不完全区间数据最佳线性无偏估计方法

傅惠民; 敖亮

不完全区间数据最佳线性无偏估计方法

傅惠民,
敖亮

北京航空航天大学小样本技术研究中心, 北京 100083

基金项目: 国家自然科学基金项目(10472006);北京市教育委员会共建项目(XK100060418)

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- 被引次数: 0
出版历程
- 收稿日期: 2007-01-04
- 修回日期: 2007-07-02
- 刊出日期: 2007-07-28

Best linear unbiased estimate method for incomplete interval censored data

Research Center of Small Sample Technology, Beijing University of Aeronautics and Astronautics, Beijing 100083, China

摘要

摘要: 建立了不完全区间数据秩统计量的概率密度函数和联合概率密度函数, 给出了其平均秩、中位秩和百分位秩以及不完全区间数据统计量的均值、方差和协方差计算公式.在此基础上, 针对位置-尺度分布族提出一种不完全区间数据最佳线性无偏估计方法, 得到了其百分位值的置信限估计, 并对工程中常见的极值分布、两参数Weibull分布、正态分布进行了详细讨论.
- 航空、航天推进系统 /
- 不完全区间数据 /
- 秩统计量 /
- 概率密度函数 /
- 最佳线性无偏估计 /
- 均值 /
- 方差 /
- 协方差
Abstract: The probability density function and joint probability density function of rank statistics for incomplete interval censored data are established,including the formulas of mean ranks,median ranks and percent ranks of rank statistics;furthermore,the means,variances and covariances of statistics for incomplete interval censored data are given in the paper.According to this,the best linear unbiased estimate method of location-scale distribution for incomplete interval censored data is presented,the confidence limits of percentiles for the incomplete interval censored data are obtained,and extreme value distribution,two-parameter Weibull distribution,normal distribution are discussed in detail.
- aerospace propulsion system /
- incomplete interval censored data /
- rank statistic /
- probability density function /
- best linear unbiased estimate /
- mean /
- variance /
- covariance

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参考文献(3)

[1]	傅惠民.区间统计量及其分布[J].机械强度,2005,27(6):752-757.FU Huimin.Interval statistic and its distribution[J].Journal of Mechanical Strength,2005,27(6):752-757.
[2]	傅惠民.不完全数据秩分布理论[J].航空学报,1993,14(11):A578-584.FU Huimin.Theory of incomplete data rank distributions[J].Journal of Aeta Aeronautica at Astronautica Sinica,1993,14(11):A578-584.
[3]	傅惠民,王华胜.不完全数据最佳线性无偏估计方法[J].航空动力学报,2004,19(2):169-173.FU Huimin,WANG Huasheng.Best linear unbiased estimate method for incomplete data[J].Journal of Aerospace Power,2004,19(2):169-173.