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

详细信息    查看全文

• 作者：Ancha Xu^a ; ^b ; ; Jiayu Fu^c ; Yincai Tang^c ; Qiang Guan^d
• 关键词：Weibull distribution ; ALT ; Jeffreys prior ; Reference prior ; Type-II censoring
• 刊名：Applied Mathematical Modelling
• 出版年：2015
• 出版时间：15 October 2015
• 年：2015
• 卷：39
• 期：20
• 页码：6183-6195
• 全文大小：479 K

文摘

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.