基于验后概率的Bayesian序贯方差检验技术(Ⅱ)

刘琦; 王囡

基于验后概率的Bayesian序贯方差检验技术(Ⅱ)

刘琦,
王囡

国防科学技术大学信息系统与管理学院, 长沙 410073

基金项目: 国家自然科学基金(70971133); 高等学校博士学科点专项科研基金(70571083)

计量
- 文章访问数: 1646
- HTML浏览量: 84
- PDF量: 20
- 被引次数: 0
出版历程
- 收稿日期: 2010-07-04
- 修回日期: 2011-03-24
- 刊出日期: 2011-07-28

Bayesian sequential variance test technique based on posterior probability (Ⅱ)

LIU Qi,
WANG Nan

College of Information Systems and Management, National University of Defense Technology,Changsha 410073,China

摘要

摘要: 在给定截尾试验次数的条件下,为了在理论上给出最大截尾试验次数以及从保护使用方利益的原则出发进行试验设计,基于验后概率和"小概率事件原理",在一定程度上以保护使用方利益为准则,对Bayesian序贯方差检验(BSVT)模型进行了修正,建立了修正的Bayesian序贯方差检验(MBSVT)模型,设计了继续试验区临界值的求解方案,并给出了MBSVT模型平均样本量的仿真求解算法.最后,结合示例对MBSVT模型的求解与应用进行了说明.
- 航空航天装备 /
- 小概率事件原理 /
- 序贯检验 /
- 方差 /
- Bayesian方法 /
- 修正的Bayesian序贯方差检验(MBSVT)模型
Abstract: Under the condition of a given theoretical censored test number,it's needed to gain a theoretical largest censored test number and design the experiment for the benefit of the consumers.Based on posterior probability and "small probability event principle" for protecting the customer's profit,the Bayesian sequential variance test (BSVT) model was modified, modified Bayesian sequential variance test (MBSVT) model was constructed,and the algorithms of solving the continuous test region critical value of sequential test were designed.The calculation method of average sample number (ASN) was also given.With an example,the solution and application of MBSVT model were illustrated.
- aerospace equipment /
- small probability event principle /
- sequential test /
- variance /
- Bayesian methord /
- modified Bayesian sequential variance test (MBSVT) model

HTML

参考文献(15)

[1]	Hamada M S,Wilson A G,Reese C S,et al.Bayesian reliability[M].New York:Springer Science and Business Media,LLC,2008.
[2]	Hoff P D.A first course in Bayesian statistical methods[M].New York:Springer-Verlag,2009.
[3]	Koch K R.Introduction to Bayesian statistics[M].2nd ed.Heidelberg,Berlin:Springer-Verlag,2007.
[4]	Omidbakhsh N,Duever T A,Elkamel A,et al.A Bayesian experimental design approach for assessing new product performance:an application to disinfectant formulation[J].The Canadian Journal of Chemical Engineering,2010,88(1):88-94.
[5]	YANG Guangbin.Reliability demonstration through degradation bogey testing[J].IEEE Transactions on Reliability,2009,58(4):604-610.
[6]	JIANG Mingxiao,Dummer D J.Bayesian reliability demonstration test in a design for reliability process //Annual Reliability and Maintainability Symposium.Fort Worth,TX:IEEE,2009:31-36.
[7]	Fan T H,Chang C C.A Bayesian zero-failure reliability demonstration test of high quality electro-explosive devices[J].Quality and Reliability Engineering International,2009,25(8):913-920.
[8]	Ghosh B K.Sequential tests of statistical hypothesis[M].Reading,Mass.:Addison-Wesley,1970.
[9]	Wetherill G B,Glazebrook K D.Sequential methods in statistics[M].3rd ed.London:Chapman and Hall,1986.
[10]	王国玉.电子系统小子样试验理论方法[M].北京:国防工业出版社,2003. WANG Guoyu.Small sample test theory and method of electronic system[M].Beijing:National Defense Industry Press,2003.(in Chinese)
[11]	GUO Bo,JIANG Ping,XING Yunyan.A censored sequential posterior odd test (SPOT) method for verification of the mean time to repair[J].IEEE Transactions on Reliability,2008,57(2):243-247.
[12]	武小悦,刘琦.装备试验与评价[M].北京:国防工业出版社,2008. WU Xiaoyue,LIU Qi.Military equipment test and evaluation[M].Beijing:National Defense Industry Press,2008.(in Chinese)
[13]	刘琦,王囡.基于验后概率的Bayesian序贯方差检验技术(I)[J].航空动力学报,2011,26(7):1531-1536. LIU Qi,WANG Nan.Bayesian sequential variance test technique based on posterior probability(I)[J].Journal of Aerospace Power,2011,26(7):1531-1536.(in Chinese)
[14]	Li X R,Li X B.Common fallacies in applying hypothesis testing //Proceedings of the 11th International Conference on Information Fusion.Cologne:IEEE,2008:1-8.
[15]	武小悦,刘琦.应用统计学[M].长沙:国防科技大学出版社,2009. WU Xiaoyue,LIU Qi.Applied statistics[M].Changsha:National University of Defense Technology Press,2009.(in Chinese)