Bayesian Analysis of the Brown–Proschan Model - Université de technologie de Troyes Access content directly
Journal Articles Economic Quality Control Year : 2015

Bayesian Analysis of the Brown–Proschan Model

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.
Not file

Dates and versions

hal-02303715 , version 1 (02-10-2019)

Identifiers

Cite

Dinh Tuan Nguyen, Yann Dijoux, Mitra Fouladirad. Bayesian Analysis of the Brown–Proschan Model. Economic Quality Control, 2015, 30 (1), ⟨10.1515/eqc-2015-6002⟩. ⟨hal-02303715⟩
17 View
0 Download

Altmetric

Share

Gmail Facebook Twitter LinkedIn More