双参数Rayleigh分布环境因子的经验Bayes估计及应用  

Empirical Bayes Estimation and Application for the Environmental Factor of Two-parameter Rayleigh Distribution

作　　者：胡俊梅[1] 师义民[1] 高妮[1] 覃晓琼[1] 

机构地区：[1]西北工业大学应用数学系,西安710072

出　　处：《工程数学学报》2010年第1期85-91,共7页Chinese Journal of Engineering Mathematics

基　　金：国家自然科学基金(70471057)~~

摘　　要：本文针对Rayleigh分布位置参数已知的情形,给出了Rayleigh分布环境因子的极大似然估计和经验Bayes估计,并将环境因子的估计结果应用于Rayleigh部件的可靠性评估,给出了该部件可靠度函数与失效率的估计。最后的随机模拟例子表明,经验Bayes估计优于极大似然估计,并且在考虑环境因子的情形下,Rayleigh部件可靠性指标的估计优于未考虑环境因子时的估计。When the location parameter is known, we discuss the maximum likelihood estimation （MLE） and empirical Bayes estimation （EBE） of environmental factor under a two-parameter Rayleigh distribution. Furthermore, we estimate the reliability performance by using the estimation of environmental factor. Finally, based on the Monte-Carlo simulation, the simulating results show that the accuracy of the EBE is better than that of the MLE and that the reliability assessment is better by considering the environmental factor.

关 键 词：RAYLEIGH分布 环境因子 经验BAYES估计 可靠性评估 

分 类 号：O213.2[理学—概率论与数理统计]