左截尾双参数指数分布的可靠寿命的广义置信下限  

Generalized Lower Confidence Limit for the Reliability Life of a Left Truncated Two-Parameter Exponential Distribution

作　　者：董岩[1] 徐兴忠[1] 

机构地区：[1]北京理工大学数学系,北京100081

出　　处：《应用概率统计》2010年第3期277-286,共10页Chinese Journal of Applied Probability and Statistics

基　　金：国家自然科学基金(10471004;10771015;10971012);北京理工大学基础研究基金(20060742018)资助

摘　　要：本文基于左截尾双参数指数分布定数截尾数据,利用Weerahandi给出的广义枢轴量和广义置信区间的概念,通过两种不同的方法建立了可靠寿命的广义置信下限.第1种方法利用位置参数无限制时可靠寿命的广义置信下限来定义左截尾情形下可靠寿命的限制广义置信下限,第2种方法基于广义枢轴量在限制参数空间上的条件分布给出可靠寿命的条件广义置信下限.我们分别研究了这两种置信下限的性质,给出了简单易行的数值计算方法.模拟比较表明限制广义置信下限具有好的覆盖率性质,条件广义置信下限的覆盖率与参数取值有关,但它有时比限制广义置信下限具有更大均值和更小标准差.Based on type II censored data, generalized lower confidence limit is constructed by two different procedures for the reliability life of a left truncated two-parameter exponential distribution, using the concept of generalized pivotal quantity and generalized confidence interval due to Weerahandi. One procedure is to define the restricted generalized lower confidence limit for the reliability life of a left truncated two-parameter exponential distribution using the generalized lower confidence limit constructed in the case that the location parameter is not restricted. The other is to find the conditional generalized lower confidence limit for the reliability life based on the conditional distribution of generalized pivotal quantity. We investigate the properties of the two lower confidence limits respectively and present simple numerical calculation procedures. Simulation study showns that restricted generalized lower confidence limit gives good coverage probability, coverage probability of conditional generalized lower confidence limit is related to the values of the parameters, but it＇s mean is bigger and it＇s variance is smaller in some cases compared with the restricted generalized lower confidence limit.

关 键 词：左截尾双参数指数分布 可靠寿命 定数截尾数据 广义枢轴量 广义置信区间 限制 广义置信下限 条件广义置信下限 

分 类 号：O213.2[理学—概率论与数理统计]