不完全数据整体估计方法

提出一种不完全数据整体估计方法,给出整体参数的最佳线性无偏估计量及其协方差矩阵,将传统的只适用于完全数据的回归分析推广到工程中常见的不完全数据的情况。文中针对位置-尺度分布族的不完全数据整体估计方法进行了详细讨论。该方法可以将不同条件下的试验数据作为一个整体进行统计推断,因此,对一种条件下只有一个失效数据的情况也能进行分析。与传统方法相比,具有更高的精度,而在精度相同的情况下,则可以节省大量试样。

Integral Estimate Method for Incomplete Data

A new method of integral estimate for incomplete data is presented in this paper.The integral parameter estimators and their covariance are derived.The integral estimate method for the location-scale distributions are discussed at some length.The method extends traditional regression analysis that is only suitable for complete data to incomplete data.Thus it is applicable even when there is only one failure data while the traditional method requires more failure data in a state.As the crosswise information among the incomplete data in different states is exploited and applied,the number of specimens for determining the distribution parameters in all states by the method is about the same as that of the specimens in one state by the traditional method when the precision is equal,which shows the method has the advantage of small sample.