Empirical Bayesian estimation of wiener process with integrated degradation data and life data

Author

Wei-An Yan ; Baowei Song ; Zhaoyong Mao ; Guilin Duan

Author_Institution

Coll. of Marine, Northwestern Polytech. Univ., Xi´an, China

fYear

2013

fDate

15-18 July 2013

Firstpage

183

Lastpage

188

Abstract

Empirical Bayesian (EB) estimation and the maximum likelihood estimation (MLE) for parameters and the reliability of products for which the performance degradation process modeled by wiener process are obtained. Using both historical degradation data and life data, the hype-parameters of prior distribution are obtained reasonably, then Empirical Bayesian estimation is obtained. Finally, an real example is presented to show the validity of the proposed method.

Keywords

Bayes methods; maximum likelihood estimation; product life cycle management; stochastic processes; EB; MLE; empirical Bayesian estimation; historical degradation data; hype-parameters; integrated degradation data; life data; maximum likelihood estimation; performance degradation process; wiener process; Bayes methods; Capacitors; Degradation; Educational institutions; Films; Maximum likelihood estimation; Reliability; empirical Bayesian estimation; hype-parameters; life data; performance degradation data; wiener process;

fLanguage

English

Publisher

ieee

Conference_Titel

Quality, Reliability, Risk, Maintenance, and Safety Engineering (QR2MSE), 2013 International Conference on

Conference_Location

Chengdu

Print_ISBN

978-1-4799-1014-4

Type

conf

DOI

10.1109/QR2MSE.2013.6625561

Filename

6625561