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。     

q-对称熵损失函数下Gamma分布的尺度参数的估计

本文在对称熵损失函数的基础上定义了q-对称熵损失函数,并用参数估计的方法研究了在q-对称熵损失函数下Gamma分布的尺度参数的最小风险同变估计(MRE)、贝叶斯(Bayes)估计、最小最大(Mininax)估计等。我们还对这些估计量的可容许性和不可容许性进行了讨论,最后分别对指数分布和Gamma分布在两种损失函数下的估计结果进行了数值比较。     

双参数Rayleigh分布环境因子的经验Bayes估计及应用

本文针对Rayleigh分布位置参数已知的情形,给出了Rayleigh分布环境因子的极大似然估计和经验Bayes估计,并将环境因子的估计结果应用于Rayleigh部件的可靠性评估,给出了该部件可靠度函数与失效率的估计。最后的随机模拟例子表明,经验Bayes估计优于极大似然估计,并且在考虑环境因子的情形下,Rayleigh部件可靠性指标的估计优于未考虑环境因子时的估计。     

逐步增加的Ⅱ型截尾下冷贮备串联系统可靠性指标的Bayes估计

在逐步增加的Ⅱ型截尾模型下,研究部件寿命服从双参数指数分布的冷贮备串联系统可靠性指标的Bayes估计。在超参数未知的情形下,分别在平方损失(SE),LINEX损失和熵(General Entropy,GE)损失函数下给出两个参数及可靠性指标的Bayes估计;对于超参数的确定,给出一种新的方法;最后利用随机模拟方法进行比较,并对结果进行了讨论。     

刻度指数族参数的经验Bayes估计收敛速度的改进

本文对刻度指数族在加权平方损失下获得了参数的Bayes估计,利用基于Bessel函数的核估计方法构造了相应的经验Bayes(EB)估计,证明了所提出的EB估计具有收敛速度O((n-1In10)λδ-2 δ),此处δ≥2,1/2<λ<1.最后,给出了一个例子,说明适合定理条件的先验分布是存在的.     

负二项分布可靠度的经验Bayes估计

本文在平方损失下,给出了负二项分布可靠度θ的Bayes估计、Bayes置信下限,同时构造了θ的渐近最优的经验Bayes（EB）估计,并证明了该EB估计的收敛速度为O（n^-1）.     

威布尔分布场合下无失效数据的Bayes分析

通过对分布函数进行变换，使变换后的函数成为凹函数，利用凹函数性质给出了各检测时刻失效概率的Bayes估计，进而得到了产品可靠性指标的估计。最后，通过对实际数据进行计算，验证了方法的稳定性。     

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。     

正态分布场合下无失效数据的统计分析

利用正态分布函数的性质获得了各检测时刻失效概率新的Bayes估计,进而给出了母体参数的估计。最后,对实际数据进行了处理。     

基于Copula函数的湖泊水质评价

水质评价是环境保护中一项重要的工作.本文将污染物浓度深度分布相关性考虑到湖泊水质评价中,首先利用Bayes水质评价法就是将抽样误差正态分布原理应用于估计监测样本处于某一水质级别的概率,然后通过计算不同水层总氮的秩相关系数,采用Copula函数将两层的评价结果进行联结,从而得到湖泊水质.Bayes水质评价方法与Copula函数相互补充,充分考虑了不同水层之间水质的相关性,从而更全面的综合评价水库水质情况.     

Reliability estimations of components from masked system life data

This paper introduces estimations of reliability values for the individual components in a series system using masked system life data. In particular, we compute the maximum likelihood and Bayes estimates of component reliabilities when the system components have constant failure rates. In obtaining Bayes estimates, it is assumed that the component reliabilities are independent random variables having piecewise linear prior distributions. The model is illustrated for a two-component series. A numerical simulation study is presented to show how one can utilize the present approach to compute estimations of component reliabilities for a practical problem. Further, we investigate the comparison between the maximum likelihood and Bayes estimates, based on the respective percentage errors.     

Reliability and risk analysis of large systems with ageing components

Applications of limit reliability functions to the reliability evaluation of large multi-state systems composed of independent components are considered. The main emphasis is on multi-state systems with ageing components because of the importance of such an approach in safety analysis, assessment and prediction, and analysing the effectiveness of operation processes of real technical systems. The results concerned with multi-state series systems are applied to the reliability evaluation and risk function determination of a homogeneous bus transportation system. Results on limit reliability functions of a homogeneous multi-state “m out of n” system are applied to durability evaluation of a steel rope. A non-homogeneous series-parallel pipeline systems composed of several lines of pipe segments is estimated as well. Moreover, the reliability evaluation of the model homogeneous parallel-series electrical energy distribution system is performed.     

