Bayesian Inference for Modified Jelinski-Moranda Model by using Gibbs Sampling

깁스 샘플링을 이용한 변형된 Jelinski-Moranda 모형에 대한 베이지안 추론

Jelinski-Moranda model and modified Jelinski-Moranda model in software reliability are studied and we consider maximum likelihood estimator and Bayes estimates of the number of faults and the fault-detection rate per fault. A gibbs sampling approach is employed to compute the Bayes estimates, future survival function is examined. Model selection based on prequential likelihood of the conditional predictive ordinates. A numerical example with simulated data set is given.