左截断右删失数据下离散型寿命失效率变点模型的Bayes参数估计  

Bayesian Parameter Estimation of Failure Rate Model with a Change Point under Discrete Life Case for Left Truncated and Right Censored Data

作　　者：何朝兵[1] 郭梦雪 高唱[1] 李静[1] HE Chao-bing GUO Meng-xue GAO Chang LI Jing(School of Mathematics and Statistics, Anyang Normal University, Anyang 455000, Chin)

机构地区：[1]安阳师范学院数学与统计学院,河南安阳455000

出　　处：《数学的实践与认识》2016年第24期194-204,共11页Mathematics in Practice and Theory

基　　金：河南省高等学校重点科研项目(16A110001);安阳师范学院大学生创新基金(ASCX/2016-Z120)

摘　　要：利用EM算法和MCMC方法得到了左截断右删失数据下离散型寿命失效率变点模型的参数估计.利用筛选法对缺失数据进行填充,对各参数进行Gibbs抽样.随机模拟证实方法可行且参数估计的精度较高.Parameter estimations of failure rate model are obtained with a change point under discrete life case for left truncated and right censored data by EM algorithm and MCMC method. The missing data is filled in by screening method. The parameters are sampled by Gibbs sampler. The random simulation confirms that the methods are practicable and estimations have high precision.

关 键 词：左截断右删失数据 失效率 变点 几何分布 EM算法 MCMC方法 

分 类 号：O212.8[理学—概率论与数理统计]