研究生: |
姚翔隆 Hsiang-Lung Yao |
---|---|
論文名稱: |
運用最大概似估計法比較不同模型分配於區間設限資料 A comparison study of different models for the interval censored data using Maximum Likelihood Estimation method |
指導教授: |
王福琨
Fu-Kwun Wang |
口試委員: |
歐陽超
Ou-Yang Chao 羅士哲 Shih-Che Lo |
學位類別: |
碩士 Master |
系所名稱: |
管理學院 - 工業管理系 Department of Industrial Management |
論文出版年: | 2016 |
畢業學年度: | 104 |
語文別: | 英文 |
論文頁數: | 63 |
中文關鍵詞: | 韋伯分配 、Burr XII分配 、Gamma frailty based on Weibull分配 、區間設限資料 、最大概似估計 、DE演算法 |
外文關鍵詞: | Weibull distribution, Burr XII distribution, Gamma frailty based on Weibull distribution, Interval censored data, Maximum likelihood estimation, DE algorithm |
相關次數: | 點閱:344 下載:0 |
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預測市場回饋區間資料的失效率對於製造商來說是一個重要的課題,本論文主要在探討三種模型韋伯(Weibull)、Burr XII 及 Gamma-Weibull(Gamma frailty based on Weibull distributions)分配在區間設限資料的情況下,透過最大概似估計法(Maximum Likelihood Estimation)進行評估衡量。本文將採用DE(Differential Evolution)演算法來求得最大概似估計值,參數之區間估計亦可求得。市場回饋區間資料亦可用來分析及應用。由本研究案例分析結果可得知,Gamma-Weibull 在AIC值上,表現得比其他兩種模型來的出色,因此我們建議使用Gamma-Weibull模型來分析市場回饋區間資料。
Predicting failure rate from the field return data is an important task for manufacturers. In this study, we compare three models: Weibull, Burr XII and Gamma frailty based on Weibull (Gamma-Weibull) distributions and evaluate performance their through maximum likelihood estimation (MLE) via Differential Evolution (DE) with interval censored data. In addition, the confidence intervals are obtained. The field return data are used as an example to illustrate the applications. The results show that the Gamma-Weibull model outperforms the other two models in term of AIC. Thus, we recommend using Gamma-Weibull model to do analysis on field return data.
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