逐步Ⅱ型截尾情形下逆-Weibull部件的Bayes估计

摘要

In this article,the maximum likelihood estimation and Bayes estimation of life parameter of the inverse Weibull componentare is obtained by utilizing on Type-II progressively censored samples. Through using simple iterative methods,the numerical solution of maximum likelihood estimator of the life parameters is given. Then the Bayes estimation of the life parameters is obtained under different prior distribution and different loss function. The results of the estimations is compared by using Monte-Carlo simulation..It is shown that Bayes estimation is better than the maximum likelihood estimation,and it has the least error under the LINEX loss function.%在逐步Ⅱ型截尾试验下，研究了逆-Weibull部件寿命参数的极大似然估计和Bayes估计。利用简单迭代方法，给出了寿命参数的极大似然估计的数值解。然后基于不同的先验分布，得到不同损失函数下寿命参数的Bayes估计。最后，运用Monte-Carlo方法对各估计结果作了模拟比较，结果表明Bayes估计优于极大似然估计，且LINEX损失下的Bayes估计误差最小。