A Bayesian Analysis of Reliability in Accelerated Life Tests Using Gibbs Sampler

被引:0
作者
Néli Maria Costa Mattos
Hélio Santos dos Migon
机构
[1] Institute Militar de Engenharia,Departamento de Engenharia de Sistemas
[2] Universidade Federal do Rio de Janeiro,Institute de Matemática & COPPE
来源
Computational Statistics | 2001年 / 16卷
关键词
Bayesian analysis; Gibbs sampler; Reliability; Accelerated life tests; Weibull distribution;
D O I
暂无
中图分类号
学科分类号
摘要
In this paper MCMC (Markov Chain Monte Carlo) techniques are proposed to perform Bayesian inference to evaluate the reliability of units with Weibull lifetime, submitted to accelerated and censored life tests. A full Bayesian analysis is done via Gibbs sampling. The marginal posterior of the main parameters and other unobserved quantities of interest derived from them are obtained. Two numerical applications using real and artificially generated data are discussed.
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页码:299 / 312
页数:13
相关论文
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