Bayes方法应用中验前信息可信度的影响分析  

Influence Analysis of Prior Reliability in Bayes Method Application

作　　者：刘琦 武小悦[1] 

机构地区：[1]国防科学技术大学信息系统与管理学院,湖南长沙410073

出　　处：《航空计算技术》2010年第6期1-4,9,共5页Aeronautical Computing Technique

基　　金：国家自然科学基金资助项目(70571083)

摘　　要：Bayes方法已在航空航天类装备的参数估计与决策分析中得到了广泛应用。但现有的研究主要集中于验前分布的构造与方法的工程应用,而对验前信息或验前分布可信性影响的分析较少。给出了验前可信度的定义与计算方法,建立了验前可信度的影响分析模型,给出了基于验前可信度要求的验后置信区间计算方法。以装备精度分析为例,给出了验前可信度影响的分析结果。Bayesian method has been widely used in parameter evaluation and decision making of aerospace equipment.However,existing studies paid more attention on the prior distribution construct and method engineering applications,had fewer discourses on the reliability influence analysis of prior information or prior distribution.In this paper,the definition and calculation method of prior reliability were presented,the influence analysis model was build,and calculation method for posterior confidence interval considering prior reliability was given.For an equipment accuracy analysis example,the influence analysis result is exhibited.

关 键 词：航空航天 验前可信度 影响 BAYES方法 

分 类 号：O212[理学—概率论与数理统计]