产品失效率的验前分布稳健性分析Robustness analysis for the prior distribution
黄藏红;师义民;柴建;
摘要(Abstract):
研究Bayes统计分析中利用验前信息的稳健性.首先,用一般方法研究了指数寿命型分布中失效率的验前分布的稳健性.然后利用Gamma分布函数的典型性质,并以平方损失下的后验期望损失为判别准则,讨论了失效率的最优Bayes稳健区间,给出了失效率的最优Bayes稳健点估计.
关键词(KeyWords): 稳健Bayes估计;验前分布;最优Bayes稳健区间;最优Bayes稳健点估计函数
基金项目(Foundation): 国家自然科学基金(70471057);; 陕西省教育厅自然科学基金(03Jk065)
作者(Authors): 黄藏红;师义民;柴建;
参考文献(References):
- [1]Berger J.Statistical Decision Theory and Bayesian Analysis [M].2nd ed.Berlin:Springer Verlag,1985.
- [2]Berger J,Berliner L M.Robust Bayes empirical Bayes analysis withε-contaminated priors [J].Ann.Statist, 1986,14:461-486.
- [3]张金槐.验前分布的稳健性[J].国防科技大学学报,2000,6:17.22.
- [4]Li Yuanzhang,Lal Saxena K M.Optimal robust Bayes estimation [J].Journal of Statistical Planning and Inference,1995,46:365-380.
- [5]Malay Ghosh,Dal Ho Kim.Robust Bayes analysis with partially exchangeable priors [J].Journal of Statistical Planning and Inference,2002,102:99-107.
- [6]Agata Boratyriska.On Bayes robustness with the e-contamination class of priors [J].Statistics and Probability Letters,1996,26:323-328.
- [7]Consonni G,Veronese P.A Bayes method for combining results from several binomial experiments [J].Amer. Statist.Assoc.,1995,90:935-944.