对数稳定分布加速寿命试验的贝叶斯分析

doi:10.12341/jssms10377

系统科学与数学 ›› 2011, Vol. 31 ›› Issue (4): 448-457.DOI: 10.12341/jssms10377

对数稳定分布加速寿命试验的贝叶斯分析

李海芬, 汤银才

华东师范大学金融与统计学院, 上海

收稿日期:2009-11-17 修回日期:1900-01-01 出版日期:2011-04-25 发布日期:2011-08-16

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李海芬;汤银才. 对数稳定分布加速寿命试验的贝叶斯分析[J]. 系统科学与数学, 2011, 31(4): 448-457.

LI Haifen;TANG Yincai. BAYESIAN STATISTICAL ANALYSIS OF ACCELERATED LIFE TESTS FOR LOG-STABLE DISTRIBUTION[J]. Journal of Systems Science and Mathematical Sciences, 2011, 31(4): 448-457.

BAYESIAN STATISTICAL ANALYSIS OF ACCELERATED LIFE TESTS FOR LOG-STABLE DISTRIBUTION

LI Haifen, TANG Yincai

Schools of Finance and Statistics, East China Normal University

Received:2009-11-17 Revised:1900-01-01 Online:2011-04-25 Published:2011-08-16

对数稳定分布与对数正态分布相比具有厚尾等良好的特性, 由于没有显式的密度函数,
其参数估计有一定的困难. 运用Gibbs抽样方法给出了对数稳定分布的Bayes参数估计,
与对数正态分布参数估计进行了比较, 并应用到恒加寿命试验数据的分析中. 模拟研究
说明了该方法的有效性, 对数稳定分布作为新的寿命分布是合适的.

关键词： 对数稳定分布, Bayes方法, 恒加寿命试验, Gibbs抽样.

Log-stable distribution has better properties than log-normal distribution. It is difficult to estimate the parameters because of the lack of closed formulae for its density and cumulative distribution. Bayesian approach via Gibbs sampling is
used to estimate the parameters in the log-stable distribution and
compared with log-normal distribution. The approach is further
applied to the constant stress accelerated life test. Simulation
shows that the approach is efficient and the log-stable distribution
is suitable as a new life time distribution.

Key words: Log-Stable distribution, bayesian approach, constant stress accelerated life test, Gibbs sampling.

MR(2010)主题分类:

62F15

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