Given the recorded life times from a Weibull distribution, Bayes estimates of the reliability function and hazard rate are obtained using the posterior distributions and some recent results on Bayesian approximations due to Lindley (1980). Based on a Monte Carlo study, these estimates are compared with their maximum likelihood counterparts.
The three-parameter inverse Gaussian distribution is used as an alternative model for the three parameter lognormal, gamma and Weibull distributions for reliability problems. In this paper Bayes estimates of the parameters and reliability function of a three parameter inverse Gaussian distribution are obtained. Posterior variance estimates are compared with the variance of their maximum likelihood counterparts. Numerical examples are given.
We carry out Bayesian inference for the Jelinski-Moranda and Littlewood software failure models given a sample of failure times. Furthermore, we illustrate how to assess the optimal length of an additional pre-release testing period under each of these models. Modern Bayesian computational methods are used to estimate the posterior expected utility of testing for and additional time.
This text describes a method of estimating the hazard rate of survival data following monotone Aalen regression model. The proposed approach is based on techniques which were introduced by Arjas and Gasbarra [4]. The unknown functional parameters are assumed to be a priori piecewise constant on intervals of varying count and size. The estimates are obtained with the aid of the Gibbs sampler and its variants. The performance of the method is explored by simulations. The results indicate that the...
2000 Mathematics Subject Classification: 62E16, 65C05, 65C20.We consider the problem of predictive interval for future observations from Weibull distribution. We consider two cases they are: (i) fixed sample size (FSS), (ii) random sample size (RSS). Further, we derive the predictive function for both FSS and RSS in closed forms. Next, the upper and lower 1%, 2.5%, 5% and 10% critical points for the predictive functions are calculated. To show the usefulness of our results, we present some simulation...
This article deals with the objective Bayesian analysis of random censorship model with informative censoring using Weibull distribution. The objective Bayesian analysis has a long history from Bayes and Laplace through Jeffreys and is reaching the level of sophistication gradually. The reference prior method of Bernardo is a nice attempt in this direction. The reference prior method is based on the Kullback-Leibler divergence between the prior and the corresponding posterior distribution and easy...
This paper discusses the Bayesian reliability analysis for an exponential failure mode on the basis of some ordered observations when the first p observations may represent early failures or outliers. The Bayes estimators of the mean life and reliability are obtained for the underlying parametric model referred to as the SB(p) model under the assumption of the squared error loss function, the inverted gamma prior for scale parameter and a generalized uniform prior for the nuisance parameter.
In this paper, the Bayesian analysis of the survival data arising from a Rayleigh model is carried out under the assumption that the clinical study based on n patients is terminated at the dth death, for some preassigned d (0 < d ≤ n), resulting in the survival times t1 ≤ t2 ≤ ... ≤ td, and (n - d) survivors. For the prior knowledge about the Rayleigh parameter, the gamma density, the inverted gamma density, and the beta density of the second kind are respectively assumed, and for each of...
Survival analysis is applied in a wide range of sectors (medicine, economy, etc.), and its main idea is based on evaluating the time until the occurrence of an event of interest. The effect of some particular covariates on survival time is usually described by the Cox proportional hazards model and the statistical significance of the impact of covariates is verified by the likelihood ratio test, the Wald test, or the score test. In addition to standard tests, appropriate higher-order approximations...
This paper proposes a bias reduction of the coefficients' estimator for linear regression models when observations are randomly censored and the error distribution is unknown. The proposed bias correction is applied to the weighted least squares estimator proposed by Stute [28] [W. Stute: Consistent estimation under random censorship when covariables are present. J. Multivariate Anal. 45 (1993), 89-103.], and it is based on model-based bootstrap resampling techniques that also allow us to work with...
The bivariate gamma distribution is taken as a life test model to analyse a series system with two dependent components and . First, the distribution of a function of and , that is, minimum , is obtained. Next, the reliability of the component system is evaluated and tabulated for various values of the parameters. Estimates of the parameters are also obtained by using Bayesian approach. Finally, a table of the mean and variance of minimum for various values of the parameters involved is...