引用本文: | 孙权,周星,冯静,等.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.[点击复制] |
SUN Quan,ZHOU Xing,FENG Jing,et al.Goodness-of-fit test for life distributions based on parametric Bootstrap[J].Journal of National University of Defense Technology,2014,36(6):112-116[点击复制] |
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寿命分布的参数Bootstrap拟合优度检验方法 |
孙权, 周星, 冯静, 潘正强 |
(国防科技大学 信息系统与管理学院,湖南 长沙 410073)
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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 |
DOI:10.11887/j.cn.201406020 |
投稿日期:2014-06-07 |
基金项目:国家自然科学基金资助项目(71271212,61273041) |
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Goodness-of-fit test for life distributions based on parametric Bootstrap |
SUN Quan, ZHOU Xing, FENG Jing, PAN Zhengqiang |
(College of Information System and Management, National University of Defense Technology, Changsha 410073, China)
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Abstract: |
Goodness-of-fit test plays an important role in the statistics and reliability fields. Goodness-of-fit test for the common life distribution of unknown parameters was based on the resembling idea of parametric bootstrap. Simulation results show that goodness-of-fit test based on parametric bootstrap is superior to the traditional EDF tests, such as Liefors test, CvM test and AD test, especially in small samples. |
Keywords: parametric Bootstrap goodness-of-fit test life distribution |
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