Journal of Applied Reliability (한국신뢰성학회지:신뢰성응용연구)

The Korean Reliability Society (한국신뢰성학회)
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Bayesian reliability estimation in a stress-strength system

  • Chang, In-Hong (Department of Computer Science and Statistics, Chosun University) ;
  • Oh, Soo-Jin (Department of Mathematics, Hanyang University)
  • Received : 2011.03.23
  • Accepted : 2011.06.03
  • Published : 2011.06.25
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Abstract

We consider the problem of estimating the system reliability using noninformative priors when both stress and strength follow generalized gamma distributions with index, scale, and shape parameters. We first derive group-ordering reference priors using the reparametrization. We next provide the sufficient condition for propriety of posterior distributions and provide marginal posterior distributions under those noninformative priors. Finally, we provide and compare estimated values of the system reliability based on the simulated values of parameter of interest in some special cases.

Keywords

References

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