【摘 要】
:
讨论可靠性评估中利用先验信息的问题.在参数先验分布容易确定的场合,可利用先验信息对参数的经典估计进行修正(即给出Bayes估计),再基于该估计用经典的WCF方法给出系统可靠
【机 构】
:
中国科学院数学与系统科学研究院应用数学研究所,中国科学院数学与系统科学研究院系统科学研究所
论文部分内容阅读
讨论可靠性评估中利用先验信息的问题.在参数先验分布容易确定的场合,可利用先验信息对参数的经典估计进行修正(即给出Bayes估计),再基于该估计用经典的WCF方法给出系统可靠度的置信下限.该方法具有很好的精度,并克服了纯Bayes方法受先验偏差影响较大的缺点.文章对上述进行了补充,讨论了指数定时截尾数据情形下利用先验信息的可靠性评定问题.给出了一种融合先验信息和试验数据的参数估计,该估计的特点是具有独立和的形式,基于该估计用WCF法比基于通常的Bayes估计简单.另外,对参数先验分布难以确定的多参数寿命分布模型(如Weibull分布,本文在仅知其可靠度先验分布或可靠度先验一阶、二阶矩及可靠度的某先验分位点的条件下(事实上工程专家较易给出上述可靠度的有关先验信息),将Bayes,Fiducial及经典统计方法相结合,用可靠度的先验信息直接对可靠度的经典限作修正以获得融合了先验信息及试验数据的置信下限,模拟表明该种处理具有很好的精度,适合工程应用.
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