کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
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804394 | 904947 | 2009 | 11 صفحه PDF | دانلود رایگان |
The maximum entropy principle constrained by probability weighted moments is an useful technique for unbiasedly and efficiently estimating the quantile function of a random variable from a sample of complete observations. However, censored or incomplete data are often encountered in engineering reliability and lifetime distribution analysis. This paper presents a new distribution free method for the estimation of the quantile function of a non-negative random variable using a censored sample of data, which is based on the principle of partial maximum entropy (MaxEnt) in which partial probability weighted moments (PPWMs) are used as constraints. Numerical results and practical examples presented in the paper confirm the accuracy and efficiency of the proposed partial MaxEnt quantile function estimation method for censored samples.
Journal: Probabilistic Engineering Mechanics - Volume 24, Issue 3, July 2009, Pages 407–417