响应变量随机缺失下的变系数部分线性模型的经验似然推断

本文考虑了响应变量随机缺失下的变系数部分线性模型的估计问题。利用经验似然方法,给出了参数部分的调整经验似然比函数,证明其渐近服从标准卡方分布。进而构造了参数部分的置信域,得到了其极大经验似然估计的最优参数收敛速度和渐近半参数有效界。模拟结果表明调整经验似然方法优于未调整的经验似然方法。     

Weibull型部件的参数估计方法研究

本文针对Weibull型部件的参数估计问题,在极大似然估计和Bayes估计的一般计算方法的基础上,进一步分析在已知寿命分布类型情况下,对寿命分布参数进行估计的具体方法。在此基础上,重点分析Bayes估计在装备使用数据下的应用。     

基于隐蔽的系统成败型数据的元件可靠性的极大似然估计和区间估计

考虑由３个独立工作的成败型元件组成的串联系统，利用隐蔽的系统寿命试验数据求元件可靠性的极大似然估计和区间估计，给出了数值例子。     

逐步增加Ⅱ型截尾下Weibull分布的Bayes估计

基于逐步增加的Ⅱ型截尾,讨论了Weibull分布的Bayes估计。在平方损失和LINEX损失下,利用LindelyBayes近似算法得到了形状参数,尺度参数,失效率函数以及可靠度函数的极大似然估计和Bayes估计。最后运用Monte Carlo方法对各估计结果的RMSE,进行了模拟比较。表明了LINEX损失下的结果更有效。     

关于模糊环境中统计参数估计

利用了模糊随机变量理论探讨多元统计分析中模型环境下总体分布未知参数的估计方法，定义新的多维模糊数据，给出参数的一致估计，无偏估计及极大似然估计的定义及相关性质。     

阿伦尼斯模型下可靠性增长数据的统计分析

本文以阿伦尼斯（Arrhenius）模型作为环境应力模型，解决利用不同环境应力下可靠性增长试验数据，求试验结束时设备可靠度的置信下限问题。给出了模型参数的极大似然估计，进而求出可靠度的置信下限。模拟研究结果表日月，上述方法效果良好，估计的精度能满足工程要求。     

Weibull分布参数估计教学中的比较研究

Weibull分布是可靠性分析中应用最广的～类分布,其参数估计一直是研究的热点,也是教学的重点。本文以两参数Weibull分布模型为例,讨论其完全数据下矩估计,极大似然估计,最小二乘估计的方法,并举例说明各种方法的特点。     

含有屏蔽数据的截尾样本下部件的可靠性分析

基于屏蔽的系统寿命数据,讨论串联系统中Burr XII部件的可靠性估计问题.利用定数截尾样本,通过Bayes分析方法分别在平方损失、q-对称熵损失、Linex损失以及MLinex损失下给出了部件未知参数、可靠度函数和失效率函数的Bayes估计.最后通过Monte-Carlo方法进行随机模拟,研究截尾数和屏蔽水平对估计效果的影响并对各种估计进行了比较.     

基于极大似然估计的多参考点模态参数识别方法

在考虑随机噪声的情况下,实现了一种基于极大似然估计的多参考点频域模态参数识别方法。该方法采用频响函数的右矩阵分式模型,通过噪声的协方差矩阵对误差向量加权,使用离散时间域中基函数改善数值求解性态。模态参数的估计过程分为两步:首先由基于最小二乘估计的polyLSCF算法获取迭代初值,然后通过Gauss-Newton方法对极大似然函数进行迭代优化,得到精度更高的模态参数识别结果。采用GARTEUR仿真算例对所给出的方法进行了验证,结果表明:在高噪声情况下,利用噪声信息的极大似然估计方法能够显著提高模态参数的识别精度,特别是阻尼的识别精度。     

右删失数据下Pareto分布参数的经验Bayes渐近性质

本文借助经验Bayes方法研究了Pareto分布参数的双边检验,由于此方法无需对先验分布强加限制,因而非常稳健。在随机右删失的情形下,为了估计未知的边缘密度函数及其导数,首先引入核估计方法,从而,进一步构造了参数的经验Bayes检验函数,并获得了所提出的检验函数的渐近最优性及其收敛速度。     

A novel pseudo‐maximum likelihood estimation method for accelerated degradation tests under Wiener process

