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1.
随机变量相依关系的度量   总被引:1,自引:1,他引:0  
首先研究了相关系数在度量随机变量相依关系上的优点和缺陷,介绍了度量随机变量相依关系的理想统计量应具备的条件,针对联合分布可拆成一元边际分布和Copula的积,因此连接联合分布与边际分布的Copula函数应包含随机变量相依关系的一切信息,在此基础上给出了基于Copula函数表示的Spearman’s相关系数和Kendall’s相关系数以及它们的性质.  相似文献   

2.
对Copulas函数族作了系统总结,用Copula函数给出了随机变量间的相依和联合的一系列和谐度量指标:包括和谐、象限相依、似然比相依、秩相关系数Kendall's τ、Spearman'p 以及指标之间的相互关系基于Copula的表达式.  相似文献   

3.
本文定义了半相依非线性回归方程组中某一个方程的相依得分函数和相依拟得分函数。这些函数利用了整个半相依非线性回归方程组的信息,在均方误差准则下,改进了独立得分函数和独立拟得分函数。  相似文献   

4.
金融市场间存在着某种相依结构,并呈现复杂性和加强的趋势,特别在金融市场出现极端情况时,这种加强使得暴涨暴跌在若干金融市场内同时出现。研究采用沪深300与标普500指数的流动性时间序列为样本,利用时变Copula函数研究了中美股票市场的流动性动态相依结构特征。研究结果表明:中美两国股市流动性相依结构较稳定,尾部相关性水平较低;金融危机爆发时,两市总体相关系数波动减小,而尾部相关性轻微增加;相依结构存在明显的"政策效应",这种效应将减弱相关性水平,但是寿命短暂。  相似文献   

5.
通过定义两种类型的指数分布,运用实用分析法的思想,提出四种系统的当量指数方法,获得四种R—S(t)串并联系统的结构可靠度,证明了四系统可靠度都是K=μR/μS的函数,分别得到了在不同的情况时四类系统可靠度的结论,而且近似地获得显示的可靠性设计表达式,最后用事例给予了证实。  相似文献   

6.
通过权衡复杂系统的五项度量指标,达到了对稳定中心度量指标的控制;利用工程领域中的实际例子,得到了比已有结论更优的结果.  相似文献   

7.
随机变量的Kendall相关系数的推广   总被引:1,自引:1,他引:0  
多维随机变量之间常常存在着复杂的相依关系,而度量相依关系指标大多只刻画二维随机变量之间相依程度。借助Copula工具及利用Kendall相关系数是和谐概率的线性变化的特点,将二维Kendall相关系数推广到n维,并在此基础上探讨其性质以及不同维度的Kendall相关系数之间的关系。  相似文献   

8.
研究了独立或相依样本时非参数回归函数的Nadaraya-Watson估计,在简洁合理的条件下,证明了估计量的渐近正态性,获得的结论可在时间序列分析中得到应用.  相似文献   

9.
提出了一种考虑天气因素的威布尔比例故障率模型(WPHM),采用威布尔分布的基准故障率函数,构建能够反映动车组外部运行环境的天气因素协变量,建立牵引传动系统的部件WPHM,利用遗传算法进行模型参数估计,依据所估计参数得出正常天气状态和恶劣天气状态下各部件的故障率和可靠度。实例研究表明,当牵引传动系统各部件均处于耗损失效期,部件均不同程度受天气因素影响,其中影响程度较大的部件有M2S车牵引电机及冷却风机,TP车主断路器,TPB车主断路器,MH车牵引电机及冷却风机等;不同天气状态下系统各部件的故障率和可靠度随服役时间推移均有明显变化,尤其恶劣天气状态下部件故障率更高,可靠度更低。因此,模型能有效地度量天气因素对部件可靠性的影响,为运用维修决策提供理论依据。  相似文献   

10.
阐述铁路钢桁梁系统可靠度研究应立足于疲劳之上的观点,并对现有铁路钢桁系统可靠度的评估提出了几条基本假设,最后以此基本假设为前提,对一座有代表性的铁路钢桁梁系统可靠度进行了评估。  相似文献   

11.
What are the practical implications of small decreases in reliability coefficients? How does increased item local dependence decrease reliability? How does the new format of more “authentic” reading tests affect reliability?  相似文献   

12.
Previous assessments of the reliability of test scores for testlet-composed tests have indicated that item-based estimation methods overestimate reliability. This study was designed to address issues related to the extent to which item-based estimation methods overestimate the reliability of test scores composed of testlets and to compare several estimation methods for different measurement models using simulation techniques. Three types of estimation approach were conceptualized for generalizability theory (GT) and item response theory (IRT): item score approach (ISA), testlet score approach (TSA), and item-nested-testlet approach (INTA). The magnitudes of overestimation when applying item-based methods ranged from 0.02 to 0.06 and were related to the degrees of dependence among within-testlet items. Reliability estimates from TSA were lower than those from INTA due to the loss of information with IRT approaches. However, this could not be applied in GT. Specified methods in IRT produced higher reliability estimates than those in GT using the same approach. Relatively smaller magnitudes of error in reliability estimates were observed for ISA and for methods in IRT. Thus, it seems reasonable to use TSA as well as INTA for both GT and IRT. However, if there is a relatively large dependence among within-testlet items, INTA should be considered for IRT due to nonnegligible loss of information.  相似文献   

