Bayes方法应用中验前分布选择的一致性与可信性原则.pdfVIP

32 11 Vol. 32 No. 11 2010 11 Systems Engineering and Electronics November 2010 : 1001506X(2010) 1123560 Bayes 刘 琦, 武小悦 ( 国防科学技术大学信息系统与管理学院, 湖南长沙 10073) : Bayes 方法已在装备的参数估计与决策分析中得到了广泛应用现有的 究主要集中于验前分布 的构造与方法的工程应用, 而对验前信息之间的一致性验前信息的可信性 究较少给出了验前信息 一致性的 定义与检验方法,建立了验前可信性分析的假设检验模型以此为基础, 建立了基于一致性与可信性的验前分布 融合模型最后, 以装备可靠性分析为例, 对一致性可信性的计算过程进行说明 : Bayes 方法; 一致性; 可信性; 融合; 装备 : T P 11 : A DOI: 10.3969/j.issn. 1001506X.2010. 11. 22 Principles of consistency and reliability for prior distributions selection in Bayesian method application LIU Qi, WU Xiaoyue (Coll. of Inf ormation Systems and Management, N ational Univ . of Def ense Technology, Changsha4100 3, China) Abstract: Bayesian method has been widely used in equipment parameter evaluation and decision making. H owever, existing studies focus on the structure of prior distribution and the engineering applications of the method, and there are few discourses on the analysis of consistency among prior distributions and the reliability of prior informations. T he definition and testing methods for consistency analysis are given, the hypothesis tes ting model of prior reliability is built. Based on an analysis of consistency and prior reliability, a prior informa tion fusion model is constructed. For an equipment reliability analysis example, the calculation process of con sistency and prior reliability is exhibited. Keywords: Bayes method; consistency; reliability; fusion; equipment [7] 0