基于随机加权的Bayes方法在可靠性参数估计中的应用  

Application of Bayesian method based on random weighting in reliability parameter estimation

作　　者：白永生[1] 温亮[1] 

机构地区：[1]军械工程学院装备指挥与管理系,石家庄050003

出　　处：《计算机工程与应用》2007年第18期229-230,233,共3页Computer Engineering and Applications

摘　　要：在小子样条件下,通过随机加权重采样技术,获得兴趣变量的分布函数,将其作为先验信息与当前样本信息相结合,然后通过贝叶斯方法对可靠性参数进行估计。仿真算例证明,这种方法在进行可靠性参数估计时较经典参数估计方法有更高的精确性。Under small-samples,a random weighting resampling method is implemented,which builds the prior distributions of parameters of interest,then Bayesian statistical algorithm is used to estimate the reliability parameters by combining prior information with the currently observed distribution.A Matlab program is developed to perform random weighting resampling and Bayesian calculation.A simulation example is also given to verify the effective and precision of this statistical inference.

关 键 词：随机加权 贝叶斯方法 小子样 参数估计 

分 类 号：TB114.3[理学—概率论与数理统计]