한국신뢰성학회지:신뢰성응용연구 (Journal of Applied Reliability)
- 제1권2호
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- Pages.183-192
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- 2001
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- 1738-9895(pISSN)
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- 2733-8320(eISSN)
깁스 샘플링을 이용한 변형된 Jelinski-Moranda 모형에 대한 베이지안 추론
Bayesian Inference for Modified Jelinski-Moranda Model by using Gibbs Sampling
초록
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.
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