Bayesian Estimation for the Reliability of a Multicomponent Stress-Strength System Using Noninformative Priors

비정보 사전분포를 이용한 다중 부품 부하-강도체계의 신뢰도에 대한 베이지안 추정

  • 김병휘 (한양대학교 자연과학대학 수학과) ;
  • 장인홍 (한양대학교 자연과학대학 수학과)
  • Published : 2000.11.01

Abstract

Consider the problem of estimating the reliability of a multicomponent stress-strength system which functions if at least r of the k identical components simultaneously function. All stresses and strengths are assumed to be independent random variables with two parameter Weibull distributions. First, we derive reference priors and probability matching priors which are noninformative priors. We next investigate sufficient conditions for propriety of posteriors under reference priors and probability matching priors. Finally, we provide, using these priors, some numerical results for Bayes estimates of the reliability by applying Gibbs sampling technique.

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