Bayesian analysis of constant-stress accelerated life test for the Weibull distribution using noninformative priors

被引：21

作者：

Xu, Ancha ^{[1
,2
]}

Fu, Jiayu ^{[3
]}

Tang, Yincai ^{[3
]}

Guan, Qiang ^{[4
]}

机构：

[1] Wenzhou Univ, Coll Math & Informat Sci, Wenzhou 325035, Zhejiang, Peoples R China

[2] Northwestern Polytech Univ, Sch Nat & Appl Sci, Xian 710072, Peoples R China

[3] E China Normal Univ, Sch Finance & Stat, Shanghai 200241, Peoples R China

[4] Sanming Univ, Inst Informat Engn, Sanming 365004, Peoples R China

来源：

APPLIED MATHEMATICAL MODELLING | 2015年 / 39卷 / 20期

关键词：

Weibull distribution; ALT; Jeffreys prior; Reference prior; Type-II censoring; FREQUENTIST VALIDITY; INFERENCE; MODELS;

D O I：

10.1016/j.apm.2015.01.066

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

Noninformative priors are used in estimating the model parameters in constant-stress accelerated life tests (ALTs) under Type-II censoring when the Weibull distributions are assumed. Several reference priors and the general forms of the probability matching priors are derived. It is verified that one of the reference priors is the unique second-order jointly probability matching prior. The propriety of the posteriors based on the reference priors is shown. It shows that the matching prior performs better than the other two reference priors in meeting the target coverage probabilities. A real data set from Nelson (1990) is analyzed for illustration. (C) 2015 Elsevier Inc. All rights reserved.

引用

页码：6183 / 6195

页数：13

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