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基于新Dirichlet先验分布的指数寿命型产品多阶段可靠性增长Bayes分析
引用本文:明志茂,张云安,陶俊勇,陈循.基于新Dirichlet先验分布的指数寿命型产品多阶段可靠性增长Bayes分析[J].兵工学报,2009,30(6):733-739.
作者姓名:明志茂  张云安  陶俊勇  陈循
作者单位:国防科技大学,机电工程与自动化学院,湖南,长沙,410073;国防科技大学,机电工程与自动化学院,湖南,长沙,410073;马里兰大学,机械工程系,可靠性与风险性研究中心,美国,马里兰,20742
摘    要:本文基于新的Dirichlet先验分布,建立了多阶段指数寿命型产品可靠性增长的Bayes模型。本模型充分利用先验信息和阶段试验信息,采用最优化方法解决了新的Dirichlet先验分布超参数因物理意义不明确而难以确定的问题;利用Gibbs抽样算法进行后验推断,合理估算出当前阶段和后续试验阶段产品可靠性的Bayes点估计和置信下限,并利用该模型研究实现了对产品可靠性的预测。实例证明了该模型在多阶段指数产品可靠性增怅分析中的直观性与有效性。

关 键 词:数理统计学  可靠性增长模型  Bayes分析  新Dirichlet分布  指数分布  蒙特卡罗马尔可夫  Gibbs抽样

Multi-stage Reliability-Growth Bayes Analysis for Exponential Product Based on New Dirichlet Prior Distribution
MING Zhi-mao,ZHANG Yun-an,TAO Jun-yong,CHEN Xun.Multi-stage Reliability-Growth Bayes Analysis for Exponential Product Based on New Dirichlet Prior Distribution[J].Acta Armamentarii,2009,30(6):733-739.
Authors:MING Zhi-mao  ZHANG Yun-an  TAO Jun-yong  CHEN Xun
Affiliation:1. College of Mechatronic Engineering and Automation, National University of Defense Technology, Changsha 410073, Hunan, China; 2. Center for Risk and Reliability, Department of Mechanical Engineering, University of Maryland, MD 20742, USA
Abstract:A new method for the application of Bayes theory to the reliability-growth for exponential distribution was developed. Lismg some history and expert information during the development of a product, a Bayes reliability-growth model was presented based on new Dirichlet distribution. Bayes point estimation and lower confidence limits on product reliability at current stage were calculated by comprehensively making use of prior information and field test information at every stage. The method for determining prior distribution parameters was given by optimization which is easy to confirm the parameters of prior distribution, and to solve the problem of how to verify the hyper parameters of the new Dirichlet prior distribution because of these parameters having no specific physical meaning. The Oribbs sampling algorithm was used to solve the problem that interference on parameters of Bayes poster higher dimensions can’t be calculated directly, and numerical simulations were performed by the mod?el. The analyzed result of practical cases proves the observability and validity of the model.
Keywords:mathematical statistics    reliability growth    Bayes analysis    new Dirichlet distribution    ex?ponential distribution    Markov chain monte carlo simulation    gibbs sampling  
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