Title :
Bayesian Analysis of Pareto Reliability With Dependent Masked Data
Author :
Xu, Ancha ; Tang, Yincai
Author_Institution :
Sch. of Finance & Stat., East China Normal Univ., Shanghai, China
Abstract :
In this paper, we consider a series system with two s-independent components, each of which has a Pareto distributed lifetime. We assume the lifetime data from the system are masked, and the masking probability is dependent. Noninformative prior, and conjugate prior are considered; and Gibbs sampling method is used to obtain the estimators of the unknown parameters, the reliability function, and the hazard function. A numeric example demonstrates how to apply the theoretical results.
Keywords :
Bayes methods; Pareto distribution; reliability theory; Bayesian analysis; Gibbs sampling; Pareto distributed lifetime; Pareto reliability; masking probability; Bayesian estimators; Gibbs sampling; Pareto distribution; masking probability;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.2009.2026811