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定时截尾数据回归分析方法
引用本文:傅惠民,岳晓蕊.定时截尾数据回归分析方法[J].航空动力学报,2010,25(1):142-147.
作者姓名:傅惠民  岳晓蕊
作者单位:北京航空航天大学,小样本技术研究中心,北京,100191
基金项目:国家自然科学基金,北京市教育委员会共建项目 
摘    要:提出定时截尾数据回归分析方法,建立定时截尾数据回归方程,给出回归系数和标准差的最佳无偏整体估计、百分位值的点估计及其置信限估计.详细讨论了工程中常见的极值分布、Weibull分布、正态分布以及一般位置-尺度分布场合下定时截尾数据的回归分析问题.该方法可以充分利用截尾时刻的试验信息,并将各个状态下的定时截尾数据作为一个整体进行统计分析,具有信息量大、精度高的特点,从而可以在试验时间、经费等有限的情况下对产品进行高精度的寿命预测和可靠性评估.

关 键 词:定时截尾数据  回归分析  极值分布  Weibull分布  正态分布  位置-尺度分布  可靠性评估  type-Ⅰ  censored  data
收稿时间:2009/9/30 0:00:00
修稿时间:2009/10/15 0:00:00

Regression Analysis Method For Type-I Censored Data
FU Hui-min and YUE Xiao-rui.Regression Analysis Method For Type-I Censored Data[J].Journal of Aerospace Power,2010,25(1):142-147.
Authors:FU Hui-min and YUE Xiao-rui
Institution:Research Center of Small Sample Technology, Beijing University of Aeronautics and Astronautics,Research Center of Small Sample Technology, Beijing University of Aeronautics and Astronautics
Abstract:A new method of regression analysis for type-I censored data is presented. The regression equation for type-I censored data is established. The best unbiased integral estimators of the regression coefficients and the standard deviation are given, and we also derive the confidence intervals of percentiles. The regression analysis method for type-I censored data from extreme distribution and normal distribution are discussed in detail. As the experimental information of the censoring time on type-I censoring and the cross information among test data in different states is fully exploited and utilized, the presented method can reach a high precision. The presented method supply a feasible and effective approach to life prediction of higher reliability product precisely when the test condition (such as time, expense etc.) is limited or the test is terminated by accident.
Keywords:regression analysis  extreme distribution  Weibull distribution  normal distribution  location-scale distribution  reliability estimation
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