序贯k-out-of-n系统在序约束下参数的估计和算法

Order Restricted Estimation of Parameters and Algorithm for Sequential k-out-of-n Systems with Covariates

摘要: 本文主要研究带有协变量的序贯k-out-of-n模型.我们假定给定协变量寿命的分布是指数分布, 对指数分布的刻度参数建立了对数线性模型.研究了在序约束下模型参数的最大似然估计及最大似然估计量的性质,并且给出了最大似然估计的具体算法并进行了模拟.

Abstract: In this paper we focus on the sequential k-out-of-n model with covariates. We assume that the lifetime distribution given covariates belongs to the exponential family, and deal with log-linear model of the scale parameter of the exponential distribution. The maximum likelihood estimators (MLEs) of the model parameters with order restrictions are derived and some properties of the MLEs are discussed, and we give the algorithm of MLES and the result of simulation.