For reliability assessment based on accelerated degradation tests (ADTs), an appropriate parameter estimation method is very important because it affects the extrapolation and prediction accuracy. The well‐adopted maximum likelihood estimation (MLE) method focuses on interpolation fitting and obtains results via maximizing the likelihood of the observations. However, a best interpolation fitting does not necessarily yield a best extrapolation. In this paper, therefore, a pseudo‐MLE (P‐MLE) method is proposed to improve the prediction accuracy of constant‐stress ADTs by considering the degradation mechanism equivalence under Wiener process. In particular, the degradation mechanism equivalence is characterized by a mechanism equivalence factor which presents the proportional relationship between degradation rate and variation. Then, the mechanism equivalence factor is determined via a two‐step method. The other model parameters can be estimated by the general MLE method. The asymptotic variances of acceleration factors and the p‐quantile of product failure time under normal condition are adopted to compare the statistical properties of the proposed method and the general MLE approach. Numerical examples show that the novel P‐MLE method may not achieve a maximum likelihood but can provide more benefits regarding prediction accuracy enhancement especially when the sample size is limited.     

Reliability Analysis of the CNC System Based on Field Failure Data in Operating Environments

Reliability is a measure of how well a product will perform under a certain set of conditions for a specified amount of time especially in the field environments. In this paper, a reliability study of a computer numerical control (CNC) system is described. For this analysis, field failure data from a shop manufacturing factory collected over the course of a year on approximately 20 CNC machine tools during their operating period were analyzed. Based on the field failure data, the two‐parameter exponential distribution was found to be applicable to describe the time between failures of the CNC system from among many distributions including Weibull, gamma, two‐parameter exponential, normal, and logistic using the chi‐squared test. In this paper, we discuss the reliability estimation of the CNC system based on the collected field failure data from a manufacturing factory using the maximum likelihood estimate (MLE) and uniform minimum variance estimate (UMVUE) methods. We also discuss the confidence intervals of the mean residual lifetime and reliability function. The result shows that the UMVUE method can provide much better and more accurate results in estimating the reliability of the CNC system than the MLE. This finding, on the one hand, seems to be obvious because the UMVUE is not only an unbiased estimator but also sufficient statistic with the smallest variance; on the other hand, it is not straightforward to obtain the UMVUE of any complex function, which is the reliability function in this case. This is a very important finding and is very encouraging because it indicates that the reliability analysis of the CNC system based on the UMVUE can be more than compensated by the ability of the complexity of parameter estimation method to better evaluate and predict the reliability of the CNC system. Hence, we believe that it is worth the effort to derive those parameter functions using UMVUE method. Copyright © 2015 John Wiley & Sons, Ltd.     

Estimation of mixed Weibull distribution parameters using the SCEM-UA algorithm: Application and comparison with MLE in automotive reliability analysis

The shuffled complex-evolution metropolis algorithm (SCEM-UA) is used to estimate mixed Weibull distribution parameters in automotive reliability analysis. The results are compared with maximum likelihood estimation (MLE) results. The comparison shows that, in the examples given, SCEM-UA can deliver more accurate results than MLE overall.     

Robust Estimation for Weibull Distribution in Partially Accelerated Life Tests with Early Failures

Maximum likelihood estimation (MLE) is a frequently used method for estimating distribution parameters in constant stress partially accelerated life tests (CS‐PALTs). However, using the MLE to estimate the parameters for a Weibull distribution may be problematic in CS‐PALTs. First, the equation for the shape parameter estimator derived from the log‐likelihood function is difficult to solve for the occurrence of nonlinear equations. Second, the sample size is typically not large in life tests. The MLE, a typical large‐sample inference method, may be unsuitable. Test items unsuitable for stress conditions may become early failures, which have extremely short lifetimes. The early failures may cause parameter estimate bias. For addressing early failures in the Weibull distribution in CS‐PALTs, we propose an M‐estimation method based on a Weibull Probability Plot (WPP) framework, which leads a closed‐form expression for the shape parameter estimator. We conducted a simulation study to compare the M‐estimation method with the MLE method. The results show that, with early‐failure samples, the M‐estimation method performs better than the MLE does. Copyright © 2015 John Wiley & Sons, Ltd.     

Mean square error matrix superiority of Empirical Bayes Estimators under misspecification

Summary In this paper we investigate Empirical Bayes Estimators (EBE) in a misspecified linear regression model. Comparisons are made between the EBE and the Ordinary Least Squares Estimator (OLSE) in terms of the Matrix Mean Square Error Criterion (MMSE). Conditions are derived under which the EBE is better than OLSE. Finally we examine the superiority of the EBE-based predictor over the OLSE-predictor.     

