BAYES COMPUTATION FOR LIFE TESTING AND RELIABILITY ESTIMATION

被引:7
作者
DEY, DK [1 ]
LEE, TM [1 ]
机构
[1] FU JEN CATHOLIC UNIV,DEPT STAT,TAIPEIHSIEN,TAIWAN
关键词
BAYES ESTIMATION; TYPE-II CENSORED DATA; EXPONENTIAL MODEL; MULTIVARIATE DISTRIBUTION; MONTE-CARLO INTEGRATION; GIBBS SAMPLER; NONCONJUGATE PRIOR; CREDIBILITY INTERVAL;
D O I
10.1109/24.249600
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
This paper deals with powerful computational techniques to estimate the parameters and the reliability function of complex life distributions, using Bayes methods, from complete and type-II censored samples. The Gibbs sampler approach brings considerable conceptual and computational simplicity to the calculation of the posterior marginals and reliability. Considering constrained parameter and truncated data problems in multivariate life distributions, the Gibbs sampler procedure is easy to implement for sets of simulated data.
引用
收藏
页码:621 / 626
页数:6
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