Journal of applied mathematics & informatics

  • 제6권2호
  • /
  • Pages.661-668
  • /
  • 1999
  • /
  • 2734-1194(pISSN)
  • /
  • 2234-8417(eISSN)
한국전산응용수학회 (The Korean Society for Computational and Applied Mathematics)
권호 표지

RELIABILITY ESTIMATION OF A MIXTURE EXPONENTIAL MODEL USIGN GIBBS SAMPLER

  • 발행 : 1999.06.01

⟨ 이전 논문 다음 논문 ⟩

초록

Reliability estimation using Gibbs sampler considered for modeling mixture exponential reliability problems. Gibbs sampler is developed to compute the features of the posterior distribution. Bayesian estimation of complicated functions requires simpler esti-mation techniques due to the mathematical difficulties involved in the Bayes approach. The Maximum likelihood estimator and the Gibbs estimator of reliability of the system are derived. By simula-tion risk behaviors of derived estimators are compared. model de-termination based on relative error is considered. A numerical study with a simulated data set is provided.

키워드

참고문헌

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