BAYESIAN-INFERENCE FOR THE POWER LAW PROCESS

被引：42

作者：

BARLEV, SK ^{[1
]}

LAVI, I ^{[1
]}

REISER, B ^{[1
]}

机构：

[1] UNIV HAIFA,DEPT STAT,IL-31999 HAIFA,ISRAEL

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1992年 / 44卷 / 04期

关键词：

POWER LAW PROCESS; BAYESIAN INFERENCE; PREDICTION; REPAIRABLE SYSTEM;

D O I：

10.1007/BF00053394

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：

The power law process has been used to model reliability growth, software reliability and the failure times of repairable systems. This article reviews and further develops Bayesian inference for such a process. The Bayesian approach provides a unified methodology for dealing with both time and failure truncated data. As well as looking at the posterior densities of the parameters of the power law process, inference for the expected number of failures and the probability of no failures in some given time interval is discussed. Aspects of the prediction problem are examined. The results are illustrated with two data examples.

引用

页码：623 / 639

页数：17

共 21 条

[1]

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[2]

ASCHER H, 1981, ANN REL MAINT S IEEE, P426

[3]

BAIN LJ, 1978, STATISTICAL ANAL REL

[4]

Box GEP., 1973, BAYESIAN INFERENCE S