基于广义半逻辑分布的应力--强度模型统计推断
Statistical Inference of Stress-Strength Models Based on the Generalized Half Logistic Distribution
-
摘要: 本文通过研究了独立两总体广义半逻辑分布情形下应力--强度模型可靠度统计推断问题, 具体推导出可靠度的极大似然估计和贝叶斯估计. 基于平均偏差(均方误差)以及覆盖概率(平均区间长度), 分析比较了两种估计量的数值表现. 分析结果表明, 当两总体参数相同时, 贝叶斯估计量表现较好; 但当两总体参数不同时, 极大似然估计量表现较好. 最后, 以顾客到两家银行办理业务等待时间为例, 说明该理论的具体应用.Abstract: This paper deals with reliability inference results in R=\pr(Y<X) when X and Y are independently generalized half logistic distributed random variables. The maximum likelihood estimator and Bayesian estimator of R are obtained. Exact and asymptotic confidence intervals are also discussed. Testing of the reliability based on exact distribution of the maximum likelihood estimator is discussed. Two different estimators are compared using simulations and one data analysis has been performed for illustrative purposes.