Bayesian Parameter and Reliability Estimate of Weibull Failure Time Distribution
Bulletin of the Malaysian Mathematical Society, Tome 37 (2014) no. 3
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Bayes and frequentist estimators are obtained for the two-parameter Weibull \break failure time distribution with uncensored observations as well as the survival/reliability and hazard function. The Weibull distribution is used extensively in life testing and reliability/survival analysis. The Bayes approach is obtained using Lindleyâs approximation technique with standard non-informative (vague) prior and a proposed generalisation of the non-informative prior. A simulation study is carried out to compare the performances of the methods. It is observed from the study that the unknown parameters, the reliability and hazard functions are best estimated by Bayes using linear exponential loss with the proposed prior followed by general entropy loss function.
Classification :
62N01, 62N02, 62F15
@article{BMMS_2014_37_3_a0,
author = {Chris Bambey Guure and Noor Akma Ibrahim and Mohd Bakri Adam and Al Omari Mohammed Ahmed and Samuel Bosomprah},
title = {Bayesian {Parameter} and {Reliability} {Estimate} of {Weibull} {Failure} {Time} {Distribution}},
journal = {Bulletin of the Malaysian Mathematical Society},
year = {2014},
volume = {37},
number = {3},
url = {http://geodesic.mathdoc.fr/item/BMMS_2014_37_3_a0/}
}
TY - JOUR AU - Chris Bambey Guure AU - Noor Akma Ibrahim AU - Mohd Bakri Adam AU - Al Omari Mohammed Ahmed AU - Samuel Bosomprah TI - Bayesian Parameter and Reliability Estimate of Weibull Failure Time Distribution JO - Bulletin of the Malaysian Mathematical Society PY - 2014 VL - 37 IS - 3 UR - http://geodesic.mathdoc.fr/item/BMMS_2014_37_3_a0/ ID - BMMS_2014_37_3_a0 ER -
%0 Journal Article %A Chris Bambey Guure %A Noor Akma Ibrahim %A Mohd Bakri Adam %A Al Omari Mohammed Ahmed %A Samuel Bosomprah %T Bayesian Parameter and Reliability Estimate of Weibull Failure Time Distribution %J Bulletin of the Malaysian Mathematical Society %D 2014 %V 37 %N 3 %U http://geodesic.mathdoc.fr/item/BMMS_2014_37_3_a0/ %F BMMS_2014_37_3_a0
Chris Bambey Guure; Noor Akma Ibrahim; Mohd Bakri Adam; Al Omari Mohammed Ahmed; Samuel Bosomprah. Bayesian Parameter and Reliability Estimate of Weibull Failure Time Distribution. Bulletin of the Malaysian Mathematical Society, Tome 37 (2014) no. 3. http://geodesic.mathdoc.fr/item/BMMS_2014_37_3_a0/