دورية أكاديمية
Objective Bayesian analysis for the accelerated degradation model using Wiener process with measurement errors
| العنوان: | Objective Bayesian analysis for the accelerated degradation model using Wiener process with measurement errors |
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| المؤلفون: | Daojiang He, Yunpeng Wang, Mingxiang Cao |
| المصدر: | Statistical Theory and Related Fields, Vol 2, Iss 1, Pp 27-36 (2018) |
| بيانات النشر: | Taylor & Francis Group, 2018. |
| سنة النشر: | 2018 |
| المجموعة: | LCC:Probabilities. Mathematical statistics |
| مصطلحات موضوعية: | accelerated degradation model, objective bayesian analysis, wiener process, measurement errors, jeffreys prior, reference prior, Probabilities. Mathematical statistics, QA273-280 |
| الوصف: | The Wiener process as a degradation model plays an important role in the degradation analysis. In this paper, we propose an objective Bayesian analysis for an acceleration degradation Wiener model which is subjected to measurement errors. The Jeffreys prior and reference priors under different group orderings are first derived, the propriety of the posteriors is then validated. It is shown that two of the reference priors can yield proper posteriors while the others cannot. A simulation study is carried out to investigate the frequentist performance of the approach compared to the maximum likelihood method. Finally, the approach is applied to analyse a real data. |
| نوع الوثيقة: | article |
| وصف الملف: | electronic resource |
| اللغة: | English |
| تدمد: | 2475-4269 2475-4277 24754269 |
| Relation: | https://doaj.org/toc/2475-4269; https://doaj.org/toc/2475-4277 |
| DOI: | 10.1080/24754269.2018.1466097 |
| URL الوصول: | https://doaj.org/article/f861e96d5920473daa4e0daa02a2d042 |
| رقم الأكسشن: | edsdoj.f861e96d5920473daa4e0daa02a2d042 |
| قاعدة البيانات: | Directory of Open Access Journals |
PDF full text from Publisher | تدمد: | 24754269 24754277 |
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| DOI: | 10.1080/24754269.2018.1466097 |