双参数指数分布的可靠寿命的广义置信下限  

A GENERALIZED LOWER CONFIDENCE LIMIT FOR THE RELIABILITY LIFE OF A TWO-PARAMETER EXPONENTIAL DISTRIBUTION

作　　者：董岩[1] 徐兴忠[1] 杨雪姣[1] 

机构地区：[1]北京理工大学数学系,北京100081

出　　处：《系统科学与数学》2008年第9期1109-1117,共9页Journal of Systems Science and Mathematical Sciences

基　　金：国家自然科学基金(10471004;10271013);北京理工大学基础研究基金(20060742018)资助项目.

摘　　要：基于双参数指数分布定数截尾数据,利用Weerahandi给出的广义置信区间的概念,建立了可靠寿命的广义置信下限,并从理论上证明了我们给出的广义置信下限是精确的,即基于广义置信下限的区间估计的覆盖率等于要求的置信水平.广义置信下限需要通过数值方法得到,但是计算方法是简单直接的.在小样本情形下,通过对基于广义置信下限的置信区间与Engelhardt-Bain近似置信区间覆盖率的模拟比较,发现广义置信下限更令人满意.Based on type Ⅱ censored data, a generalized lower confidence limit is constructed for the reliability life of a two-parameter exponential distribution by using the concept of a generalized confidence interval due to Weerahandi. It is shown that the interval is exact, that is, it＇s coverage probability is equal to the required confidence level. The confidence limit has to be numerically obtained, however, the computation is simple and strightforward. For small sample, simulation study shows that compared to the approximate interval due to Engelhardt- Bain, the coverage probability of the confidence interval based on generalized lower confidence limit is more satisfactory.

关 键 词：双参数指数分布 可靠寿命 定数截尾数据 广义枢轴量 广义置信区间 

分 类 号：O213.2[理学—概率论与数理统计] TB114.3[理学—数学]