博碩士論文 102225001 完整後設資料紀錄

DC 欄位	值	語言
DC.contributor	統計研究所	zh_TW
DC.creator	黃筱涵	zh_TW
DC.creator	Hsiao-han Huang	en_US
dc.date.accessioned	2015-7-27T07:39:07Z
dc.date.available	2015-7-27T07:39:07Z
dc.date.issued	2015
dc.identifier.uri	http://ir.lib.ncu.edu.tw:88/thesis/view_etd.asp?URN=102225001
dc.contributor.department	統計研究所	zh_TW
DC.description	國立中央大學	zh_TW
DC.description	National Central University	en_US
dc.description.abstract	本文考慮產品衰退特徵值來自與時間相關的線性模型，在常態模型下，考慮參數具共軛先驗結構，利用貝氏方法可得參數之確切後驗分配，進而提出貝氏可靠度推論；另一方面，由於同款產品之間的衰退模型可能存有個別差異，我們以試驗中觀察到的資料估計具個別差異不同參數模型中但卻有共同先驗分配之超參數，建立經驗貝氏之可靠度推論，處理模型的不確定性。模擬結果顯示當不確定產品的模型時，經驗貝氏方法對於資料分析較具穩健性。	zh_TW
dc.description.abstract	This thesis considers the degradation data of different products collected via the time-dependent linear models. Exact posterior distributions of the underlying parameters are derived based on the conjugate structure, and Bayesian reliability inference of the failure time distribution is introduced. On the other hand, the degradation models of similar products may have individual differences, empirical Bayes approach is applied by estimating the hyperparameters of the common prior distribution using the observed data via EM algorithm. This approach yields small Bayes predictive risks under model uncertainty. Simulation results show that the empirical Bayes approach is more robust when the model is uncertain or when the prior information is vague.	en_US
DC.subject	衰退試驗	zh_TW
DC.subject	線性模型	zh_TW
DC.subject	貝氏方法	zh_TW
DC.subject	經驗貝氏	zh_TW
DC.subject	Degradation tests	en_US
DC.subject	Linear model	en_US
DC.subject	Bayesian approach	en_US
DC.subject	Empirical Bayes	en_US
DC.title	線性衰退模型之經驗貝氏可靠度分析	zh_TW
dc.language.iso	zh-TW	zh-TW
DC.title	A Empirical Bayesian Reliability Analysis of Linear Degradation Model	en_US
DC.type	博碩士論文	zh_TW
DC.type	thesis	en_US
DC.publisher	National Central University	en_US