自适应逐步II型混合截尾恒加寿命试验下广义指数分布的统计分析

Statistical Analysis in Constant-Stress Accelerated Life Tests for Generalized Exponential Distribution Based on Adaptive Type-II Progressive Hybrid Censored Data

  • 摘要: 在自适应逐步II型混合截尾恒定应力加速寿命试验下, 讨论了两参数广义指数分布的统计分析. 利用EM算法和最小二乘法相结合的新方法推导出未知参数与可靠度函数的点估计, 通过信息缺失原则得到了观测Fisher信息阵和尺度参数的渐近无偏估计. 利用估计的渐近正态性和参数bootstrap方法构造了参数的置信区间. 最后运用Monte-Carlo方法分别对得到的点估计和区间估计的精度进行研究, 结果表明尺度参数的渐近无偏估计优于相应的两步估计, Boot-p置信区间比相应的渐近置信区间更精确.

     

    Abstract: Based on adaptive type-II progressive hybrid censored data statistical analysis for constant-stress accelerated life test (CS-ALT) with products' lifetime following two-parameter generalized exponential (GE) distribution is investigated. The estimates of the unknown parameters and the reliability function are obtained through a new method combining the EM algorithm and the least square method. The observed Fisher information matrix is achieved with missing information principle, and the asymptotic unbiased estimate (AUE) of the scale parameter is also obtained. Confidence intervals (CIs) for the parameters are derived using asymptotic normality of the estimators and the percentile bootstrap (Boot-p) method. Finally, Monte Carlo simulation study is carried out to investigate the precision of the point estimates and interval estimates, respectively. It is shown that the AUE of the scale parameter is better than the corresponding two-step estimation, and the Boot-p CIs are more accurate than the corresponding asymptotic CIs.

     

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