empirical Bayes Estimation for Parameters of Exponential Reliability |
| Li Rong |
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(Department of Automatic Control, NUDT, Changsha, 410073)
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| Abstract: |
| The empirical Bayes estimation is derived for the failure rate parameter and the reliability function in the exponential distribution by considering a spline density estimation. Therefore, numerical example is introduced to conpare the performance of this estimation with the classical Bayes estimation using Gamma prior distribution. The results of the simulation show the algorithm is effective. |
| Keywords: exponential distribution, spline density estimation, empirical Bayes estimation |
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