摘要
主要研究了工业中可靠性指标R=P(Y Metropolis-Hastings和Adaptive Rejection Metropolis Sampling.最后,通过数值模拟和实际数据的分析来对比不同参数估计方法的性能.
In this paper,the problem of estimating the reliability performance R=P(Ym variables from Weibull distribution with the same scale parameters but different shape parameters.The maximum likelihood estimator and the approximate maximum likelihood estimator of R is obtained.Then the correspondent asymptotic distribution is derived and it is used to construct asymptotic confidence interval.The non-parametric bootstrap confidence intervals is also considered in this article.The Bayesian estimation based on different Gibbs techniques:Metropolis-Hastings and Adaptive Rejection Metropolis Sampling is also proposed.Finally,simulation study and real data analysis are presented to illustrate the performance of different estimation methods.
引文
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