记录值样本下Rayleigh分布可靠性指标的Bayes估计  

The Bayes Estimation of the Rayleigh Distribution Reliability Index under Record Values Sample

作　　者：高小琪[1] 韦程东[1] 

机构地区：[1]广西师范学院数学与统计科学学院,广西南宁530023

出　　处：《广西师范学院学报（自然科学版）》2016年第1期1-6,共6页Journal of Guangxi Teachers Education University(Natural Science Edition)

基　　金：广西自然科学基金项目(2013JJAA10097);广西高等学校科研项目(201203YB102)

摘　　要：针对记录值样本,研究了Rayleigh分布可靠性指标的参数估计问题.首先给出了可靠性指标的极大似然估计,随后在损失函数为平方误差损失的情形下,应用Lindley近似法导出了Rayleigh分布可靠性指标的Bayes估计,最后利用R软件进行数值模拟,并比较两种参数估计的误差和均方误差,发现在对称损失函数下可靠性指标的Bayes估计值更加接近参数真实值.Based on record values sample,this study aims to investigate the parameter estimation problem on the reliability index of the Rayleigh distribution.Maximum likelihood estimation of the reliability index is obtained in the first place.Then,via Lindley approximation method,the Bayes estimates of the Rayleigh distibution reliability index are exported under square error loss function.At last,numerical simulation is carried out through the use of R software and a comparison between the bias and mean squared error of the estimators is conducted.As a result,this study found the Bayes estimator of reliability index is closer to the real value of parameters under asymmetric loss function,which justifies that the Bayes estimator of reliability index is superior to the traditional maximum likelihood estimation.

关 键 词：记录值 可靠性 Lindley近似法 BAYES估计 

分 类 号：O213[理学—概率论与数理统计]