教師資料查詢 | 類別: 期刊論文 | 教師: 蔡宗儒TZONG-RU TSAI (瀏覽個人網頁)

標題:Parameter estimation for the composite dynamic systems based on sequential order statistics from Burr type XII mixture distribution
學年109
學期2
出版(發表)日期2021/04/08
作品名稱Parameter estimation for the composite dynamic systems based on sequential order statistics from Burr type XII mixture distribution
作品名稱(其他語言)
著者Tzong-Ru Tsai;Yuhlong Lio;Hua Xin;Hoang Pham
單位
出版者
著錄名稱、卷期、頁數Mathematics 9(8), 810
摘要Considering the impact of the heterogeneous conditions of the mixture baseline distribution on the parameter estimation of a composite dynamical system (CDS), we propose an approach to infer the model parameters and baseline survival function of CDS using the maximum likelihood estimation and Bayesian estimation methods. The power-trend hazard rate function and Burr type XII mixture distribution as the baseline distribution are used to characterize the changes of the residual lifetime distribution of surviving components. The Markov chain Monte Carlo approach via using a new Metropolis–Hastings within the Gibbs sampling algorithm is proposed to overcome the computation complexity when obtaining the Bayes estimates of model parameters. A numerical example is generated from the proposed CDS to analyze the proposed procedure. Monte Carlo simulations are conducted to investigate the performance of the proposed methods, and results show that the proposed Bayesian estimation method outperforms the maximum likelihood estimation method to obtain reliable estimates of the model parameters and baseline survival function in terms of the bias and mean square error
關鍵字composite dynamical systems;hazard rate;Markov chain Monte Carlo;mixture distribution;sequential order statistics
語言英文
ISSN
期刊性質國外
收錄於SCI;Scopus;
產學合作
通訊作者
審稿制度
國別瑞士
公開徵稿
出版型式,電子版
相關連結
SDGs
  • 優質教育,夥伴關係
Google+ 推薦功能,讓全世界都能看到您的推薦!