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研究生:楊瑾棋
研究生(外文):Chin-Chi Yang
論文名稱:混合分配下區間設限樣本的可靠度推論研究
論文名稱(外文):Reliability Inference Based on the Interval-Censored Samples of Mixture Distributions
指導教授:蔡宗儒蔡宗儒引用關係
指導教授(外文):Tzong-Ru Tsai
口試委員:吳柏林林豐澤
口試日期:2017-06-28
學位類別:碩士
校院名稱:淡江大學
系所名稱:統計學系碩士班
學門:數學及統計學門
學類:統計學類
論文種類:學術論文
論文出版年:2017
畢業學年度:105
語文別:中文
論文頁數:34
中文關鍵詞:混合分配設限樣本貝氏估計馬可夫鏈蒙地卡羅演算法最大概似估計
外文關鍵詞:Mixed distributionCensored sampleBayesian estimationMarkov chain Monte Carlo algorithmMaximum likelihood estimation
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當製造商的元件來自兩個供應商,且個別供應商的元件品質可能不一致時,在混合的比例已知的條件下,本論文採用元件壽命服從韋伯分配的假設,研究在逐步型一區間設限樣本之混合韋伯分配下的參數估計問題,使用 Metropolis-Hasting 馬可夫鏈蒙地卡羅演算法得到模型的參數估計的結果,並以蒙地卡羅模擬評估估計方法的成效。通過模擬結果得到在大樣本下,本論文提出的估計結果相對穩定。
When two suppliers supply components to a manufacturing company and the components from different suppliers could have different levels of quality, the mixed Weibull distributions is considered as the lifetime model of components. Moreover, an analytical Metropolis-Hasting Markov chain Monte Carlo procedure is proposed to estimate the model parameters. A simulation study is carried out to evaluate the performance of the proposed estimation method. Simulation results show that the proposed estimation method perform well with large samples.
目錄
中文摘要 I
Abstract II
目錄 III
圖目錄 IV
表目錄 V
第一章 緒論 1
第二章 統計方法 7
2.1 統計模型 7
2.2 MCMC演算法 9
第三章 模擬結果 14
第四章 結論 28
參考文獻 29

圖目錄
圖3.1 混合韋伯分配曲線圖 β,θ_1 、θ_2= (a) (3.4,2.3,4.3) (b) (3.4,2.3,6.3) (c) (3.4,4.3,6.3) (d) (5,2.3,4.3) (e) (5,2.3,6.3) (f) (5,4.3,6.3) (g) (10,2.3,4.3) (h) (10,2.3,6.3) (i) (10,4.3,6.3)。 16

表目錄
表3.1 c= 0.7之 β_1 、θ_1 、β_2 、θ_2 的偏差與均方誤差 19
表3.2 c= 0.7之 β_1 、θ_1 、β_2 、θ_(2 )的偏差與均方誤差 19
表3.3 c= 0.7之 β_1 、θ_1 、β_2 、θ_(2 )的偏差與均方誤差 20
表3.4 c= 0.7之 β_1 、θ_1 、β_2 、θ_(2 )的偏差與均方誤差 20
表3.5 c= 0.7之 β_1 、θ_1 、β_2 、θ_2 的偏差與均方誤差 21
表3.6 c= 0.7之 β_1 、θ_1 、β_2 、θ_(2 )的偏差與均方誤差 21
表3.7 c= 0.7之 β_1 、θ_1 、β_2 、θ_(2 )的偏差與均方誤差 22
表3.8 c= 0.7之 β_1 、θ_1 、β_2 、θ_2 的偏差與均方誤差 22
表3.9 c= 0.7之β_1 、θ_1 、β_2 、θ_2 的偏差與均方誤差 23
表3.10 c= 0.5之 β_1 、θ_1 、β_2 、θ_2 的偏差與均方誤差 23
表3.11 c= 0.5之β_1 、θ_1 、β_2 、θ_2 的偏差與均方誤差 24
表3.12 c= 0.5之β_1 、θ_1 、β_2 、θ_(2 )的偏差與均方誤差 24
表3.13 c= 0.5之 β_1 、θ_1 、β_2 、θ_2 的偏差與均方誤差 25
表3.14 c= 0.5之 β_1 、θ_1 、β_2 、θ_2 的偏差與均方誤差 25
表3.15 c= 0.5之 β_1 、θ_1 、β_2 、θ_2 的偏差與均方誤差 26
表3.16 c= 0.5之 β_1 、θ_1 、β_2 、θ_2 的偏差與均方誤差 26
表3.17 c= 0.5之 β_1 、θ_1 、β_2 、θ_2 的偏差與均方誤差 27
表3.18 c= 0.5之 β_1 、θ_1 、β_2 、θ_(2 )的偏差與均方誤差 27
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