Bayesian parameter and reliability estimate of Weibull failure time distribution
Bayes and frequentist estimators are obtained for the two-parameter Weibull 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 appro...
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Malaysian Mathematical Sciences Society and Universiti Sains Malaysia
2014
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Online Access: | http://psasir.upm.edu.my/id/eprint/36623/1/Bayesian%20parameter%20and%20reliability%20estimate%20of%20Weibull%20failure%20time%20distribution.pdf http://psasir.upm.edu.my/id/eprint/36623/ http://www.emis.de/journals/BMMSS/vol37_3_1.html |
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my.upm.eprints.366232015-10-09T07:21:48Z http://psasir.upm.edu.my/id/eprint/36623/ Bayesian parameter and reliability estimate of Weibull failure time distribution Guure, Chris Bambey Ibrahim, Noor Akma Adam, Mohd Bakri Al Omari, Mohammed Ahmed Bosomprah, Samuel Bayes and frequentist estimators are obtained for the two-parameter Weibull 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 Lindleys approximation technique with standard non-informative (vague) prior and a proposed generalisation of the noninformative 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. Malaysian Mathematical Sciences Society and Universiti Sains Malaysia 2014 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/36623/1/Bayesian%20parameter%20and%20reliability%20estimate%20of%20Weibull%20failure%20time%20distribution.pdf Guure, Chris Bambey and Ibrahim, Noor Akma and Adam, Mohd Bakri and Al Omari, Mohammed Ahmed and Bosomprah, Samuel (2014) Bayesian parameter and reliability estimate of Weibull failure time distribution. Bulletin of the Malaysian Mathematical Sciences Society, 37 (3). pp. 611-632. ISSN 0126-6705; ESSN: 2180-4206 http://www.emis.de/journals/BMMSS/vol37_3_1.html |
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Bayes and frequentist estimators are obtained for the two-parameter Weibull 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 Lindleys approximation technique with standard non-informative (vague) prior and a proposed generalisation of the noninformative 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. |
format |
Article |
author |
Guure, Chris Bambey Ibrahim, Noor Akma Adam, Mohd Bakri Al Omari, Mohammed Ahmed Bosomprah, Samuel |
spellingShingle |
Guure, Chris Bambey Ibrahim, Noor Akma Adam, Mohd Bakri Al Omari, Mohammed Ahmed Bosomprah, Samuel Bayesian parameter and reliability estimate of Weibull failure time distribution |
author_facet |
Guure, Chris Bambey Ibrahim, Noor Akma Adam, Mohd Bakri Al Omari, Mohammed Ahmed Bosomprah, Samuel |
author_sort |
Guure, Chris Bambey |
title |
Bayesian parameter and reliability estimate of Weibull failure time distribution |
title_short |
Bayesian parameter and reliability estimate of Weibull failure time distribution |
title_full |
Bayesian parameter and reliability estimate of Weibull failure time distribution |
title_fullStr |
Bayesian parameter and reliability estimate of Weibull failure time distribution |
title_full_unstemmed |
Bayesian parameter and reliability estimate of Weibull failure time distribution |
title_sort |
bayesian parameter and reliability estimate of weibull failure time distribution |
publisher |
Malaysian Mathematical Sciences Society and Universiti Sains Malaysia |
publishDate |
2014 |
url |
http://psasir.upm.edu.my/id/eprint/36623/1/Bayesian%20parameter%20and%20reliability%20estimate%20of%20Weibull%20failure%20time%20distribution.pdf http://psasir.upm.edu.my/id/eprint/36623/ http://www.emis.de/journals/BMMSS/vol37_3_1.html |
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