13.
This study was designed to examine the level of dependence within multiple true-false (MTF) test item clusters by computing sets of item intercorrelations with data from a test composed of both MTF and multiple choice (MC) items. It was posited that internal analysis reliability estimates for MTF tests would be spurious due to elevated MTF within-cluster intercorrelations. Results showed that, on the average, MTF within-cluster dependence was no greater than that found between MTF items from different clusters, between MC items, or between MC and MTF items. But item for item, there was greater dependence between items within the same cluster than between items of different clusters.  相似文献   

14.
考虑突发失效和性能退化之间的相关性和竞争关系,研究了基于竞争失效分析的产品可靠性评估问题.将突发失效的发生率视为性能退化量的函数,并采用Weibull分布加以描述;利用Wiener过程描述性能退化过程,采用极大似然估计法估计模型参数;提出了一种基于竞争失效分析的可靠性评估模型.以一种GaAs激光器性能退化和失效数据为例,验证模型及其求解方法的有效性.结果表明:若仅考虑退化失效将使得评估结果偏向乐观,突发失效与退化失效的相关性对可靠性评估的准确性有很大影响.  相似文献   

15.
In traditional Bayesian software reliability models, it was assume that all probabilities are precise. In practical applications the parameters of the probability distributions are often under uncertainty due to strong dependence on subjective information of experts’ judgments on sparse statistical data. In this paper, a quasi-Bayesian software reliability model using interval-valued probabilities to clearly quantify experts’ prior beliefs on possible intervals of the parameters of the probability distributions is presented. The model integrates experts’ judgments with statistical data to obtain more convincible assessments of software reliability with small samples. For some actual data sets, the presented model yields better predictions than the Jelinski-Moranda (JM) model using maximum likelihood (ML). Project supported by the National High-Technology Research and Development Program of China (Grant Nos.2006AA01Z187, 2007AA040605)  相似文献   

16.
C-tests are gap-filling tests widely used to assess general language proficiency for purposes of placement, screening, or provision of feedback to language learners. C-tests consist of several short texts in which parts of words are missing. We addressed the issue of local dependence in C-tests using an explicit modeling approach based on testlet response theory. Data were provided by a total sample of 4,708 participants working on eight C-test texts with 20 gaps each. The resulting parameter estimates were compared to those obtained from (a) a polytomous item response theory (IRT) model and (b) a standard IRT model that ignored the dependence structure. Testlet effects proved to be very small and correspondence between parameters obtained from the different modeling approaches was high. When local dependence was ignored reliability of the C-test was slightly overestimated. Implications for the analysis of testlets in general, and C-tests in particular are discussed.  相似文献   

17.
Measurement specialists routinely assume examinee responses to test items are independent of one another. However, previous research has shown that many contemporary tests contain item dependencies and not accounting for these dependencies leads to misleading estimates of item, test, and ability parameters. The goals of the study were (a) to review methods for detecting local item dependence (LID), (b) to discuss the use of testlets to account for LID in context-dependent item sets, (c) to apply LID detection methods and testlet-based item calibrations to data from a large-scale, high-stakes admissions test, and (d) to evaluate the results with respect to test score reliability and examinee proficiency estimation. Item dependencies were found in the test and these were due to test speededness or context dependence (related to passage structure). Also, the results highlight that steps taken to correct for the presence of LID and obtain less biased reliability estimates may impact on the estimation of examinee proficiency. The practical effects of the presence of LID on passage-based tests are discussed, as are issues regarding how to calibrate context-dependent item sets using item response theory.  相似文献   

18.
A good reliability management (RM) and education system is a key factor for total quality management (TQM) in a manufacturing industry. In this paper, how to construct a good RM system is discussed, and how to practise it efficiently. Also, the contribution of RM to TQM is explained. The RM consists of reliability policy, maintenance programme of equipment, optimization of equipment reliability, continuous effort for reliability improvement, small-group activity to enhance reliability, reliability education, information system for reliability, company organization for reliability, etc. A typical education programme for RM is presented. There is no doubt that a good manufacturing company should have a sound RM. Also, to have excellent TQM it is essential to have a good statistical process control (SPC) system and a good quality engineering (QE) system in addition to a good RM system. The relationships of RM, SPC and QE for TQM are also described.  相似文献   

19.
红外轴温探测系统中的红外探头,关系着整个探测系统的精度与可靠性,为了提高探测系统的精度与可靠性,通过红外传感器的特性分析,选择出适宜探测系统的传感器,对探测系统提高测试精度与可靠性具有非常重要的实际意义。  相似文献   

20.
基于人工鱼群算法的复杂系统可靠性优化   总被引:1,自引:0,他引:1  
由于复杂系统可靠性函数常常具有非线性的特点,因此设计既要满足可靠度又要使系统成本最小,成了优化设计中的难点。针对这一问题,提出了基于群体智能-人工鱼群算法(Artificial Fish School Algorithm,AFSA)的优化方法。给出了基于鱼群算法的可靠性的求解策略,详细探讨了鱼群算法在系统的可靠性优化计算中应用的可行性.并对非串-并联系统的可靠性分配的可靠性优化设计问题进行分析计算。结果表明该算法具有较强的局部搜索能力和较高的搜索效率,论证了该算法在复杂系统可靠性优化中的可行性和有效性。  相似文献   

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