拟合泊松过程的对数线性速率

C. Vallarino
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引用次数: 3

摘要

给出了一个可修系统的实例,对其故障行为进行了建模。假设每个系统都是具有对数线性强度函数的非齐次泊松过程的独立实现。作者找到了未知参数的最大似然估计,给出了似然函数及其导数。对于强度增加的情况,通过图解方法获得了精确的起始值。最后,借用R.E. Barlow和B. Davis(1978)的一组真实数据来说明这些技术
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Fitting the log-linear rate to Poisson processes
Given a sample of repairable systems, the author models its failure behavior. Each system is assumed to be an independent realization of a nonhomogeneous Poisson process with underlying log-linear intensity function. The author finds the maximum-likelihood estimates of the unknown parameters, presenting the likelihood function and its derivatives. Accurate starting values are obtained through a graphical method for the case of an increasing intensity. Finally, a set of real data is borrowed from R.E. Barlow and B. Davis (1978) to illustrate the techniques.<>
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