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Bayesian Analysis of the Brown–Proschan Model

  • Dinh Tuan Nguyen EMAIL logo , Yann Dijoux und Mitra Fouladirad
Veröffentlicht/Copyright: 20. Mai 2015
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Abstract

The paper presents a Bayesian approach of the Brown–Proschan imperfect maintenance model. The initial failure rate is assumed to follow a Weibull distribution. A discussion of the choice of informative and non-informative prior distributions is provided. The implementation of the posterior distributions requires the Metropolis-within-Gibbs algorithm. A study on the quality of the estimators of the model obtained from Bayesian and frequentist inference is proposed. An application to real data is finally developed.

Received: 2014-11-3
Revised: 2014-11-26
Accepted: 2014-12-8
Published Online: 2015-5-20
Published in Print: 2015-6-1

© 2015 by De Gruyter

Heruntergeladen am 6.2.2026 von https://www.degruyterbrill.com/document/doi/10.1515/eqc-2015-6002/html?lang=de
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