双边定数截尾场合双参数指数分布的贝叶斯推断  

Bayesian Inference for Two-parameter Exponential Distribution under Type-Ⅱ Doubly Censored in a Nonlinear Wave Equation

作　　者：李艳玲[1] 赵选民[1] 张未未[1] 

机构地区：[1]西北工业大学理学院应用数学系,西安710072

出　　处：《工程数学学报》2005年第5期846-852,共7页Chinese Journal of Engineering Mathematics

基　　金：国家自然基金(79970022);航空基金(02J53079).

摘　　要：本文给出了双边定数截尾下,双参数指数分布中参数及可靠性指标的Bayes估计,并且给出了未来观测值的贝叶斯预测问题,最后给出了一个数值例子进行了数值模拟,结果表明文中的方法是可行的。In this paper, Bayesian estimation of parameters and index of reliability from two-parameter exponential distribution under Type-Ⅱ doubly censored were given. The problem of predicting an independent future sample was considered from the same distribution in a Bayesian setting. Finally, a numerical example is simulated. The result indicated that the proposed method is feasible.

关 键 词：双边定数截尾 双参数指数分布 贝叶斯估计 随机模拟 

分 类 号：O213.2[理学—概率论与数理统计]