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数统论坛系列讲座:浙江工商大学徐安察教授作学术报告

【来源: | 发布日期:2022-10-25 】

报告题目:Modelling and estimation of system reliability under dynamic operatingenvironments and lifetime ordering constraints

报告日期:2022年10月31日 14:00

报告地点:腾讯会议 651660864

报告内容简介:Modern systems are operating under dynamic environments and the components therein often exhibit positivelycorrelated lifetimes. Moreover, due to various practical reasons such as the load sharing mechanism, it is notuncommon that lifetimes of some components dominate the others within the same system. In this study,we first propose a statistical model for system reliability evaluation by jointly considering the correlatedcomponent lifetimes and the lifetime ordering constraints. In specific, the effects of the dynamic environmentsare incorporated by modelling the cumulative hazard function as an exponential dispersion process and thelifetime ordering constraints are modelled by truncating the support of the joint lifetime distribution. We thendiscuss the statistical inference based on the proposed model. The point estimates of the model parameters aswell as the lifetime quantiles are obtained by the maximum likelihood method, and the confidence intervals areconstructed by using the generalized pivots. Extensive simulation show that the proposed interval estimationprocedures can achieve accurate coverage even under small sample sizes. Two real examples are used toillustrate the proposed modelling and estimation framework.

报告人信息——

报告人简介:

徐安察,理学博士,浙江工商大学统计学教授,硕士生导师,“浙江省高校领军人才培养计划”高层次拔尖人才,浙江省高校中青年学科带头人。担任第十一届中国运筹学会可靠性分会副理事长,中国现场统计研究会可靠性工程分会常务理事。主要研究领域为退化数据分析与建模、贝叶斯在线学习、客观贝叶斯方法、寿命数据分析等。

先后主持国家自然科学基金3项,省部级项目4项,在《IEEE Transactions on Reliability》、 《Reliability Engineering & System Safety》、《Computational Statistics & Data Analysis》、《Journal of Statistical Planning and Inference》、《Computers & Industrial Engineering》等期刊上发表论文40多篇,获第一届全国统计科技进步奖三等奖(3/3)。