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引用次数: 0
摘要
研究了在渐进式 II 型普查条件下对双参数反 Weibull 分布的多组分应力强度可靠性 \(R_{k,n}\)进行估计的问题。当所有参数未知时,我们推导出了\(R_{k,n}\)的最大似然估计值、贝叶斯估计值和广义置信区间。我们使用基于签名的方法研究了具有多种类型组件的应力-强度系统的可靠性。当不同类型的随机应力作用在一个复合系统上时,我们推导出多态可靠性的最大间距估计器 MLE。利用广义枢轴量,推导出可靠性的广义置信区间和百分位引导区间。在系统承受的共同应力下,我们还推导出了可靠性参数的估计值。得出了可靠性的不同点估计值和广义自举置信区间。利用蒙特卡洛模拟对经典估计器和贝叶斯估计器进行了风险比较。利用现实生活中的数据集展示了所提出的估计值的应用。
Estimation of multicomponent system reliability for inverse Weibull distribution using survival signature
The problem of estimating multicomponent stress-strength reliability \(R_{k,n}\) for two-parameter inverse Weibull distributions under progressive type-II censoring is considered. We derive maximum likelihood estimator, Bayes estimator and generalised confidence interval of \(R_{k,n}\) when all parameters are unknown. We study the reliability of stress-strength system with multiple types of components using signature-based approach. When different types of random stresses are acting on a compound system, we derive MLE, maximum spacing estimator of multi-state reliability. Using generalized pivotal quantity, the generalized confidence interval and percentile bootstrap intervals of the reliability are derived. Under a common stress subjected to the system, we also derive the estimators of the reliability parameter. Different point estimators and generalized, bootstrap confidence intervals of the reliability are developed. Risk comparison of the classical and Bayes estimators is carried out using Monte-Carlo simulation. Application of the proposed estimators is shown using real-life data sets.
期刊介绍:
The journal Statistical Papers addresses itself to all persons and organizations that have to deal with statistical methods in their own field of work. It attempts to provide a forum for the presentation and critical assessment of statistical methods, in particular for the discussion of their methodological foundations as well as their potential applications. Methods that have broad applications will be preferred. However, special attention is given to those statistical methods which are relevant to the economic and social sciences. In addition to original research papers, readers will find survey articles, short notes, reports on statistical software, problem section, and book reviews.