响应面法在结构体系可靠度分析中的应用

一个失效模式由许多的失效单元构成,它是一个并联系统;而所有的失效模式构成一个串联系统。整个结构体系可看成是许多并联系统(失效模式)组成的一个串联系统。首先,利用基于响应面的随机有限元法来获得失效模式中各个单元的极限状态方程,这些方程都是二次多项式;第二步,利用结构可靠度分析中的几何法得到这些方程的等效线性化方程从而可逐步得到该失效模式的等效线性化方程;第三步,计算各失效模式间的相关系数;最后,由Ditlevsen界限法来计算结构的体系可靠度。算例表明,利用该方法来获得大型、复杂结构的体系可靠度具有高效、实用的特点。     

APProximate Confidence Limits for the Reliability of Series and Parallel Systems

Suppose a complex mechanism, e.g., a missile, is built up from a number of different types of components, where the reliability of each of the components has been estimated by means of separate tests on each of the components. This paper gives a method for combining such data to determine approximate confidence limits for the reliability of the complete mechanism. More precisely, a method of determining approximate confidence limits for the reliability of “series,” “parallel,” and “seriesparallel” systems is given, based on observed failures of the individual components. It is assumed that the failures are independent, and that failures of a given component follow a binomial distribution with unknown parameter, the component reliability. The large-sample properties of the likelihood-ratio test are then used to construct the appropriate confidence limits for the system reliability.     

单自由度非线性随机参数系统的可靠性分析

阐述了具有随机参数的单自由度非线性振动系统的可靠性方法，使用四阶矩技术确定了系统响应和状态函数的前四阶矩，应用Ｅｄｇｗｏｒｔｈ级数把未知响应和状态函数的概率分布展开成标准正态分布的表达式，从而获得了系统的可靠度。     

Reliability and maintenance strategy for systems with aging‐dependent components

An innovative approach is presented for the reliability analysis of aging multistate systems that considers the subsystems and their components' dependency. A reliability function is determined for an aging series system with the component dependency following the local load‐sharing rule, and a reliability function is determined for an aging “m out of n” system with the component dependency following the equal load‐sharing rule. Linking the results of those load‐sharing models, a mixed‐dependency model for multistate “m out of l”‐series systems is constructed by assuming the dependence between subsystems connected in series under the local load‐sharing rule and the dependence between their components under the equal load‐sharing rule. As a special case, the reliability of this system, modeled using piecewise exponential reliability functions, is considered, and the results are applied to characterize shipyard rope elevator reliability. Finally, the maintenance of this elevator as a repairable multistate system is analyzed with the time of renovation ignored.     

Strategic defense and attack for reliability systems

This article illustrates a method by which arbitrarily complex series/parallel reliability systems can be analyzed. The method is illustrated with the series–parallel and parallel–series systems. Analytical expressions are determined for the investments and utilities of the defender and the attacker, depend on their unit costs of investment for each component, the contest intensity for each component, and their evaluations of the value of system functionality. For a series–parallel system, infinitely many components in parallel benefit the defender maximally regardless of the finite number of parallel subsystems in series. Conversely, infinitely many components in series benefit the attacker maximally regardless of the finite number of components in parallel in each subsystem. For a parallel–series system, the results are opposite. With equivalent components, equal unit costs for defender and attacker, equal intensity for all components, and equally many components in series and parallel, the defender always prefers the series–parallel system rather than the parallel–series system, and converse holds for the attacker. Hence from the defender's perspective, ceteris paribus, the series–parallel system is more reliable, and has fewer “cut sets” or failure modes.     

Component testing of a series system in a random mission

Components of a series system are tested in order to assure desired levels of system reliability during the mission. The components are nonidentical but they all fail exponentially with failure rates that depend on the mission performed. There is a given set of missions that the device can be assigned randomly with respect to a given probability distribution. This directly implies that the failure rates of the components depend on the specific mission that the device performs. The objective is to find an optimal component test plan. We will show that, with some extra effort, this rather complicated but realistic model can be handled using available results in semi-infinite linear programming and d.c. (difference of convex functions) programming.     

基于IVMD和马田系统的滚动轴承故障检测方法

针对滚动轴承运转信号单一特征参数对早期故障的敏感性、可靠性问题,提出一种基于IVMD和马田系统的滚动轴承故障诊断方法。该方法首先根据谱相关系数确定VMD分解层数;其次,通过VMD方法对机械振动信号进行处理得到一系列有限带宽固有模态函数,并计算各模态函数的特征参数,在此基础上构建MTS系统的基准空间。引用信噪比的方法筛选有效特征变量,并重新构建MTS的基准空间。最后,计算待诊断信号到基准空间的马氏距离来检测轴承故障,建立滚动轴承早期故障的诊断控制指标。     

谱表示法模拟风场的误差分析

研究了原型谱表示法模拟的非各态历经性多变量风场的统计矩的时域估计值和目标值之间误差的概率描述。基于原型谱表示法的模拟公式，以三变量风场为例，导出了模拟结果的均值、相关函数、功率谱密度函数和根方差等四项统计特征的单样本时域估计表达式，它们是随机变量或随机过程。运用概率论的计算方法，推导出了上述随机变量或过程的前二阶矩的解析表达式，得到了模拟风场的统计特征时域估计的偏度误差和随机误差。将三变量过程的结果加以推广，给出了误差计算的通式。通过算例中统计误差值和理论误差值的对比，验证解析解的正确性。探讨了可能的降低随机误差的方法。求得的误差闭合解将有利于结合误差传播理论进行可靠性分析。