EM algorithm for estimating the Burr XII parameters with multiple censored data

The two‐parameter Burr XII distribution has been widely used in various practical applications such as business, chemical engineering, quality control, medical research and reliability engineering. In this paper, we present maximum likelihood estimation (MLE) via the expectation–maximization (EM) algorithm to estimate the Burr XII parameters with multiple censored data. We also provide a method that can be used to construct the confidence intervals of the parameters, a method that computes the asymptotic variance and the covariance of the MLE from the complete and missing information matrices. A simulation study is conducted to compare the performance of the MLE via the EM algorithm and the Netwon–Raphson (NR) algorithm. The simulation results show that the EM algorithm outperforms the NR algorithm in most cases in terms of bias and errors in the root mean square. A numerical example is also used to demonstrate the performance of the proposed method. Copyright © 2009 John Wiley & Sons, Ltd.     

A comparison of three estimators of the Weibull parameters

Using mean square error as the criterion, we compare two least squares estimates of the Weibull parameters based on non‐parametric estimates of the unreliability with the maximum likelihood estimates (MLEs). The two non‐parametric estimators are that of Herd–Johnson and one recently proposed by Zimmer. Data was generated using computer simulation with three small sample sizes (5, 10 and 15) with three multiply‐censored patterns for each sample size. Our results indicate that the MLE is a better estimator of the Weibull characteristic value, θ, than the least squares estimators considered. No firm conclusions may be made regarding the best estimate of the Weibull shape parameter, although the use of maximum likelihood is not recommended for small sample sizes. Whenever least squares estimation of both Weibull parameters is appropriate, we recommend the use of the Zimmer estimator of reliability. Copyright © 2001 John Wiley & Sons, Ltd.     

分布源目标方位估计的降维最大似然估计

介绍了已有的分布源目标方位估计中的最大似然估计(MLE)算法,它是四维非线性最优化问题,文中称之为四维MLE算法,因计算量庞大,同时提出了一种降为三维的MLE算法,简化为三维非线性最优化,称之为三维MLE算法。两种算法均采用牛顿型搜索算法,来搜索未知参数的全局最优点。在单次迭代过程中,三维MLE算法比四维MLE算法减少了51次协方差矩阵求逆和87次矩阵乘法,搜索效率得到提高,并且节省了存储空间。得出了新算法克拉美-罗界的计算公式,其计算量也有所降低。计算机仿真验证,三维MLE算法和四维MLE算法的估计精度相当,新算法在减少计算量的同时并无损失性能,所以实用性和实时性都得到显著提高。     

A two‐stage degradation model considering the stage‐varying of dispersity regulation

In reliability analysis, degradation test has been recognized as an effective method for high reliable products and complex systems when key performance indicators can be observed. Then, a reasonable degradation model becomes a key issue to guarantee a reasonable reliability assessment. Motivated by practical needs, this paper proposes a novel two‐stage degradation model considering the different dispersity regulations corresponding to the two stages. A maximum likelihood estimation (MLE) method for unknown parameters is established, and an initial guess procedure is given to improve the efficiency of optimization algorithm. Then, the reliability inference regarding the product population is discussed. A comprehensive simulation study is conducted to validate the proposed approach where the two‐stage Wiener process model is adopted as a reference for a better understanding. Finally, the constructed model is further verified by two real applications. Comparative results clearly demonstrate the reasonability and effectiveness of the proposed model.     

Evaluation of maximum likelihood procedures to estimate left censored observations

The optimal procedure for estimating chemical levels below the limit of detection (LOD) remains a topic of interest when working with ultratrace analysis of environmental or clinical specimens. Unique to this investigation, we evaluated the performance of three maximum likelihood estimation (MLE) procedures to estimate the population mean and standard deviation from chemical data with 10-40% observations below the LOD. Randomly drawn observations from the normal distributions with these parameter estimates were used to replace censored observations. Final estimates of the mean and standard deviation (SD) were obtained from these full samples and compared to actual population mean mu and SD sigma. The study demonstrated that the average percent relative bias for both the mean and SD increased as the sample size decreased and the percent observations below the LOD increased. The MLE procedure with multiple imputations almost always had acceptable coverage rates for both the mean and the SD. These findings support earlier observations, and they suggest that MLE with multiple imputations is the preferred method to estimate mean and SD when the frequency of left censored observations in the population is < or =40%.