基于混合贝叶斯先验分布的可靠性验证测试模型

Feng Gao, Xiaoyun Zheng, Chang Liu
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引用次数: 1

摘要

利用先验贝叶斯方法的优点,提出了一种基于混合贝叶斯先验分布的可靠性验证试验方法。利用共轭先验分布法可以得到未知参数的先验分布。分别采用先验矩法和最大熵法计算两组不同的参数,得到两组不同的先验分布。然后利用第二类极大似然法确定两组先验分布的置信因子,根据权重对两组参数进行积分得到最终分布。实例证明,该方法得到的先验分布更准确,能较好地拟合实际分布。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A Reliability Verification Test Model Based on Hybrid Bayesian Prior Distribution
Using advantages of priori Bayesian method, a reliability verification test method based on Hybrid Bayesian Prior Distribution was brought forward. The prior distribution of unknown parameters can be obtained by using conjugate prior distribution method. Prior moment method and Maximum entropy method were used respectively to calculate two different groups of parameters, and then two different prior distributions can be obtained. Then confidence factors of the two prior distributions were determined by using the second category maximum likelihood method, and the final distribution can be got by integrating there two group of parameters according to their weight. Instance proved that the prior distribution obtained by this method is more accurate, and can fit better with the real distribution.
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