BAYESIAN ANALYSIS OF WEIBULL PROCESS WITH UNKNOWN SCALE AND SHAPE PARAMETERS

被引:124
作者
SOLAND, RM
机构
[1] Advanced Research Department, Research Analysis Corporation, McLean, Va.
关键词
D O I
10.1109/TR.1969.5216348
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
Previously the Weibull process with an unknown scale parameter was examined as a model for Bayesian decision making. The analysis is extended by treating both the shape and scale parameters as unknown. It is not possible to find a family of continuous joint prior distributions on the two parameters that is closed under sampling, so a family of prior prior distributions is used that places continuous distributions on the scale parameter and discrete distributions on the shape parameter. Prior and posterior analyses are examined and seen to be no more difficult than for the case in which only the scale parameter is treated as unknown, but preposterior analysis and determination of optimal sampling plans are considerably more complicated in this case. To illustrate the use of the present model, an example is presented in which it is necessary to make probability statements about the mean life and reliability of a long-life component both before and after life testing. Copyright © 1970 by The Institute of Electrical and Electronics Engineers, Inc.
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页码:181 / &
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