混合指数分布的参数估计

Estimation of Parameters of Mixed Exponential Distribution

  • 摘要: 混合指数分布是寿命数据分析中一个非常重要的统计模型\bd 但是利用正规的统计方法如矩估计、极大似然估计等估计模型的参数往往比较困难\bd 本文应用EM算法详细研究了混合指数分布在正常工作条件下和在进行恒加应力加速寿命实验条件下, 在完全数据场合、I-型截尾和II-型截尾场合的参数估计问题\bd 模拟说明利用EM算法来估计混合指数分布是一种非常有效的方法.

     

    Abstract: Mixed exponentially distribution failure time distributions play an important role in life time data analysis. But we may encounter enormous difficulties when we try to estimate the model by traditional methods such as maximize likelihood (ML) estimation and moment estimation. In this paper, we employ the EM algorithm to obtain the ML estimation for the mixed exponential model under the normal stress life time test with full data or censored samples. The iteration formula are given in the paper. Simulations are also made to evidence the performance of estimation.

     

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