基于Bayes理论的成败型装备鉴定试验风险分析

为了充分考核成败型装备的性能指标,合理确定鉴定试验统计方案,利用Bayes理论对试验风险进行了重点研究.在选取先验分布为Beta分布的条件下,给出了工程中常用两种风险(平均风险和后验风险)的表达式,并详细解释了两种风险的研究思路和适用范围.在此基础上,从鉴定试验可能出现的结果出发,建立了最大后验风险模型,给出了其相关性...

Qualification test risk analysis of binomial equipmentbased on Bayes theory

The qualification test risk of binomial equipment was investigated by Bayes theory to assess the performance index and establish qualification test scheme. The Beta distribution was chosen as prior distribution. The expressions of average risk and posterior risk were given. The research ideas and applications of two kinds of risk were explained. On this basis, the max posterior risk model was developed through investigating the result of qualification test. The max. posterior risk’s properties were given. Compared with posterior risk and classical risk, it demonstrated the conservation and feasibility of max. posterior risk. So the consumer benefit was protected. The test statistics scheme based on max. posterior risk conformed to the engineering rule. The test number decreased by 18%-63%, compared with test statistics scheme based on classical risk. It also analyzed the number relation between three kinds of risk and prior information, interval estimation. The properties of max. posterior risk were demonstrated, showing its wide application.