• Title/Summary/Keyword: 순서화된 척도모수

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Bayesian Estimation of k-Population Weibull Distribution Under Ordered Scale Parameters (순서를 갖는 척도모수들의 사전정보 하에 k-모집단 와이블분포의 베이지안 모수추정)

  • 손영숙;김성욱
    • The Korean Journal of Applied Statistics
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    • v.16 no.2
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    • pp.273-282
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    • 2003
  • The problem of estimating the parameters of k-population Weibull distributions is discussed under the prior of ordered scale parameters. Parameters are estimated by the Gibbs sampling method. Since the conditional posterior distribution of the shape parameter in the Gibbs sampler is not log-concave, the shape parameter is generated by the adaptive rejection sampling. Finally, we applied this estimation methodology to the data discussed in Nelson (1970).

The NHPP Bayesian Software Reliability Model Using Latent Variables (잠재변수를 이용한 NHPP 베이지안 소프트웨어 신뢰성 모형에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.6 no.3
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    • pp.117-126
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    • 2006
  • Bayesian inference and model selection method for software reliability growth models are studied. Software reliability growth models are used in testing stages of software development to model the error content and time intervals between software failures. In this paper, could avoid multiple integration using Gibbs sampling, which is a kind of Markov Chain Monte Carlo method to compute the posterior distribution. Bayesian inference for general order statistics models in software reliability with diffuse prior information and model selection method are studied. For model determination and selection, explored goodness of fit (the error sum of squares), trend tests. The methodology developed in this paper is exemplified with a software reliability random data set introduced by of Weibull distribution(shape 2 & scale 5) of Minitab (version 14) statistical package.

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