双参数指数分布的可靠寿命的广义置信下限

董岩;徐兴忠;杨雪姣

系统科学与数学 ›› 2008, Vol. 28 ›› Issue (9) : 1109-1117.

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系统科学与数学 ›› 2008, Vol. 28 ›› Issue (9) : 1109-1117. DOI: 10.12341/jssms10171
论文

双参数指数分布的可靠寿命的广义置信下限

    董岩, 徐兴忠, 杨雪姣
作者信息 +

A Generalized Lower Confidence Limit for the Reliability Life of a Two-Parameter Exponential Distribution

    DONG Yan, XU Xingzhong, YANG Xuejiao
Author information +
文章历史 +

摘要

基于双参数指数分布定数截尾数据,利用Weerahandi给出的广义置信区间的概念,建立了可靠寿命的广义置信下限,并从理论上证明了我们给出的广义置信下限是精确的,即基于广义置信下限的区间估计的覆盖率等于要求的置信水平.广义置信下限需要通过数值方法得到,但是计算方法是简单直接的.在小样本情形下,通过对基于广义置信下限的置信区间与Engelhardt-Bain近似置信区间覆盖率的模拟比较,发现广义置信下限更令人满意.

Abstract

Based on type II censored data, a generalized lower confidence limit is constructed for the reliability life of a two-parameter exponential distribution by using the concept of a generalized confidence interval due to Weerahandi. It is shown that the interval is exact, that is, it's coverage probability is equal to the required confidence level. The confidence limit has to be numerically obtained,
however, the computation is simple and strightforward. For small sample, simulation study shows that compared to the approximate interval due to Engelhardt-Bain, the coverage probability of the confidence interval based on
generalized lower confidence limit is more satisfactory.

关键词

双参数指数分布 / 可靠寿命 / 定数截尾数据 / 广义枢轴量 / 广义置信区间.

Key words

Two-parameter exponential distribution / reliability life / type II censored data / generalized pivotal quantity / generalized confidence interval.

引用本文

导出引用
董岩 , 徐兴忠 , 杨雪姣. 双参数指数分布的可靠寿命的广义置信下限. 系统科学与数学, 2008, 28(9): 1109-1117. https://doi.org/10.12341/jssms10171
DONG Yan , XU Xingzhong , YANG Xuejiao. A Generalized Lower Confidence Limit for the Reliability Life of a Two-Parameter Exponential Distribution. Journal of Systems Science and Mathematical Sciences, 2008, 28(9): 1109-1117 https://doi.org/10.12341/jssms10171
中图分类号: 62N05   
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