A Bayes analysis of a competing risk model based on gamma and exponential failures

被引：12

作者：

Ranjan, Rakesh ^{[1
]}

Singh, Sonam ^{[1
]}

Upadhyay, Satyanshu K. ^{[1
,2
]}

机构：

[1] Banaras Hindu Univ, Dept Stat, Varanasi 221005, Uttar Pradesh, India

[2] Banaras Hindu Univ, DST Ctr Interdisciplinary Math Sci, Varanasi 221005, Uttar Pradesh, India

来源：

RELIABILITY ENGINEERING & SYSTEM SAFETY | 2015年 / 144卷

关键词：

Hazard rate; Gamma distribution; Exponential distribution; Competing risk model; MCMC simulation; Predictive simluation; Model comparison; WEIBULL DISTRIBUTION; PARAMETER;

D O I：

10.1016/j.ress.2015.07.007

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

The paper proposes a competing risk model based on minimum of gamma and exponential failures where the former reflects aging with shape greater than unity and latter corresponds to accidental failures. The proposed model is analyzed in a Bayesian framework using proper but weak priors for the parameters. The analysis is done using Markov chain Monte Carlo simulation, in particular, the Gibbs sampler with intermediate Metropolis steps. Some usual characterizations of the proposed model are given for completeness. The proposed procedures are finally illustrated by means of a simulated data example involving both accidental and aging failures. The paper also considers model compatibility study using the ideas of predictive simulation and compares the proposed model with its components based on the simulated data set. A comparison with a similar model based on increasing hazard rate Weibull and exponential failures is also given. The results are found to be satisfactory. (C) 2015 Elsevier Ltd. All rights reserved.

引用

页码：35 / 44

页数：10