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带有测量误差的Wiener退化模型的客观Bayes分析

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带有测量误差的Wiener退化模型的客观Bayes分析 何道江1, 盛玮芮2, 方龙祥11. 安徽师范大学数学与统计学院, 芜湖 241003;
2. 安徽省科学技术情报研究所, 合肥 230011 Objective Bayesian Analysis for a Wiener Degradation Model with Measurement Errors HE Daojiang1, SHENG Weirui2, FANG Longxiang11. School of Mathematics and Statistics, Anhui Normal University, Wuhu 241003, China;
2. Institute of Scientific and Technical Information of Anhui Province, Hefei 230011, China
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摘要本文研究了带有测量误差的Wiener退化模型的客观Bayes分析.对于该退化模型,利用重参数化导出了Jeffreys先验和reference先验,从理论上证明了其中两个reference先验所诱导的后验是正常的,而其它先验的后验均不正常.随机模拟研究了所提Bayes方法相对于最大似然估计的频率表现.最后,将所提方法应用到一个实际退化数据的分析中.
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收稿日期: 2017-10-26
PACS:O212.8
基金资助:教育部人文社会科学基金项目(17YJC910003),安徽省自然科学基金项目(1808085MA03)以及安徽省科技创新与软科学研究专项项目(1706a02020010)资助.

引用本文:
何道江, 盛玮芮, 方龙祥. 带有测量误差的Wiener退化模型的客观Bayes分析[J]. 应用数学学报, 2019, 42(4): 506-517. HE Daojiang, SHENG Weirui, FANG Longxiang. Objective Bayesian Analysis for a Wiener Degradation Model with Measurement Errors. Acta Mathematicae Applicatae Sinica, 2019, 42(4): 506-517.
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http://123.57.41.99/jweb_yysxxb/CN/ http://123.57.41.99/jweb_yysxxb/CN/Y2019/V42/I4/506


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