基于经验贝叶斯和e-贝叶斯估计的渐进式ii型截尾条件下浴缸形分布可靠性分析

W. Shi, Wenhao Gui
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引用次数: 0

摘要

本文研究了基于渐进式ii型截尾样本的浴缸形分布的经验贝叶斯估计和e-贝叶斯估计的性能。这两种估计方法克服了贝叶斯方法中超参数的选择问题。经验贝叶斯分析采用经典方法确定超参数。e -贝叶斯估计利用超参数的先验分布来推导贝叶斯估计的期望。在误差平方损失和LINEX损失函数下,导出了参数的估计。广泛的模拟显示了经验贝叶斯估计和e -贝叶斯估计的结果。此外,基于一般渐进式ii型截尾样本,提出了基于经验贝叶斯估计的浴缸形分布参数分析方法。采用经验贝叶斯和e -贝叶斯方法对机电领域和医疗生存分析的两个数据集进行了分析。
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Reliability analysis of bathtub-shaped distribution using empirical Bayesian and E-Bayesian estimations under progressive Type-II censoring
This paper investigates the performance of empirical Bayesian and E-Bayesian estimation of the bathtub-shaped distribution based on the progressive Type-II censored samples. These two estimations overcome the selection of hyperparameters in the Bayesian method. The empirical Bayesian analysis employs the classical approach to determine the hyperparameters. The E-Bayesian estimation uses the prior distribution of hyperparameters to derive the expectation of Bayesian estimates. The estimates of parameters are derived under the squared error loss and LINEX loss functions. The extensive simulations show the results of the empirical Bayesian estimates and the E-Bayesain estimates. Further, the empirical Bayesian estimation is also presented to analyze the parameters of bathtub-shaped distribution based on the general progressive Type-II censored samples. The two datasets from the electromechanical field and medical survival analysis are analyzed using the empirical Bayesian and E-Bayesian methods.
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来源期刊
CiteScore
4.50
自引率
19.00%
发文量
81
审稿时长
6-12 weeks
期刊介绍: The Journal of Risk and Reliability is for researchers and practitioners who are involved in the field of risk analysis and reliability engineering. The remit of the Journal covers concepts, theories, principles, approaches, methods and models for the proper understanding, assessment, characterisation and management of the risk and reliability of engineering systems. The journal welcomes papers which are based on mathematical and probabilistic analysis, simulation and/or optimisation, as well as works highlighting conceptual and managerial issues. Papers that provide perspectives on current practices and methods, and how to improve these, are also welcome
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