寿命分布的德菲内蒂型表示

De Finetti-type Representations for Life Distributions

Journal of the American Statistical Association · 1992
被引 15
ABS 4

中文导读

从有限总体中单位寿命的可交换性出发,论证相似性度量导致适当的衰老概率模型,并推导出广义伽马分布和广义威布尔分布分别适用于以平均寿命和平均维护成本为条件的寿命分布。

Abstract

Abstract Beginning with a finite population of units and the judgment of exchangeability for units with respect to lifetime, we argue that measures of similarity lead to the appropriate probabilistic models for aging. This in turn implies that Schur-concavity of the joint probability function (or, more generally, the joint survival distribution) provides the correct probabilistic description of aging. Following this argument and using the principle of indifference, we argue that the appropriate probability models for life distributions conditional on average life are in a family of distributions that we call the generalized gamma distributions. If, on the other hand, we are interested in probabilistic models for aging conditional on average lifetime maintenance cost, it follows from our development that generalized Weibull distributions are appropriate. Key Words: AgingBayesFinite populationsLife distributionsMajorizationSchur-concave

概率论寿命分布贝叶斯统计计量经济学