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用Gibbs抽样算法计算定数截尾时Weibull分布的贝叶斯估计
Bayesian Analysis of Weibull Distribution by Using Gibbs Sampler
【摘要】 本文假设产品寿命服从两参数 Weibull分布 ,在定数截尾寿命试验的情况下 ,利用近年来发展起来的 Gibbs抽样算法 ,设计了计算参数贝叶斯估计的 Gibbs抽样方案 ,计算了一个实例并与经典的 BL UE和 BL IE估计结果进行比较。结果表明 ,较之传统的数值积分法 ,Gibbs抽样算法使用起来方便直接 ,更适合于计算可靠性指标的贝叶斯估计
【Abstract】 To make the bayesian inference for life-testing problems involving Weibull Disfribution,an approach based on Gibbs Sampler is proposed in this paper.One empirical example illustrates the Ueility of the approach,and the estimation results are compared with the traditional BLUE and BLIE.it is shown that using this approach to evaluate the Bayesian estimates is more comvenient and straightforward than the numerical integration method.
【关键词】 贝叶斯估计;
Gibbs抽样;
Weibull分布;
【Key words】 Bayesian Analysis; gibbs Sampler; Weibull distribution.;
【Key words】 Bayesian Analysis; gibbs Sampler; Weibull distribution.;
- 【文献出处】 数理统计与管理 ,APPLICATION OF STATISTICS AND MANAGEMENT , 编辑部邮箱 ,2000年02期
- 【分类号】C81
- 【被引频次】34
- 【下载频次】577