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Bayes Inference Problems in Failure-Repair Processes
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Jürgen Franz
Published/Copyright:
March 10, 2010
Abstract
This paper deals with the modelling of failure-repair processes, particularly with parameter estimation problems and Bayesian predictions of future jump time points. Bayesian estimation methods are applied to determine the values of process parameters and based on results on failure time distributions, predictions are derived for nonhomogeneous Poisson processes.
Key Words and Phrases:: Marked point processes; counting processes and nonhomogeneous Poisson processes; Koziol-Green model for censoring; Bayes parameter estimation; Bayes prediction intervals
Published Online: 2010-03-10
Published in Print: 2003-October
© Heldermann Verlag
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Articles in the same Issue
- NP-Optimal Kernels for Nonparametric Sequential Detection Rules
- Availability Formulas and Performance Measures for Separable Degradable Networks
- Bayesian Predictions for Exponentially Distributed Failure Times With One Change-Point
- Bayes Inference Problems in Failure-Repair Processes
- Forecasting of Categorical Time Series Using a Regression Model
- Estimation of a Threshold-Value in the Context of Air Pollution and Health
- Estimation of the Jump-Point in a Hazard Function
- Distributions of the Estimated Process Capability Index Cpk
