Ⅱ型双截尾下2阶Erlang分布参数的Bayes估计  

Bayes Estimation of the Second Order Erlang Distribution Parameter under Type-ⅡDoubly Censored Data

作　　者：季海波[1] JI Haibo(School of Liberal and Science,Suqian University,Suqian 223800,China)

机构地区：[1]宿迁学院文理学院,江苏宿迁223800

出　　处：《安庆师范大学学报（自然科学版）》2021年第4期90-93,97,共5页Journal of Anqing Normal University(Natural Science Edition)

基　　金：江苏省宿迁市市级科技计划项目(Z2019110)。

摘　　要：截尾试验是做可靠性试验的常用方法,它被应用于不同分布参数的估计中。本文基于Bayes方法研究Erlang分布的参数估计,在Ⅱ型双截尾试验下,利用似然函数解决2阶Erlang分布的参数Bayes估计问题。在4种不同损失函数下,得到2阶Erlang分布的未知参数θ的Bayes估计的精确表达式。为了比较在不同损失下Bayes估计的优劣,运用Monte-Carlo方法模拟得到各种估计的均值及均方误差,给出损失函数优劣性的选择建议。Censoring test is a common method of reliability test,which is applied to the estimation of parameter of different distribution.In this paper,we study the estimation of the parameter of the Erlang distribution by Bayesian method.Based on the type-Ⅱdoubly censored testing,the Bayes estimator of unknown parameter is solved.The exact expression of unknown parameterθhave been obtained under four different loss functions.In order to understand the pros and cons of Bayes estimations under each function,the Monte Carlo simulation is used to obtain the mean value and mean square error of various estimates,and the various estimates are compared.At last,we give the suggestion of the choice of loss functions.

关 键 词：ERLANG分布 损失函数 BAYES估计 Ⅱ型双截尾 

分 类 号：O212.62[理学—概率论与数理统计]