定数截尾场合下具有位置参数的三参数寿命分布的参数估计  

Parameter Estimation of Three-parameter Life Distribution with Positional Parameters under Fixed Number Censoring

作　　者：徐晓岭 顾蓓青 王蓉华[2] Xu Xiaoling;Gu Beiqing;Wang Ronghua

机构地区：[1]上海对外经贸大学统计与信息学院 [2]上海师范大学数理学院

出　　处：《工程机械》2024年第2期90-99,I0005,共11页Construction Machinery and Equipment

基　　金：国家自然科学基金资助项目(11671264)。

摘　　要：具有位置参数的三参数寿命分布在定数截尾场合下求取参数的估计是一个比较困难的问题,现有的方法大多计算相当复杂(如极大似然估计等,都涉及复杂的超越方程组求解问题)。针对三参数Weibull分布、三参数对数正态分布和三参数BS疲劳寿命分布给出一种求参数点估计的简易算法,这种方法不仅编写程序简便,而且所得到的分布函数更接近于经验分布函数,统计意义明显。通过若干算例说明该方法的应用,并与原有的估计方法进行相应的比较,结果表明该方法优势明显。It is a difficult problem to estimate the parameters of the three-parameter life distribution with positional parameters under the fixed number censoring,and most of the existing methods are computationally complex(e.g.maximum likelihood estimation,which involves a complex transcendental equation solving problem).For the three-parameter Weibull distribution,three-parameter log-normal distribution and three-parameter BS fatigue life distribution,a simple algorithm for parameter point estimation is given,which is not only easy to program,but also obtains the distribution function closer to the empirical distribution function,with obvious statistical significance.The application of this method is illustrated through several examples,and compared to the original estimation method,this method has obvious advantages.

关 键 词：三参数WEIBULL分布 三参数对数正态分布 三参数BS疲劳寿命分布 定数截尾 

分 类 号：O212.1[理学—概率论与数理统计]