文档介绍：??????????????2013?2?Chinese Journal of Applied Probabilityand Statistics Feb. 2013?????Ч????Weibull????????????????(?????????????,??, 221116)???(?????????????,??, 200241)??Ч?????????Ч????Weibull???????(MME)?????.????????Ч??????.???????(L),????:???????F(x;θ1, θ2, θ3)????(L),?????bθ1,bθ2,bθ3????????.??????????δ≥1,???????,????????Wei(x;β, δ, γ)????(L),?MME?????.???:????????,?????Ч,?????,???.?????: .§1.??????????????????????????,???????????????. Cohen?Whitten(1982)????????Ч?????????????.??????,???????????????Ч,????????????????Ч????????????????.??????Ч,???,???????????????Bayes??.?????,??????????????,?????Ч?????. Sirvanci?Yang(1984)????????????????Ч?????????,??????????????????????????????,?????????????????.??????????????????,????????.???Weibull??????Ч???????????.Ч???????,?????Ч???????????????????[9].???Weibull???????Ч??????????:????????X～Wei(x;β, δ, γ),?F(x) =?????1?exph?3x?γβ′δi, x≥γ;0, x < γ,???????????(11271136)??.Ч?2010?10?20???, 2012?8?6??????.32?????? ???????β>0?????,γ????????,δ>0?????.?N???????,?????Ч?X1, X2, . . . , XN,??????Ч??X1:N,X2:N, . . . , XN:???????????,?????T??,???????Ч????X1:N, X2:N, . . . , XrN:N,??rN?T???????.????????????????????,?X1:N≤T, 1≤rN≤N.????T > γ.??Y=F(X;β, δ, γ),?Y～U(0,1),?????????E(Y) = 1/2,E(Y2) = 1/3.????????Ч?Y1,Y2, . . . , YN.??????T?????????????t.??t= 1?exph?3T?γβ′δi.??????t???????,????????X?t????t???????,???????Ft(x)????Ft(x) =P(X?t≤x|X > t) =?????F(x+t)?F(t)1?F(t), x≥0;0, x <0,??????t???????????.?m(t)????????t???????????????????(?????????),?m(t) =Z∞0xdFt(x).???,?X～U(0,1),??m(t) =12(1?t),0≤t≤1.?W1=1NhNPi=1YiI[0,t](Yi) +3NPi=1I[t,∞](Yi)′(t+mY(t))i,W2=1NhNPi=1Y2iI[0,t](Yi) +3NPi=1I[t,∞](Yi)′(t+mY(t))2i,??mY(t)?Y?t?????????,IE(Y)????E??????.???X1, X2,. . . , XN?????,??Y1, Y2, . . . , YN???????Ч,????????:??[9]?Y～U(0,1),?E(W1) =12,E(W2) =ω0·13,??? ??????:?????Ч????Weibull????????????33??W1, W2???????,ω0=14[t3?3t2+3t+3].??