BAYESIAN-ANALYSIS FOR THE POLY-WEIBULL DISTRIBUTION

被引:105
作者
BERGER, JO [1 ]
SUN, DC [1 ]
机构
[1] UNIV MISSOURI,DEPT STAT,COLUMBIA,MO 65211
关键词
BAYESIAN INFERENCE; BI-WEIBULL DISTRIBUTION; COMPETING RISKS; GIBBS SAMPLER; LOG-CONCAVE DENSITIES; PREDICTIVE DISTRIBUTION;
D O I
10.2307/2291285
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this article Bayesian analysis for a Poly-Weibull distribution using informative priors is discussed. This distribution typically arises when the data is the minimum of several Weibull failure times from competing risks. To perform the Bayesian computations, simulation using the Gibbs sampler is suggested. This can be used to find posterior moments, the marginal posterior probability density function, and the predictive risk or reliability.
引用
收藏
页码:1412 / 1418
页数:7
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