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混联系统的可靠性蒙特卡诺模拟及其EB估计
引用本文:张民悦,岳磊.混联系统的可靠性蒙特卡诺模拟及其EB估计[J].沈阳理工大学学报,2014(3):26-31.
作者姓名:张民悦  岳磊
作者单位:兰州理工大学理学院,甘肃兰州730050
基金项目:甘肃省自然科学基金(3ZS042-B25-016)
摘    要:在复杂的混联系统中,利用Monte Carlo方法建立随机模型,研究可靠性模拟问题,并假定该模型具有随机移走的逐步增加Type-Ⅱ截尾。采用Bayes方法与极大似然估计相结合的方法,在平方损失下,得到了混联系统部件的失效率、系统可靠度和平均寿命的经验Bayes估计。最后给出算例分析,说明该方法的正确性和可行性。

关 键 词:混联系统  蒙特卡诺  可靠性  EB估计

Monte Carlo Reliability Simulation and the EB Estimation of Compound System
ZHANG Minyue,YUE Lei.Monte Carlo Reliability Simulation and the EB Estimation of Compound System[J].Transactions of Shenyang Ligong University,2014(3):26-31.
Authors:ZHANG Minyue  YUE Lei
Affiliation:( School of Science, Lanzhou University of Technology, Lanzhou 730050, China)
Abstract:In complex compound systems,the reliability simulation problems is researched by using Monte Carlo method to establish stochastic model. Under the assumption,the problems are studied based on progressive Type-Ⅱ censoring with random removals by using Bayes and MLE approaches. Under the squared loss,the formulae are given to calculate Empirical Bayes( EB) estimation of the failure rate,the reliability function and mean lifetime for system. Finally,the numerical examples are given,which shows the correctness and feasibility of the method.
Keywords:Compound system  Monte Carlo  Reliability  Empirical Bayes estimation
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