| 引用本文: | 刘飞,王中伟,张为华.指数寿命产品可靠性增长试验的Bayes分析.[J].国防科技大学学报,2006,28(4):128-132.[点击复制] |
| LIU Fei,WANG Zhongwei,ZHANG Weihua.Bayesian Analysis of Reliability-growth Test for Exponential Life Distribution Cases[J].Journal of National University of Defense Technology,2006,28(4):128-132[点击复制] |
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| 指数寿命产品可靠性增长试验的Bayes分析 |
| 刘飞, 王中伟, 张为华 |
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(国防科技大学 航天与材料工程学院，湖南 长沙 410073)
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| 摘要: |
| 针对指数寿命产品的定时、定数截尾试验方案，推广了Mazzuchi-Soyer模型的应用范围。首先引入模型假设，以狄氏分布作为先验分布，综合利用产品研制的历史信息和专家信息，结合产品研制各阶段试验数据，给出了各阶段可靠性的联合后验分布。然后利用Gibbs抽样算法解决后验推断计算问题，得到各阶段产品可靠性的Bayes点估计和区间估计。最后给出产品可靠性增长分析实例，表明了模型的优越性。 |
| 关键词: 指数分布 可靠性增长 狄氏分布 Bayes估计 联合后验分布 Gibbs抽样算法 |
| DOI： |
| 投稿日期：2006-01-05 |
| 基金项目:国家863计划资助项目(2003AA765030) |
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| Bayesian Analysis of Reliability-growth Test for Exponential Life Distribution Cases |
| LIU Fei, WANG Zhongwei, ZHANG Weihua |
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(College of Aerospace and Materials Engineering, National Univ. of Defense Technology, Changsha 410073, China)
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| Abstract: |
| In view of Type I and Type II censored for exponential life distribution cases, the Mazzuchi-Soyer reliability growth model was extended to cover the life test. The Dirichlet distribution was taken as prior distribution in the model. The historical information and expert information were synthetically used. Combined with the life test data of each development stage, the joint posterior distribution of each stage reliability was presented. Then, the Gibbs sampling algorithm was used to compute the posterior inference. The Bayesian estimators and Bayesian lower bound were gained for each stage reliability. Finally, the example shows that the Bayesian model has apparent advantages. |
| Keywords: exponential distribution reliability growth Dirichlet distribution Bayesian estimation joint posterior distribution Gibbs sampling |
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