基于威布尔辅助模型的参数估计方法在伽玛分布的应用  

GAMMA DISTRIBUTION APPLICATION OF PARAMETER ESTIMATION METHOD BASED ON WEIBULL AUXILIARY MODEL

作　　者：肖世海 蒋仁言[1] XIAO ShiHai;JIANG RenYan(School of Automotive and Mechanical Engineering,Changsha University of Science and Technology,Changsha 410114,China)

机构地区：[1]长沙理工大学汽车与机械工程学院,长沙410114

出　　处：《机械强度》2023年第3期620-625,共6页Journal of Mechanical Strength

基　　金：国家自然科学基金项目(71771029)资助。

摘　　要：由于现场所需观察的系统较多且观测时间相对于产品的平均寿命较短,实际收集的寿命数据往往是高度截尾数据。对于此类数据,经典的参数估计方法不能提供精确且稳健的估计。为此,提出了一种基于威布尔辅助模型的参数估计方法,并使用一个数值实验证实了该方法在高度截尾数据条件下,可以为伽玛分布提供比经典参数估计方法更精确、更稳健的估计。Since there are more systems to be observed on the sites and the observation time is shorter than the average life of the product,the life data actually collected is often heavily censored data.For such data,the classical parameter estimation methods can’t provide accurate and robust estimation.For this reason,a parameter estimation method based on the Weibull auxiliary model is proposed,and the numerical experiment results validate that this method can provide a more accurate and robust estimation of the gamma distribution than the classical parameter estimation method under the condition of heavily censored data.

关 键 词：伽玛分布 性能评估 高度截尾数据 威布尔辅助模型 

分 类 号：TB114.3[理学—概率论与数理统计]