论文标题

D-最佳关节最佳最佳线性无偏订单统计预测

D-optimal joint best linear unbiased prediction of order statistics

论文作者

Balakrishnan, Narayanaswamy, Bhattacharya, Ritwik

论文摘要

在生命测试实验中,基于观察到的早期失败时间预测未观察到的未来失败时间通常是令人感兴趣的。 Kaminsky和Nelson(1975)在这种情况下开发了最佳的线性无偏预测指标(BLUP)。在本文中,我们根据早期失败时间开发了两个未来故障时间的联合布鲁普斯,通过最大程度地减少预测因子方差互动矩阵的决定因素。通过使用真实数据集证明了应用关节预测的优势。还讨论了某些设置中的联合布鲁普斯的不存在。

In life-testing experiments, it is often of interest to predict unobserved future failure times based on observed early failure times. A point best linear unbiased predictor (BLUP) has been developed in this context by Kaminsky and Nelson (1975). In this article, we develop joint BLUPs of two future failure times based on early failure times by minimizing the determinant of the variance-covariance matrix of the predictors. The advantage of applying joint prediction is demonstrated by using a real data set. The non-existence of joint BLUPs in certain setups is also discussed.

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