E-Bayesian Estimation and Hierarchical Bayesian Estimation of Failure Probability

被引：13

作者：

Han, Ming ^{[1
]}

机构：

[1] Fujian Univ Technol, Dept Math & Phys, Fuzhou 350108, Fujian, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2011年 / 40卷 / 18期

关键词：

E-Bayesian estimation; Failure probability; Hierarchical Bayesian estimation; Reliability; MONTE-CARLO;

D O I：

10.1080/03610926.2010.498643

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article introduces a new parameter estimation method, named E-Bayesian estimation, to estimate failure probability. The method is suitable for the censored or truncated data with small sample sizes and high reliability. The definition, properties and related simulation study of the E-Bayesian estimation are given. A real data set is also discussed. Through the examples, the efficiency and easiness of operation of this method are commended.

引用

页码：3303 / 3314

页数：12

共 8 条

[1] Hierarchical Bayesian Analysis of the Seemingly Unrelated Regression and Simultaneous Equations Models Using a Combination of Direct Monte Carlo and Importance Sampling Techniques
Ando, Tomohiro
Zellner, Arnold
[J]. BAYESIAN ANALYSIS, 2010, 5 (01): : 65 - 95
[2] A tutorial on adaptive MCMC
Andrieu, Christophe
Thoms, Johannes
[J]. STATISTICS AND COMPUTING, 2008, 18 (04) : 343 - 373
[3] Berger J.O., 1985, Statistical decision theory and Bayesian analysis, V2nd
[4] Brooks SP, 1998, J ROY STAT SOC D-STA, V47, P69, DOI 10.1111/1467-9884.00117
[5] Han M, 1997, Chinese Operat Res Manage Sci, V6, P31
[6] E-Bayesian estimation of failure probability and its application
Han, Ming
[J]. MATHEMATICAL AND COMPUTER MODELLING, 2007, 45 (9-10) : 1272 - 1279
[7] LINDLEY DV, 1972, J ROY STAT SOC B, V34, P1
[8] Mao S. S., 1989, Mathematical Theory and Applied Probability, V4, P489

← 1 →