不完全数据最佳线性无偏估计方法
Best Linaer Unbiased Estimate Method for Incomplete Data
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摘要: 针对工程上存在大量不完全数据的情况,本文建立了不完全数据秩统计量的联合概率密度函数,给出不完全数据顺序统计量的均值、方差和协方差计算公式,提出不完全数据最佳线性无偏估计方法,并对正态分布、Weibull分布等位置-尺度分布进行了详细讨论。该方法能够充分开发利用试验数据中的不完全信息,从而提高不完全数据统计分析的精度。Abstract: There are lots of incomplete data in the real engineering world. The joint probability density function of rank statistics for incomplete data is presented, and the formulas of means, variances and covariances of order statistics for incomplete data are established in this paper. Then the best linear unbiased estimate method for incomplete data is presented. The incomplete information among test data can fully be exploited and applied by the method, and the precision is improved in the statistical analysis of incomplete data.
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Key words:
- aerospace propulsion system /
- incomplete data /
- rank statistic /
- order statistic /
- best linear unbiased estimate /
- mean /
- variance /
- covariance
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