Inference and Prediction for a General Order Statistic Model With Unknown Population Size
针对未知总体大小的一般顺序统计量模型，提出贝叶斯经验贝叶斯方法进行参数推断和预测，避免非贝叶斯方法中极大似然估计可能无穷大的问题，并在软件可靠性数据中验证了威布尔顺序统计量模型的优势。
Abstract Suppose that the first n order statistics from a random sample of N positive random variables are observed, where N is unknown. This, the general order statistic model, has been applied to the study of market penetration, capture—recapture, burn-in in repairable systems, software reliability growth, the estimation of the number of individuals exposed to radiation, and the estimation of the number of unseen species. Inference is to be made about the unknown parameters, especially N, and future observations are to be predicted. A Bayes empirical Bayes approach to inference is presented. This permits the comparison of competing, perhaps nonnested, models for the distribution of the random variables in a natural way. It also provides easily implemented inference and prediction procedures that avoid the difficulties of non-Bayesian methods. One such difficulty is that the maximum likelihood estimator of N may be infinite. Results are given for the case in which vague prior information about the model parameters is approximated by limiting, improper, prior forms. Applications to three software reliability data sets indicate that the much-used exponential order statistic may give rather optimistic estimates of system reliability and that the not previously considered Weibull order statistic model seems promising for such applications.