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首页> 外文期刊>International journal of quality, statistics, & reliability >Estimation of Failure Probability and Its Applications in Lifetime Data Analysis
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Estimation of Failure Probability and Its Applications in Lifetime Data Analysis

机译：故障概率估计及其在生命周期数据分析中的应用

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摘要

Since Lindley and Smith introduced the idea of hierarchical prior distribution, some results have been obtained on hierarchical Bayesian method to deal with lifetime data. But all those results obtained by means of hierarchical Bayesian methods involve complicated integration compute. Though some computing methods such as Markov Chain Monte Carlo (MCMC) are available, doing integration is still very inconvenient for practical problems. This paper introduces a new method, named E-Bayesian estimation method, to estimate failure probability. In the case of one hyperparameter, the definition of E-Bayesian estimation of the failure probability is provided; moreover, the formulas of E-Bayesian estimation and hierarchical Bayesian estimation and the property of E-Bayesian estimation of the failure probability are also provided. Finally, calculation on practical problems shows that the provided method is feasible and easy to perform.
机译：自从Lindley和Smith提出分层先验分布的思想以来，已经在分层贝叶斯方法上获得了一些处理生命周期数据的结果。但是，所有通过分层贝叶斯方法获得的结果都涉及复杂的积分计算。尽管可以使用诸如马尔可夫链蒙特卡洛（MCMC）之类的某些计算方法，但是对于实际问题，进行集成仍然非常不便。本文介绍了一种新的方法，称为E-贝叶斯估计方法，用于估计故障概率。在一个超参数的情况下，提供了故障概率的E-贝叶斯估计的定义；此外，还提供了E-贝叶斯估计和分层贝叶斯估计的公式以及故障概率的E-贝叶斯估计的性质。最后，通过对实际问题的计算表明，所提供的方法是可行且易于执行的。

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