参数的E Bayes估计法及其应用  

Expected Bayesian Estimation Method of Parameters its Application

作　　者：韩明[1,2] 

机构地区：[1]浙江海洋学院数学系 [2]中国人民大学统计学系,北京100872

出　　处：《数学的实践与认识》2004年第9期97-106,共10页Mathematics in Practice and Theory

基　　金：浙江省自然科学基金 (1 0 0 0 2 6);浙江省"1 5 1人才工程"基金 (992 0 71 );浙江省教育厅基金项目(2 0 0 3 0 2 4)

摘　　要：提出了参数的一种估计方法—— E Bayes估计法 ,对寿命服从指数分布的产品 ,在失效率的先验分布为 Gamma分布时 ,给出了失效率的 E Bayes估计和多层 Bayes估计 ,并在此基础上给出了失效率和可靠度的 E Bayes估计的性质 .结合实际问题进行了计算 ,结果表明提出的 E Bayes估计法可行且便于应用 .The paper develops a estimate method of parameters, which is named as ″expected Bayesian estimation method″. In the case for exponential distribution, when prior distribution of failure rate is Gamma distribution, the expected Bayesian estimation and hierarchical Bayesian estimation of failure rate were given, and on the base the character of expected Bayesian estimation for failure rate and reliability are given. Finally, calculations are performed regarding to practical problems, which show that the expected Bayesian estimation method is feasible and easy to operate.

关 键 词：多层BAYES估计 先验分布 指数分布 失效率 GAMMA分布 参数 性质 产品 估计方法 实际问题 

分 类 号：O211.6[理学—概率论与数理统计]