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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)
Publication Information
Journal of Applied Reliability / v.11, no.2, 2011 , pp. 151-165 More about this Journal
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
system reliability; generalized gamma distribution; reparametrization; reference prior;
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