自适应渐进式ii型滤波方案下威布尔分布的统计推断及其在风速数据分析中的应用

J. Kazempoor, A. Habibirad, Adel Ahmadi Nadi, Gholam Reza Mohtashami Borzadaran
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引用次数: 0

摘要

本文基于自适应渐进式ii型筛选方案,对双参数威布尔分布的主要参数,包括其危害、分位数和生存函数,给出了四个众所周知的统计推断。统计推断涉及似然和近似似然方法、贝叶斯方法、自举过程和一种新的条件技术。为了构造贝叶斯点估计和可信区间,使用了马尔可夫链蒙特卡洛、Metropolis-Hastings和Gibbs抽样算法。研究了共轭先验和非共轭先验,对称损失函数和非对称损失函数下的贝叶斯估计。此外,还介绍了一种具有有趣分布特征的条件估计技术。通过一系列的仿真,对上述方法进行了广泛的比较。对比研究结果表明,条件法具有较强的优越性。最后,将所开发的方法应用于已知风速数据的分析。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Statistical inferences for the Weibull distribution under adaptive progressive type-II censoring plan and their application in wind speed data analysis
This paper provides four well-known statistical inferences for the principal parameters regarding the two-parameter Weibull distribution including its hazard, quantile, and survival function based on an adaptive progressive type-II censoring plan. The statistical inferences involve the likelihood and approximate likelihood methods, the Bayesian approach, the bootstrap procedure, and a new conditional technique. To construct Bayesian point estimators and credible intervals, Markov chain Monte Carlo, Metropolis-Hastings, and Gibbs sampling algorithms were used. The Bayesian estimators are developed under conjugate and non-conjugate priors and in the presence of symmetric and asymmetric loss functions. In addition, a conditional estimation technique with interesting distributional characteristics has been introduced. The aforementioned methods are compared extensively through a series of simulations. The results of comparative study showed the superiority of the conditional approach over the other ones. Finally, the developed methods are applied to analyze well-known wind speed data.
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