二项指数2分布的应力强度模型的可靠性估计  

Reliability Estimation of Stress-Strength Model for Binomial Exponential 2 Distribution

作　　者：焦君君 程维虎[1] JIAO Junjun;CHENG Weihu(Faculty of Science,Beijing University of Technology,Beijing,100124,China;School of Mathematics and Statistics,Henan University of Science and Technology,Luoyang,471023,China)

机构地区：[1]北京工业大学理学部,北京100124 [2]河南科技大学数学与统计学院,洛阳471023

出　　处：《应用概率统计》2023年第2期178-196,共19页Chinese Journal of Applied Probability and Statistics

摘　　要：本文讨论了当系统的强度和系统所受的应力服从独立的、不同的二项式指数2分布时系统的可靠性问题.采用了不同的方法来估计可靠性.在估计过程中使用了极大似然(ML)方法、基于Wilson-Hilferty(WH)的正态近似方法和贝叶斯方法.同时,基于正态近似方法、贝叶斯法和Bootstrap法(Boot-p和Boot-t)提出了应力–强度可靠度的置信区间.通过蒙特卡罗模拟比较了不同的方法和相应的置信区间.最后,给出了一个真实数据集的分析进行说明.In this paper,the reliability of a system is discussed when the strength of the system and the stress imposed on it are independent,non-identical binomial exponential 2 distributed random variables.Different methods for estimating the reliability are applied.The maximum likelihood(ML),Wilson-Hilferty(WH)normal-based approximation and Bayesian methods are used in the estimation procedure.Also,we propose confidence intervals of the stress-strength reliability based on the approximate method,Bayesian method and Bootstrap methods(Boot-p and Boot-t).Different methods and the corresponding confidence intervals are compared using Monte-Carlo simulations.Finally,analysis of a real data set is presented for illustrative purposes.

关 键 词：二项指数2分布 应力强度可靠性 极大似然估计 WH正态近似 贝叶斯估计 

分 类 号：O212.1[理学—概率论与数理统计]